IPO: Interior-point Policy Optimization under Constraints

In this paper, we study reinforcement learning (RL) algorithms to solve real-world decision problems with the objective of maximizing the long-term reward as well as satisfying cumulative constraints. We propose a novel first-order policy optimization method, Interior-point Policy Optimization (IPO), which augments the objective with logarithmic barrier functions, inspired by the interior-point method. Our proposed method is easy to implement with performance guarantees and can handle general types of cumulative multi-constraint settings. We conduct extensive evaluations to compare our approach with state-of-the-art baselines. Our algorithm outperforms the baseline algorithms, in terms of reward maximization and constraint satisfaction. Introduction Recent advances have demonstrated significant potentials of deep reinforcement learning (RL) in solving complex sequential decision and control problems, e.g., the Atari game (Mnih et al. 2015), robotics (Andrychowicz et al. 2018), Go (Silver et al. 2016), etc. In such RL problems, the objective is to maximize the discounted cumulative reward. In many other problems, in addition to maximizing the reward, a policy needs to satisfy certain constraints.