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Merge branch 'main' of https://github.com/thowell/IterativeLQR.jl into main
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README.md

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A Julia package for solving constrained trajectory optimization problems with iterative LQR (iLQR).
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```
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minimize gT(xT; wT) + sum(gt(xt, ut; wt))
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x1:T, u1:T-1
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subject to xt+1 = ft(xt, ut; wt) , t = 1,...,T-1
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x1 = x_init
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ct(xt, ut; wt) {<,=} 0, t = 1,...,T
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minimize cost_T(state_T; parameter_T) + sum(cost_t(state_t, action_t; parameter_t))
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states, actions
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subject to state_t+1 = dynamics_t(state_t, action_t; parameter_t), t = 1,...,T-1
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state_1 = state_initial
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constraint_t(state_t, action_t; parameter_t) {<,=} 0, t = 1,...,T
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```
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Fast and allocation-free gradients and Jacobians are automatically generated using [Symbolics.jl](https://github.com/JuliaSymbolics/Symbolics.jl) for user-provided costs, constraints, and dynamics. Constraints are handled using an augmented Lagrangian framework.
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- Fast and allocation-free gradients and Jacobians are automatically generated using [Symbolics.jl](https://github.com/JuliaSymbolics/Symbolics.jl) for user-provided costs, constraints, and dynamics.
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- Constraints are handled using an [augmented Lagrangian framework](https://en.wikipedia.org/wiki/Augmented_Lagrangian_method).
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- Cost, dynamics, and constraints can have varying dimensions at each time step.
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- Parameters are exposed (and gradients wrt these values coming soon!)
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For more details, see our related paper: [ALTRO: A Fast Solver for Constrained Trajectory Optimization](http://roboticexplorationlab.org/papers/altro-iros.pdf)
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# solution
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x_sol, u_sol = get_trajectory(prob)
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```
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## Examples
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Please see the following for examples using this package:
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- [Trajectory Optimization with Optimization-Based Dynamics](https://github.com/thowell/optimization_dynamics)
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- [Dojo: A Differentiable Simulator for Robotics](https://github.com/dojo-sim/Dojo.jl)

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