RPGD: A Small-Batch Parallel Gradient Descent Optimizer with Explorative Resampling for Nonlinear Model Predictive Control

Nonlinear model predictive control often involves nonconvex optimization for which real-time control systems require fast and numerically stable solutions. This work proposes RPGD, a Resampling Parallel Gradient Descent optimizer designed to exploit small-batch parallelism of modern hardware like neural accelerators or multithreaded microcontrollers. After initialization, it continuously maintains a small population of good control trajectory solution candidates and improves them using gradient information, followed by selection of elite candidates and resampling of the others. In simulation on a cartpole, the OpenAI Gym mountain car, a Dubins car with obstacles, and a high input dimensional 2D arm, it produces similar or lower MPC costs than benchmark cross-entropy and path integral methods. On a physical cartpole, it performs swing-up and cart target following of the pole, using either a differential equation or multilayer perceptron as dynamics model. RPGD drives an F1TENTH simulated race car at near-optimal lap times and a real F1TENTH car in laps around a cluttered room. We study alterations of RPGD's building blocks to justify its composition. RPGD compute time in Python with TensorFlow optimization running on CPU is 2 to 4 times slower than the FORCESPRO commercial embedded solver.