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Proportional Integral Project Gradient for convex optimal control problems

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PIPG

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A solver for convex optimal control problem using the proportional integral projected gradient algorithm (PIPG). Solves problems with the following structure where $\mathcal{X}_t$ and $\mathcal{U}_t$ are convex sets with projections that are easy to compute

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Proportional Integral Project Gradient for convex optimal control problems

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