Title:
Fast Sensitivity Computations for Trajectory Optimization

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Arora, Nitin
Russell, Ryan P.
Vuduc, Richard W.
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Abstract
Gradient based trajectory optimization relies on accurate sensitivity information to robustly move a solution towards an optimum. Computational complexity of sensitivity calculations increases exponentially for higher problem dimensions and orders. Hence, the computation of these sensitivities is traditionally a major speed bottleneck in trajectory optimization and targeting algorithms. We propose to use Nvidia's GPU (Graphics Processing Unit) to rapidly calculate the derivatives in a multilayer, parallel, and heterogeneous way while the CPU (Central Processing Unit) sequentially computes the less expensive state equations. The proposed tool computes both the first and second order analytic sensitivities on the GPU with double precision accuracy. For an example trajectory propagation, we demonstrate overlapped computations such that sensitivities are calculated almost for free compared to the conventional CPU implementation.
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2009-08
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