Fast Second-order Cone Programming for Safe Mission Planning

TL;DR

This paper introduces a fast, memory-efficient algorithm for second-order cone programming (SOCP) that enables real-time safe mission planning for robots, significantly outperforming standard solvers like SDPT3.

Contribution

The paper presents a novel SOCP algorithm based on Wolfe's method, optimized for embedded systems, with demonstrated 1000x speedup over existing solvers in robotic applications.

Findings

Achieves 1000x speedup over SDPT3 in quadrotor problems

Enables real-time safe mission planning on embedded devices

Provides a two-level Gaussian Process sensing method for complex obstacles

Abstract

This paper considers the problem of safe mission planning of dynamic systems operating under uncertain environments. Much of the prior work on achieving robust and safe control requires solving second-order cone programs (SOCP). Unfortunately, existing general purpose SOCP methods are often infeasible for real-time robotic tasks due to high memory and computational requirements imposed by existing general optimization methods. The key contribution of this paper is a fast and memory-efficient algorithm for SOCP that would enable robust and safe mission planning on-board robots in real-time. Our algorithm does not have any external dependency, can efficiently utilize warm start provided in safe planning settings, and in fact leads to significant speed up over standard optimization packages (like SDPT3) for even standard SOCP problems. For example, for a standard quadrotor problem, our method leads to speedup of 1000x over SDPT3 without any deterioration in the solution quality. Our method is based on two insights: a) SOCPs can be interpreted as optimizing a function over a polytope with infinite sides, b) a linear function can be efficiently optimized over this polytope. We combine the above observations with a novel utilization of Wolfe's algorithm to obtain an efficient optimization method that can be easily implemented on small embedded devices. In addition to the above mentioned algorithm, we also design a two-level sensing method based on Gaussian Process for complex obstacles with non-linear boundaries such as a cylinder.