Parallel-in-Time Nonlinear Optimal Control via GPU-native Sequential Convex Programming

Abstract

Real-time solution of nonlinear optimal control problems remains challenging on embedded robotic hardware, where conventional solvers often rely on global sparse linear algebra or sequential recursions that are difficult to map efficiently to massively parallel processors. This paper presents ucenter, a GPU-native Sequential Convex Programming (SCP) framework for nonlinear optimal control. At each SCP iteration, nonlinear dynamics are linearized around a nominal trajectory, and the resulting convexified subproblem is solved by a consensus Alternating Direction Method of Multipliers (ADMM) scheme. The temporal splitting replaces global sparse Karush-Kuhn-Tucker factorizations with independent per-node dense solves, closed-form dynamic consistency updates, and analytical projections onto convex constraint sets. Both the outer SCP loop and the inner ADMM subproblem are executed entirely on the GPU, enabling efficient optimization. The proposed solver is evaluated on quadrotor obstacle avoidance and Mars powered descent problems using an NVIDIA Jetson AGX Orin edge platform. Benchmarking against a CPU-parallel iLQR baseline in randomized environments reveals that the GPU implementation achieves over 100 Hz batched planning throughput, a 4.1x speedup, and a 51% reduction in energy consumption, while consistently maintaining low nonlinear dynamics defects. The framework exposes reusable GPU-parallel optimization primitives that can be specialized to a wide variety of complex nonlinear optimal control settings, as demonstrated by the scenario-based robust MPC and batched Monte Carlo generation tasks.