Save computation time in DDP and FDDP solvers + fixed bug in DDP
This is a list of changes in this PR:
- Stored the
V_{xx}
at the rollout state (not the guess one) in theSolverFDDP
. - Changed the gap definition in
SolverFDDP
to make it compatible with PDF. - Allocated onces the following data: xs, us, xs_try, us_try and gaps. This was done for all solvers.
- Created a
computeGains
function insideSolverFDDP
which allows us to useSolverBoxDDP
withSolverFDDP
. - Fixed a bug in the
SolverDDP
, wrong computation ofQ_x
andQ_u
. With this, I have to change few log files (see 63155a6a for more details). - Little improvement in the documentation of
SolverDDP
andSolverFDDP
.
Edited by Carlos Mastalli