Added a proper expected model which includes the gaps + Goldstein step acceptance
In this PR there is mainly needed improvements in the SolverFDDP
plus a couple of extra changes. Here I list them:
- Added an expectation model that considers the gaps
- Efficiently computations of the expectation model. For this it was needed to define an argument for
firstCalc
insideexpectedImprovement
. - Added the Goldstein condition which it's needed for constraint satisfaction.
- Defined
d1
andd2
as global variables in order to avoid to runexpecteImprovement
inside callback. This safes computation time. - Added unit-test that compares the expected improvement against
SolverKKT
. It's tested for two scenarios: LQR problem with and without bias term. - Updated the walk.log file after changes 1 and 3.
- Returned a list, instead of tuple, for the
SolverKKT.expectedImprovement
function. This is compatible with the other solvers.