CusADi: A GPU Parallelization Framework for Symbolic Expressions and Optimal Control

Abstract

The parallelism afforded by GPUs presents significant advantages in training controllers through reinforcement learning (RL). However, integrating model-based optimization into this process remains challenging due to the complexity of formulating and solving optimization problems across thousands of instances. In this work, we present CusADi , an extension of the casadi symbolic framework to support the parallelization of arbitrary closed-form expressions on GPUs with CUDA . We also formulate a closed-form approximation for solving general optimal control problems, enabling large-scale parallelization and evaluation of MPC controllers. Our results show a ten-fold speedup relative to similar MPC implementation on the CPU, and we demonstrate the use of CusADi for various applications, including parallel simulation, parameter sweeps, and policy training.