statistical racing – Optimization Online

Risk-Constrained MPPI Tuning with Update-Aware MA-ES Racing

Published: 2026/10/10

Morteza Kimiaei
Roya Khalili Amirabadi
Mohsen Jalaeian Farimani

Constrained Nonlinear Optimization, Optimization of Simulated Systems, Optimization of Systems modeled by PDEs chance-constrained controller tuning, derivative-free line search, evolution strategy, finite-sample validation, Model Predictive Path Integral, rank uncertainty, statistical racing

We formulate offline tuning of Model Predictive Path Integral (MPPI) controllers as a chance-constrained black-box optimization problem and develop an update-aware framework based on Matrix Adaptation Evolution Strategy (MA-ES). We use statistical information from noisy controller evaluations to determine when the evolutionary update is sufficiently reliable. When the recombination direction is certified, a derivative-free nonmonotone … Read more