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Add terminal cost derivatives to iLQR #24

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Merged
markomiz merged 3 commits into from
Sep 19, 2025
Merged

Add terminal cost derivatives to iLQR #24

markomiz merged 3 commits into from
Sep 19, 2025

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@markomiz markomiz commented Sep 19, 2025

Summary

  • add finite-difference helpers for terminal cost gradients and Hessians
  • expose optional terminal-cost derivative callbacks on OCP with finite-difference fallbacks
  • seed the iLQR value function with the terminal cost derivatives so the backward pass respects them

Testing

  • cmake -S . -B build (fails: Eigen3 package is unavailable in the environment)

https://chatgpt.com/codex/tasks/task_e_68cd1530f9dc832ab5677dbc7355dc40

@markomiz markomiz merged commit 28d6406 into main Sep 19, 2025
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@markomiz markomiz deleted the codex/review-solvers-for-costs-and-constraints-compliance branch September 19, 2025 10:45
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@markomiz @markodlr