Real-Time Auto-Optimization in Unknown Environments via Structure-Exploiting Dual Control for Exploration and Exploitation

This paper develops a fast numerical dual control for exploration and exploitation (DCEE) method to address auto-optimization problems in unknown environments. In auto-optimization problems, the optimal operating condition is unknown a priori and may vary with the environment. As in classical dual control techniques, computational burden remains a major concern in DCEE for active learning. Existing DCEE methods provide a principled exploration-exploitation objective, but mainly realized through standard optimization packages or explicit gradient-type update laws, where the numerical structure of the DCEE has not been fully exploited. This paper shows that the reward function in DCEE has an inherent convex-over-nonlinear structure, where the exploitation and exploration terms form a unified nonlinear residual map equipped with a convex outer loss. Benefiting from this structure, a structure-exploiting numerical method is developed by linearizing only the nonlinear residual map while preserving the convex outer loss. Thus, each subproblem is transformed into a structured convex form that can be solved reliably. The resulting generalized Gauss-Newton Hessian approximation is positive semidefinite and depends only on first-order derivatives, thereby supporting fast online computation. The proposed method is evaluated on a vehicle cruising auto-optimization problem and compared with existing methods. Simulation and hardware-in-the-loop experimental results show that the proposed method improves control performance and achieves a speedup of approximately one order of magnitude, with a microsecond-level maximum computation time of only 83 μs on a typical vehicle embedded CPU.

A Fast Semidefinite Convex Relaxation for Optimal Control Problems With Spatio-Temporal Constraints

Solving optimal control problems (OCPs) of autonomous agents operating under spatial and temporal constraints fast and accurately is essential in applications ranging from eco-driving of autonomous vehicles to quadrotor navigation. However, the nonlinear programs approximating the OCPs are inherently nonconvex due to the coupling between the dynamics and the event timing, and therefore, they are challenging to solve. Most approaches address this challenge by predefining waypoint times or just using nonconvex trajectory optimization, which simplifies the problem but often yields suboptimal solutions. To significantly improve the numerical properties, we propose a formulation with a time-scaling direct multiple shooting scheme that partitions the prediction horizon into segments aligned with characteristic time constraints. Moreover, we develop a fast semidefinite-programming-based convex relaxation that exploits the sparsity pattern of the lifted formulation. Comprehensive simulation studies demonstrate the solution optimality and computational efficiency. Furthermore, real-world experiments on a quadrotor waypoint flight task with constrained open time windows validate the practical applicability of the approach in complex environments.