Perform Iterative LQR with obstacle avoidance using linearized ellipsoid propagation

Main algorithm in gn_lqr_algo.py.

Installation

Place the folder in your python path. Replace scipy/optimize/_trf.py with updated_trf.py provided that includes options for maxiters and callback function that gets called after every iteration for trf

Examples

Example usage in gn_lqr_linear_dynamics.py, gn_lqr_unicycle_dynamics.py. Tests in nose2