5.3 Nested CCD
Joint formulation through a value function¶
Nested CCD is a genuine CCD formulation. For every physical design , an inner problem finds its best admissible controller and trajectory:
The outer problem then solves
Unlike a sequential handoff, the physical design is judged by the optimized closed-loop system objective. Controller authority, dynamic feasibility, and coupled constraints therefore influence the selected plant.
Inner-solve accuracy¶
The outer optimizer sees only the value and derivatives returned by the inner solve. Loose inner tolerances make noisy and can corrupt outer gradients. Failed inner solves do not necessarily prove that a plant is physically infeasible; they may indicate poor initialization or numerical conditioning.
For differentiable solutions,
where is the inner Lagrangian evaluated at a converged primal–dual solution.