Jur P. van den Berg

Square Root Gauss-Newton iLQR

The iterative Linear Quadratic Regulator (iLQR) is a widely used algorithm for nonlinear trajectory optimization. At each iteration, it solves a local linear-quadratic approximation of the problem via dynamic programming, propagating a quadratic cost-to-go function. If the Hessian of the cost-to-go approximation is pos...