DIRTREL.jl

This repository provides an implementation of DIRTREL: Robust Trajectory Optimization with Ellipsoidal Disturbances and LQR Feedback, written in Julia.

DIRTREL finds locally optimal solutions to the robust trajectory optimization problem:

minimize        l(X,U) + lw(X,U)
  X,U,H
subject to      f(x+,x,u,h) = 0
                h+ = h
                x1 = x(0)
                xT = x(tf)
                ul <= u <= uu
                xl <= x <= xu
                c(x,u) >= 0
                ul <= uw <= uu
                xl <= xw <= xu
                c(xw,uw) >= 0
                hl <= h <= hu.            

Installation

git clone https://github.com/thowell/DIRTREL.jl

Examples

The pendulum and cartpole examples from the paper are reproduced*.

Pendulum

Cartpole

Dubins

TODO

• add linear robust state bounds
• add stage robust constraints
• replace ForwardDiff with analytical derivatives
• compare results with SNOPT