A Differentiable Augmented Lagrangian Method for Bilevel Nonlinear Optimization - Robotics Institute Carnegie Mellon University

A Differentiable Augmented Lagrangian Method for Bilevel Nonlinear Optimization

Benoit Landry, Zac Manchester, and Marco Pavone
Conference Paper, Proceedings of Robotics: Science and Systems (RSS '19), June, 2019

Abstract

Many problems in modern robotics can be addressed by modeling them as bilevel optimization problems. In this work, we leverage augmented Lagrangian methods and recent advances in automatic differentiation to develop a general-purpose nonlinear optimization solver that is well suited to bilevel optimization. We then demonstrate the validity and scalability of our algorithm with two representative robotic problems, namely robust control and parameter estimation for a system involving contact. We stress the general nature of the algorithm and its potential relevance to many other problems in robotics.

BibTeX

@conference{Landry-2019-122100,
author = {Benoit Landry and Zac Manchester and Marco Pavone},
title = {A Differentiable Augmented Lagrangian Method for Bilevel Nonlinear Optimization},
booktitle = {Proceedings of Robotics: Science and Systems (RSS '19)},
year = {2019},
month = {June},
}