Trajectory optimization for real-time guidance. I - Time-varying LQR on a parallel processor

A key algorithmic element of a real-time trajectory optimization hardware/software implementation, the quadratic program (QP) solver element, is presented. The purpose of the effort is to make nonlinear trajectory optimization fast enough to provide real-time commands during guidance of a vehicle such as an aeromaneuvering orbiter. Many methods of nonlinear programming require the solution of a QP at each iteration. In the trajectory optimization case the QP has a special dynamic programming structure, a LQR-like structure. QP algorithm speed is increased by taking advantage of this special structure and by parallel implementation.