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Add constraints to control and/or state #11

@monabf

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@monabf

Hi,

Thanks a lot for the great repo! Clean implementation of iLQR and easy to understand, it's really useful.

I have a question though: would it be possible to constrain the possible values of the control input u that is returned by the optimization procedure? Like we want to pick the optimal control trajectory, but inside of some bounds on the values that are outputted by the algorithm. I'm happy to implement it myself if you know where/how it should be done, but I can't figure it out yet.

Let me know if you have any idea how to do that!

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