Welcome to DiffiLQRax!

DiffiLQRax is an open source Python package that provides a differentiable implementation of the iterative Linear Quadratic Regulator (iLQR) algorithm using the JAX library.

Please support the development of DiffiLQRax by starring and/or watching the project on Github!

Quick Examples

LQR Examples

LQR optimal control of integrator dynamics

Optimal control of integrator dynamics

LQR tracking optimal control of integrator dynamics

Optimal control of integrator dynamics with tracking

iLQR Examples

iLQR solver for simple pendulum

Optimal control of pendulum

iLQR Optimal Control compared with Gradient Descent

iLQR Optimal Control Compared with Gradient Descent for a Pendulum with a Sliding Pivot

iLQR solver Implicit vs. Direct gradients

Implicit gradients through iLQR solver

Installation

To get started with this code, clone the repository and install the required dependencies. Then, you can run the main script to see the iLQR in action.

git clone git@github.com:ThomasMullen/diffilqrax.git
cd diffilqrax
python -m build
pip install -e .

or, you can import from pip install

pip install diffilqrax

Contents

Contents

• Getting started
  • Installation
  • Quickstart
  • Build Documentation
• Tutorials
  • Linear Quadratic Regulator (LQR) Problem
  • Iterative Linear Quadratic Regulator (iLQR) Problem
• Design Principles
• LQR Optimization problem
  • Linear quadratic program
• API Documentation

Acknowledgements

This project has received funding from the European Union’s Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie grant agreement #813457.