Fast Monte Carlo Analysis for 6-DoF Powered-Descent Guidance via GPU-Accelerated Sequential Convex Programming

We introduce a GPU-accelerated Monte Carlo framework for nonconvex, free-final-time trajectory optimization problems. This framework makes use of the prox-linear method, which belongs to the larger family of sequential convex programming (SCP) algorithms, in conjunction with a constraint reformulation that guarantees inter-sample constraint satisfaction. Key features of this framework are: (1) continuous-time constraint satisfaction; (2) a matrix-inverse-free solution method; (3) the use of the proportional-integral projected gradient (PIPG) method, a first-order convex optimization solver, customized to the convex subproblem at hand; and, (4) an end-to-end, library-free implementation of the algorithm. We demonstrate this GPU-based framework on the 6-DoF powered-descent guidance problem, and show that it is faster than an equivalent serial CPU implementation for Monte Carlo simulations with over 1000 runs. To the best of our knowledge, this is the first GPU-based implementation of a general-purpose nonconvex trajectory optimization solver.