Constrained Sampling-based Trajectory Optimization using Stochastic Approximation

George I. Boutselis,Ziyi Wang,Evangelos A. Theodorou,George I. Boutselis,Ziyi Wang,Evangelos A. Theodorou

We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints, as well as nonlinear state constraints for discrete dynamical systems. Regarding the former, our strategy is to optimize over truncated parameterized distributions on control inputs. Furthermore, we show how non-smooth penalty f...