Nonlinear optimal control problems are challenging to solve efficiently due to non-convexity. This paper introduces a trajectory optimization approach that achieves realtime performance by combining machine learning to predict optimal trajectories with refinement by quadratic optimization. First, a library of optimal trajectories is calculated offline and used to train a neural network. Online, the neural network predicts a trajectory for a novel initial state and cost function, and this prediction is further optimized by a sparse quadratic programming solver. We apply this approach to a fly-to-target movement problem for an indoor quadrotor. Experiments demonstrate that the technique calculates near-optimal trajectories in a few milliseconds, and generates agile movement that can be tracked more accurately than existing methods.
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