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HJReachability / ilqgames

Iterative Linear-Quadratic Games!
https://hjreachability.github.io/ilqgames/
BSD 3-Clause "New" or "Revised" License
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Use costates in linesearch #45

Closed dfridovi closed 3 years ago

dfridovi commented 3 years ago

Right now the line search doesn't use the costates at all. Maybe this should be used in order to counterbalance costs which can't feasibly be minimized.

dfridovi commented 3 years ago

See around (54) here: https://bjack205.github.io/papers/AL_iLQR_Tutorial.pdf. Basically, I think we don't actually need costates but the line search does need to change - it should be on the actual cost and not on the KKT conditions.