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A Sequential Quadratic Programming Approach to the Solution of Open-Loop Generalized Nash Equilibria for Autonomous Racing
Edward L. Zhu, Francesco Borrelli
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Dynamic games can be an effective approach for modeling interactive behavior between multiple competitive agents in autonomous racing and they provide a theoretical framework for simultaneous prediction and control in such scenarios. In this work, we propose DG-SQP, a numerical method for the solution of local generalized Nash equilibria (GNE) for open-loop general-sum dynamic games for agents with nonlinear dynamics and constraints. In particular, we formulate a sequential quadratic programming (SQP) approach which requires only the solution of a single convex quadratic program at each iteration. The three key elements of the method are a non-monotonic line search for solving the associated KKT equations, a merit function to handle zero sum costs, and a decaying regularization scheme for SQP step selection. We show that our method achieves linear convergence in the neighborhood of local GNE and demonstrate the effectiveness of the approach in the context of head-to-head car racing, where we show significant improvement in solver success rate when comparing against the state-of-the-art PATH solver for dynamic games. An implementation of our solver can be found at https://github.com/zhu-edward/DGSQP.
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