16745: Dynamic Optimization
Spring 2014
Instructor: Chris Atkeson, cga at cmu
MW 34:20 NSH 3002
Events of Interest
Last year's course

Jan 13: Introduction to the course.
This years emphasis is the DARPA
Robotics Challenge

Jan 15: Function Optimization Example
Robotics: redundant inverse kinematics.
Using Matlab's fminsearch and fminunc.
Using Matlab's fminsearch and fminunc, with
desired posture.
Using Matlab's fmincon.
Relationship of Jacobian approach to gradient descent.

Jan 15:
Function optimization using
first and
second
order gradient methods.
A nice chapter on function optimization techniques:
Numerical Recipes in C, chapter 10
(2nd or 3rd edition, 2nd edition is electronically available for free
under Obsolete Versions):
Minimization or Maximization of Functions,
This material from any other numerical methods book is also fine.
Resources:
Matlab fminunc,
Numerical Recipes,
GSL,
AMPL,
NEOS,
software list 1,
Useful
software guide,
gradient method,
line search,
conjugate gradient,
conjugate gradient v2,
quasiNewton/variable metric methods, and
Newton's method.

Jan 20: No Class

Jan 22: Nongradient ("derivativefree") optimization methods:
hill climbing
(including
local search,
local unimodal sampling,
pattern search,
random search,
random optimization),
Nelder Mead/Simplex/Amoeba method,
Matlab fminsearch,
simulated annealing,
fit surfaces (for example
Response Surface Methodology (RSM),
Memorybased Stochastic Optimization, and
Q2),
evolutionary algorithms,
genetic algorithms,
and ...
Paper:
Derivativefree optimization: A review of algorithms and comparison of software implementations by Luis Miguel Rios and Nikolaos V. Sahinidis,
Book: Introduction to DerivativeFree Optimization

Jan 2227:
Covariance Matrix Adaptation Evolution Strategy.
See also Hansen web page.
Example1,
Ex2,
Ex3,
Ex4.

Jan 27: Constraints.
Soft/hard constraints, penalty functions,
Barrier functions,
Lagrange Multipliers,
Augmented Lagrangian method,
Interior point methods vs. Simplex methods vs. soft constraint methods,

Jan 2729:
Quadratic Programming and
Sequential quadratic programming,
Matlab fmincon.
SNOPT,
CVXGEN

Jan 29: Automatic differentiation

Jan 29: Dynamics and Numerical Integration
Continous time, discrete time. Euler integration, Forward and inverse dynamics. Linearization.

Feb 3: Formulating trajectory optimization as function optimization.
Examples of formulating a trajectory optimization problem
as a function optimization problem:
Case Studies In Trajectory Optimization: Trains, Planes, And Other
Pastimes,
Robert J. Vanderbei
Example use of AMPL
A free trial version of AMPL is available from here.
AMPL is also available for remote use through the Neos Server.
Click on SNOPT/[AMPL Input] under Nonlinearly Constrained Optimization.
Example use of Matlab: pend1xu,
pend1u,
pend1x
Spacetime Optimization: Witkin paper text
Witkin paper figures

Feb 3:
Use of splines in trajectory optimization.
Cubic Hermite spline.
Useful.
Example 1,
Collocation,
Pseudospectral X.

Feb 3:
Policy optimization I: Use function optimization.
What is a policy?
Known in machine learning/reinforcement learning as policy search or refinement, ...
slides
See examples in CMAES section for policy optimization.

Feb 5: Ways to robustify function optimization:
Problems: How choose method?, more of an art than a science, local minima, bad answers, discontinuities, redundant/rank deficient constraints,
bad scaling, no formulas for derivatives, you are lazy, computational cost.
Techniques: Levenberg Marquardt,
Trust regions,
line search,
scaling and preconditioning, regularize parameters, soft constraints,
sparse methods,
Continuation Methods,
Paper on continuation methods,
Hand of God, allow constraint violations, add aextra constraints,
Matlab recommendations

Feb 5:
Dynamic Programming.
Bellman equation,
slides

Feb 10:
Linear Quadratic Regulator,
Riccati Equation,
Differential Dynamic Programming

Feb 10: Receding Horizon Control (a.k.a. Model Predictive Control (MPC)).

Feb 1217: Ways to reduce the curse of dimensionality
slides

Feb 17: Policy Optimization II: Optimization using modelbased gradients
slides

Feb 19: Robustness using Linear Matrix Inequalities
Robustness to parametric uncertainty in the linear(ized) model.
I can't find a good reference on robustness using linear matrix inequalities,
but here is a tutorial on LMIs

Feb 24: Robustness
Robustness to random disturbances, varying initial conditions, parametric
model error, structural modeling error such as
high frequency unmodelled dynamics,
and model jumps (touchdown and liftoff during walking, for example).
Monte Carlo trajectory/policy optimization.

Feb 24: Robustness: Policy Optimization with Multiple Models.
MonteCarlo, DP, and DDP approaches to Multiple Models.

Feb 26:
State Estimation,
Uncertainty Propagation:
Gaussian Propagation (like Kalman Filter),
Unscented (like Unscented Filter), Second Order Kalman Filter (See Kendrick below).
Review of Gaussians slides
State estimation slides
Matlab Kalman filter example
and
minimum jerk trajectory subroutine.
Example mobile robot Kalman filter slides

Feb 26:
Dual Control.
Simple example.
Information state DP.

March 3: Local Approaches to Dual Control/Stochastic DDP
Information state trajectory optimization.
Stochastic Control for Economic Models,
David Kendrick, Second Edition 2002.

March 3: Robustness and state estimation:
Example of bad interactions, Loop Transfer Recovery (LTR),
A paper on the topic,
Policy optimization approaches.

March 5: Case Study:
Trajectory Optimization for FullBody Movements with Complex Contacts

March 5: Case Study:
Discovery of Complex Behaviors through ContactInvariant Optimization

March 1014: No Class

March 17: Other ways in trajectory optimization to handle contact:
Posa, Tedrake,
Posa video
Erez, Todorov

March 17: Avoiding obstacles: CHOMP
STOMP

March 19: Sampling based methods: RRT,
slides
Projected RRT,
RRT*
slides
LQRRRT*
Random Sampling DP

March 24: A*like algorithms: R*

March 26: Reinforcement Learning: Model free policy optimization.
Kober, J.; Peters, J. (2011). Policy Search for Motor Primitives in Robotics, Machine Learning, 84, 12, pp.171203

March 26: Comparison of various RL methods: CMAES, CEM, PI2.
Freek Stulp and Olivier Sigaud. Path Integral Policy Improvement with Covariance Matrix Adaptation. In Proceedings of the 29th International Conference on Machine Learning (ICML), 2012.

March 31: Adaptive Control

March 31: Learning From Demonstration

April 2: Case Study:
Pareto Optimal Control for Natural and Supernatural Motions

April 2: Case Study:
Diverse Motion Variations for Physicsbased Character Animation

April 7: Inverse Optimal Control
Sergey Levine, Vladlen Koltun. Continuous Inverse Optimal Control with Locally Optimal Examples. ICML 2012

April 9: Case Study:
Soft Body Locomotion

April 9: Case Study:
Interactive Spacetime Control of Deformable Objects

April 14:
Trajectory optimization based on integrating the dynamics:
calculus of variations,
EulerLagrange equation,
Pontryagin's minimum principle,
HamiltonJacobiBellman equation,
costate equations,
shooting methods,
multiple shooting methods,
KarushKuhnTucker conditions

April 14:
Continuation Methods,
Metaoptimization,
Learning during optimization

April 16: Case Study:
Flexible MuscleBased Locomotion for Bipedal Creatures

April 16: Case Study:
Animating Human Lower Limbs Using ContactInvariant Optimization

April 16: Case Study:
Optimizing Locomotion Controllers Using BiologicallyBased Actuators and Objectives

Learning Heuristic Functions

April: SIMD parallelism
How do GPUs and other forms of SIMD parallelism affect optimization
algorithm design?

THE FOLLOWING DATES ARE CORRECT

Apr. 28: Project presentations

Apr. 30: Project presentations
Assignments

Assignment 0 (Due Jan. 19): Send CGA email:
Who are you?
Why are you here?
What research do you do?
Describe any optimization you have done (point me to papers or
web pages if they exist).
Any project ideas?
What topics would you especially like the course to cover?
Be sure your name is obvious in the email, and you mention the course
name or number. I teach more than one course, and a random email from
robotlover@cs.cmu.edu is hard for me to process.

Assignment 1 (Due Feb. 14): Using Optimization
to do Inverse Kinematics

Assignment 2 (Due Feb. 28): Trajectory Optimization:
Sit to Stand