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The Trajectory Bundle Method: Unifying Sequential-Convex Programming and Sampling-Based Trajectory Optimization

Kevin Tracy, John Zhang, Jon Arrizabalaga, Stefan Schaal, Tom Erez, Yuval Tassa, Zachary Manchester

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The Trajectory Bundle Method unifies derivative-free sampling and sequential convex programming by approximating nonconvex dynamics and constraints through linear interpolation of parallelized simulation samples.
trajectory optimization derivative-free optimization sequential convex programming sampling-based control MPPI parallel simulation

Problem

Traditional trajectory optimization relies on differentiable models for sequential convex programming, which fails for learned simulators, contact-rich systems, or expensive derivatives, while sampling-based methods like MPPI struggle with constraints and open-loop instability.

Approach

TBM replaces Taylor-series linearizations with linear interpolation over sampled trajectory bundles, iteratively solving convex approximations that handle arbitrary constraints and multiple shooting without requiring gradients.

Key results

  • A unified derivative-free framework for general trajectory optimization via sequential convex programming
  • Linear interpolation of sampled dynamics, cost, and constraints within a trust region
  • Theoretical proof that MPPI is a special case of TBM under single shooting with entropy regularization
  • Numerical validation showing fast convergence and strict constraint satisfaction for nonlinear, non-convex problems

Why it matters

Enables robust optimal control for complex robotic systems with black-box, learned, or contact-rich dynamics where gradient computation is infeasible.

Abstract

We present a unified framework for solving tra- jectory optimization problems in a derivative-free manner through the use of sequential convex programming. Tradition- ally, nonconvex optimization problems are solved by forming and solving a sequence of convex optimization problems, where the cost and constraint functions are approximated locally through Taylor series expansions. This presents a challenge for functions where differentiation is expensive or unavailable. In this work, we present a derivative-free approach to form these convex approximations by computing samples of the dynamics, cost, and constraint functions and letting the solver inter- polate between them. Our framework includes sample-based trajectory optimization techniques like model-predictive path integral (MPPI) control as a special case and generalizes them to enable features like multiple shooting and general equality and inequality constraints that are traditionally associated with derivative-based sequential convex programming methods. The resulting framework is simple, flexible, and capable of solving a wide variety of practical motion planning and control problems.

Index terms

Optimization and Optimal Control Motion and Path Planning Integrated Planning and Control

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