Commit bff6df9
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Add terminal constraint support to IPDDP (#174)
- add terminal equality and terminal inequality support to IPDDP
- preserve warm-start interior-point state across path and terminal constraints
- tighten filter, barrier, and dual-infeasibility bookkeeping for constrained IPDDP
- reject unsupported terminal constraint subclasses instead of silently ignoring them
- factor shared CDDP/interior-point helper logic into common utilities
- add the RC MPCC Python portfolio demo and updated gallery asset generation
- document the updated IPDDP constraint coverage and Python portfolio scope
- bump package version to 0.5.21 parent d784601 commit bff6df9
27 files changed
Lines changed: 5014 additions & 1802 deletions
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- docs
- assets/python_portfolio
- examples
- include/cddp-cpp
- cddp_core
- python
- pycddp
- tests
- src/cddp_core
- tests/cddp_core
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