Added Julia IPOPT implementation #1
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…w nonlinear JuMP interface is utilized to formulate the optimal control problem and pass it on to Ipopt.
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A Julia implementation, which utilizes the solver IPOPT to solve the OCP, was added. In contrast to the existing implementation, which utilizes the solver Altro, the IPOPT implementation allows arbitrary cost functions$J_H(u_{1:H},x_{1:H},y_{1:H})$ , measurement functions $y=g(x,u)$ , and constraints $h(u_{1:H},x_{1:H},y_{1:H})$ .
The new nonlinear JuMP interface is utilized to formulate the optimal control problem and pass it on to IPOPT. The implementation is thus similar to the MATLAB version of PGopt, which uses CasADi for this purpose.
Corresponding examples have been added, and the documentation has been adapted. The solver Altro can still be used to reproduce the results from the paper exactly.