My attempt so far to implement the Successive Convexification (SCvx) algorithm described in Successive Convexification: A Superlinearly Convergent Algorithm For Non-Convex Optimal Control Problems. The demo.ipynb notebook implements the algorithm as applied to the example problem in Section 5 of the paper. Many liberties have been taken to get the algorithm semi-functional for this problem. There are errors in the code I have yet to fully debug. WIP.
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Demo implementation of the Successive Convexification algorithm for non-convex optimal control problems.
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