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Title: Policy Optimization Over Submanifolds for Linearly Constrained Feedback Synthesis
In this article, we study linearly constrained policy optimization over the manifold of Schur stabilizing controllers, equipped with a Riemannian metric that emerges naturally in the context of optimal control problems. We provide extrinsic analysis of a generic constrained smooth cost function that subsequently facilitates subsuming any such constrained problem into this framework. By studying the second-order geometry of this manifold, we provide a Newton-type algorithm that does not rely on the exponential mapping nor a retraction, while ensuring local convergence guarantees. The algorithm hinges instead upon the developed stability certificate and the linear structure of the constraints. We then apply our methodology to two well-known constrained optimal control problems. Finally, several numerical examples showcase the performance of the proposed algorithm.  more » « less
Award ID(s):
2149470
PAR ID:
10516483
Author(s) / Creator(s):
;
Publisher / Repository:
IEEE
Date Published:
Journal Name:
IEEE Transactions on Automatic Control
Volume:
69
Issue:
5
ISSN:
0018-9286
Page Range / eLocation ID:
3024 to 3039
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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