Constrained Differential Dynamic Programming: A primal-dual augmented Lagrangian approach.
Wilson JalletAntoine BambadeNicolas MansardJustin CarpentierPublished in: IROS (2022)
Keyphrases
- primal dual
- augmented lagrangian
- dynamic programming
- linear programming
- linear programming problems
- linear program
- convex optimization
- lagrange multipliers
- saddle point
- duality gap
- convergence rate
- semidefinite programming
- interior point methods
- approximation algorithms
- simplex method
- variational inequalities
- convex programming
- algorithm for linear programming
- knapsack problem
- reinforcement learning
- constrained optimization
- column generation
- integer programming
- augmented lagrangian method
- optimal solution
- np hard
- feasible solution
- cost function
- multiresolution
- evolutionary algorithm
- dual formulation
- object recognition
- objective function