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Add primal-dual iLQR solver #22

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Merged
markomiz merged 2 commits into from
Sep 18, 2025
Merged

Add primal-dual iLQR solver #22

markomiz merged 2 commits into from
Sep 18, 2025

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@markomiz markomiz commented Sep 18, 2025 •
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Summary

  • add a primal-dual iLQR solver that augments the Riccati recursion with constraint multipliers and penalties
  • extend the optimal control problem to expose constraint Jacobians with finite-difference defaults
  • expose the new solver through the factory utilities so examples can request it

@markomiz markomiz removed the codex label Sep 18, 2025
@markomiz markomiz merged commit 99deca7 into main Sep 18, 2025
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@markomiz markomiz deleted the codex/research-primal-dual-ilqr-implementation branch September 18, 2025 12:00
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