Differential Dynamic Programming with Stagewise Equality and Inequality Constraints Using Interior Point Method

Differential Dynamic Programming (DDP) is one of the indirect methods for solving an optimal control problem. Several extensions to DDP have been proposed to add stagewise state and control constraints, which can mainly be classified as Augmented Lagrangian methods, active set methods, and barrier methods. In this paper, we use an interior point method, which is a type of barrier method, to incorporate arbitrary stagewise equality and inequality state and control constraints. We also provide explicit update formulas for all the involved variables. Finally, we apply this algorithm to example systems such as a continuously stirred tank reactor, car parking, and obstacle avoidance.