Customized First Order Convex Optimization Algorithm for Powered-Descent Guidance

Jiarui Ma, Jinbo Wang, Qiliang Zhang
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Abstract

This paper introduces the extrapolated proportional integral projected gradient (ePIPG) method, a newly developed first-order method, for second-order cone programming problems (SOCP), and its customized implementation to solve the 3-DoF powered-descent guidence problem. The ePIPG solvers parse the problem parametets automatically to fully utilize the problem sparse structure. In addition, different from the classic interior-point method, being a first-order method, ePIPG only relies on simple algebra operations, for example, projection onto convex sets, multiplication of matrix and vector and vectors addition. The numerical experiment shows that the customized ePIPG solver is significantly faster than ECOS and GUROBI, two advanced convex optimization solvers, thus is a potential method for future rocket landing missions.
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自定义一阶凸优化算法的动力下降制导
介绍了一种求解二阶锥规划问题(SOCP)的一阶新方法——外推比例积分投影梯度法(ePIPG),并给出了该方法在求解三自由度动力下降制导问题中的具体实现。ePIPG求解器自动解析问题参数,充分利用问题的稀疏结构。此外,与经典的内点法不同,ePIPG是一阶方法,它只依赖于简单的代数运算,如凸集上的投影、矩阵与向量的乘法、向量的加法。数值实验表明,自定义ePIPG求解器的求解速度明显快于ECOS和GUROBI两种先进的凸优化求解器,是未来火箭着陆任务的一种有潜力的方法。
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