This package solves constrained trajectory optimization problems:
minimize gT(xT; wT) + sum(gt(xt, ut; wt))
xt, ut
subject to xt+1 = ft(xt, ut; wt) , t = 1,...,T-1
ct(xt, ut; wt) {>,=} 0, t = 1,...,T
xt_L <= xt <= xt_U, t = 1,...,T
ut_L <= ut <= ut_U, t = 1,...,T-1.
Fast and allocation-free gradients and sparse Jacobians are automatically generated using Symbolics.jl for user-provided costs, constraints, and dynamics. The problem is solved with Ipopt.
Pkg.add("DirectTrajectoryOptimization")