Add terminal constraint support to IPDDP#174
Merged
Merged
Conversation
Move duplicated line-search, constraint bookkeeping, and filter logic into dedicated utility files used by the core and interior-point solvers. Add a regression test covering stale warm-start trajectory dimensions so solve() rebuilds incompatible state and control trajectories before use.
![chatgpt-codex-connector[bot]](https://avatars.githubusercontent.com/in/1144995?s=60&v=4){kind=small}
There was a problem hiding this comment.
💡 Codex Review
Here are some automated review suggestions for this pull request.
Reviewed commit: 9c9242f2d9
ℹ️ About Codex in GitHub
Your team has set up Codex to review pull requests in this repo. Reviews are triggered when you
- Open a pull request for review
- Mark a draft as ready
- Comment "@codex review".
If Codex has suggestions, it will comment; otherwise it will react with 👍.
Codex can also answer questions or update the PR. Try commenting "@codex address that feedback".
There was a problem hiding this comment.
Pull request overview
This PR extends the CDDP interior-point solver stack by adding terminal constraint support to IPDDP (terminal equalities + terminal inequalities) and refactors duplicated CDDP/interior-point utilities into shared helper modules.
Changes:
- Add terminal equality/inequality constraint handling to
IPDDPSolver, including new bookkeeping for residuals, filter metrics, merit evaluation, and step-size control. - Extract shared CDDP context utilities (line-search alphas, warm-start trajectory shaping, constraint add/remove) and shared interior-point filter/printing helpers.
- Add regression tests for stale warm-start trajectory dimensions and terminal-inequality-only IPDDP solves, plus tighten an existing IPDDP regression assertion.
Reviewed changes
Copilot reviewed 14 out of 15 changed files in this pull request and generated 5 comments.
Show a summary per file
| File | Description |
|---|---|
src/cddp_core/ipddp_solver.cpp |
Major solver changes: terminal constraint support + refactor to shared interior-point helpers |
include/cddp-cpp/cddp_core/ipddp_solver.hpp |
New solver state for terminal constraints, filter metrics, and forward-pass failure handling |
include/cddp-cpp/cddp_core/options.hpp |
Expands IPDDP options surface (new knobs for filter/barrier/warmstart, etc.) |
include/cddp-cpp/cddp_core/terminal_constraint.hpp |
Updates terminal constraint overrides to match indexed constraint interface |
src/cddp_core/msipddp_solver.cpp |
Refactor to shared interior-point utils (filter, printing, max-violation) |
src/cddp_core/interior_point_utils.hpp/.cpp |
New shared interior-point helper implementations |
src/cddp_core/cddp_core.cpp |
Refactor duplicated logic to cddp_context_utils helpers |
src/cddp_core/cddp_context_utils.hpp/.cpp |
New shared helpers for line-search alphas, trajectory shaping, and constraint bookkeeping |
tests/cddp_core/test_ipddp_solver.cpp |
Adds terminal-inequality-only regression test + strengthens an existing SolveCar check |
tests/cddp_core/test_cddp_core.cpp |
Adds regression test ensuring stale trajectory dimensions are repaired on solve |
include/cddp-cpp/cddp.hpp |
Exposes terminal constraints via aggregate public header |
CMakeLists.txt |
Adds new helper .cpp files to the core library sources |
💡 Add Copilot custom instructions for smarter, more guided reviews. Learn how to get started.
Avoid dereferencing empty linearized dynamics arrays in the zero-horizon rollout helper. This keeps IPDDP initialization and helper paths safe when no linearized stages are present.
There was a problem hiding this comment.
Pull request overview
Copilot reviewed 14 out of 15 changed files in this pull request and generated 6 comments.
💡 Add Copilot custom instructions for smarter, more guided reviews. Learn how to get started.
Move the racing-line MPCC implementation into a dedicated IPDDP example\nand keep the portfolio wrapper working for both top-level and package\nimports.\n\nGuard nonpositive step counts in the wrapper and CLI, refresh the\nportfolio GIF, and cover the new paths with regression tests.
Preserve warm-started path and terminal interior-point state.\nTrack the current path-only filter violation baseline with regressions.
Preserve terminal-equality warm-start state and mixed-constraint backward-pass behavior.\n\nAdd regressions for unsupported terminal constraints, stationarity reporting, and second-order dynamics in terminal-equality solves.
astomodynamics
added
bug
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Summary
Add terminal-constraint support to
IPDDP, land the RC MPCC Python portfolio demo, and document the updated solver surface.Changes
IPDDPto supportTerminalEqualityConstraintandTerminalInequalityConstraintin the single-shooting interior-point solve pathIPDDP, including terminal-constraint residuals and optional state-stationarity reportingIPDDPcddp_context_utilsandinterior_point_utilsIPDDPconstraint coverage and the Python portfolio scopeTest Plan
python3 -m py_compile examples/python_portfolio_lib.py examples/ipddp_mpcc_rc.pypytest -q python/tests/test_portfolio.pycmake --build build --target test_ipddp_solver -j2./build/tests/test_ipddp_solver --gtest_filter='IPDDPTest.SolveWithTerminalInequalityOnly:IPDDPTest.ScaledDualInfeasibilityIncludesStateStationarityWhenEnabled:IPDDPTest.TracksInitialViolationForPathOnlyProblems:IPDDPTest.BarrierResetTracksThetaForPathOnlyProblems:IPDDPTest.WarmStartPreservesPathDualSlackState:IPDDPTest.WarmStartPreservesTerminalInequalityInteriorState:IPDDPTest.WarmStartPreservesTerminalEqualityMultiplierState:IPDDPTest.SolveWithTerminalEqualityOnly:IPDDPTest.SolveWithPathConstraintAndTerminalEquality:IPDDPTest.RejectsUnsupportedTerminalConstraintType:IPDDPTest.TerminalEqualityBackwardPassTracksStationarityResidual:IPDDPTest.TerminalEqualityBackwardPassUsesSecondOrderDynamicsWhenEnabled:IPDDPTest.SolveCar'How to Test
CDDPproblem and solve it withsolve("IPDDP")addPathConstraint(...)addTerminalConstraint(...)usingTerminalEqualityConstraintorTerminalInequalityConstraintpython examples/python_portfolio.py --demo all --output-dir docs/assets/python_portfolioScreenshots/Videos
docs/assets/python_portfolio/mpcc_racing_line.gifAdditional Notes
IPDDPcoverage is exercised primarily in the regression suite rather than a separate gallery card