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Implementation of a First-Order Quadratic Program Solver in C

This paper details a translation of a first order quadratic program (QP) solver from MATLAB to C. NASA could use this QP solver to generate online flight path trajectories for powered descent vehicles during landing. Over 12 weeks, the team designed, implemented, and tested two iterations of the QP solver for accuracy and runtime on 104 benchmark QP tests. The final iteration was 541.07% faster than the first, handling most tests in under one second. Additionally, it solved four more QP tests for N≥1383, and all outputs for cost and D_x matched the MATLAB reference values.

Optimization↗

Trajectory optimization for real-time guidance. I - Time-varying LQR on a parallel processor

A key algorithmic element of a real-time trajectory optimization hardware/software implementation, the quadratic program (QP) solver element, is presented. The purpose of the effort is to make nonlinear trajectory optimization fast enough to provide real-time commands during guidance of a vehicle such as an aeromaneuvering orbiter. Many methods of nonlinear programming require the solution of a QP at each iteration. In the trajectory optimization case the QP has a special dynamic programming structure, a LQR-like structure. QP algorithm speed is increased by taking advantage of this special structure and by parallel implementation.

Psiaki, Mark L.↗

Parallel solver for trajectory optimization search directions

A key algorithmic element of a real-time trajectory optimization hardware/software implementation is presented, the search step solver. This is one piece of an algorithm whose overall goal is to make nonlinear trajectory optimization fast enough to provide real-time commands during guidance of a vehicle such as an aeromaneuvering orbiter or the National Aerospace Plane. Many methods of nonlinear programming require the solution of a quadratic program (QP) at each iteration to determine the search step. In the trajectory optimization case, the QP has a special dynamic programming structure. The algorithm exploits this special structure with a divide- and conquer type of parallel implementation. The algorithm solves a (p.N)-stage problem on N processors in O(p + log2 N) operations. The algorithm yields a factor of 8 speed-up over the fastest known serial algorithm when solving a 1024-stage test problem on 32 processors.

Psiaki, M. L.↗