Arshiya Taj Abdul

Jiawei Wang, Arshiya Taj Abdul, Evangelos A. Theodorou

Robust trajectory optimization enables autonomous systems to operate safely under uncertainty by computing control policies that satisfy the constraints for all bounded disturbances. However, these problems often lead to large Second Order Conic Programming (SOCP) constraints, which are computationally expensive. In this work, we propose the CUDA Nonlinear Robust Trajectory Optimization (cuNRTO) framework by introducing two dynamic optimization architectures that have direct application to robust decision-making and are implemented on CUDA. The first architecture, NRTO-DR, leverages the Douglas-Rachford (DR) splitting method to solve the SOCP inner subproblems of NRTO, thereby significantly reducing the computational burden through parallel SOCP projections and sparse direct solves. The second architecture, NRTO-FullADMM, is a novel variant that further exploits the problem structure to improve scalability using the Alternating Direction Method of Multipliers (ADMM). Finally, we provide GPU implementations of the proposed methodologies using custom CUDA kernels for SOC projection steps and cuBLAS GEMM chains for feedback gain updates. We validate the performance of cuNRTO through simulated experiments on unicycle, quadcopter, and Franka manipulator models, demonstrating speedups of up to 139.6$\times$. More details are available at https://cunrto.github.io.

Augustinos D. Saravanos, Hunter Kuperman, Alex Oshin et al.

Quadratic programming (QP) forms a crucial foundation in optimization, encompassing a broad spectrum of domains and serving as the basis for more advanced algorithms. Consequently, as the scale and complexity of modern applications continue to grow, the development of efficient and reliable QP algorithms is becoming increasingly vital. In this context, this paper introduces a novel deep learning-aided distributed optimization architecture designed for tackling large-scale QP problems. First, we combine the state-of-the-art Operator Splitting QP (OSQP) method with a consensus approach to derive DistributedQP, a new method tailored for network-structured problems, with convergence guarantees to optimality. Subsequently, we unfold this optimizer into a deep learning framework, leading to DeepDistributedQP, which leverages learned policies to accelerate reaching to desired accuracy within a restricted amount of iterations. Our approach is also theoretically grounded through Probably Approximately Correct (PAC)-Bayes theory, providing generalization bounds on the expected optimality gap for unseen problems. The proposed framework, as well as its centralized version DeepQP, significantly outperform their standard optimization counterparts on a variety of tasks such as randomly generated problems, optimal control, linear regression, transportation networks and others. Notably, DeepDistributedQP demonstrates strong generalization by training on small problems and scaling to solve much larger ones (up to 50K variables and 150K constraints) using the same policy. Moreover, it achieves orders-of-magnitude improvements in wall-clock time compared to OSQP. The certifiable performance guarantees of our approach are also demonstrated, ensuring higher-quality solutions over traditional optimizers.

Augustinos D. Saravanos, Isin M. Balci, Arshiya Taj Abdul et al.

This paper studies the problem of steering large-scale multi-agent stochastic linear systems between Gaussian distributions under probabilistic collision avoidance constraints. We introduce a family of \textit{distributed covariance steering (DCS)} methods based on the Alternating Direction Method of Multipliers (ADMM), each offering different trade-offs between conservatism and computational efficiency. The first method, Full-Covariance-Consensus (FCC)-DCS, enforces consensus over both the means and covariances of neighboring agents, yielding the least conservative safe solutions. The second approach, Partial-Covariance-Consensus (PCC)-DCS, leverages the insight that safety can be maintained by exchanging only partial covariance information, reducing computational demands. The third method, Mean-Consensus (MC)-DCS, provides the most scalable alternative by requiring consensus only on mean states. Furthermore, we establish novel convergence guarantees for distributed ADMM with iteratively linearized non-convex constraints, covering a broad class of consensus optimization problems. This analysis proves convergence to stationary points for PCC-DCS and MC-DCS, while the convergence of FCC-DCS follows from standard ADMM theory. Simulations in 2D and 3D multi-agent environments verify safety, illustrate the trade-offs between methods, and demonstrate scalability to thousands of agents.