Sequential Convex Quadratic Programming

An example of the implementation of the SCQP method using the lin operator is included in the MAIN_example.py file. This file details an optimal control problem involving an inverted pendulum, solved with the sequential convex quadratic programming (SCQP) method, and is based on the example presented in the publication: R. Verschueren, N. van Duijkeren, R. Quirynen, M. Diehl, Moritz, "Exploiting Convexity in Direct Optimal Control: A Sequential Convex Quadratic Programming Method," Proceedings of the 2016 Conference on Decision and Control, 2016, pp. 1099 - 1104.