{"ID":2868997,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2509.16370","arxiv_id":"2509.16370","title":"Dual-Regularized Riccati Recursions for Interior-Point Optimal Control","abstract":"We derive closed-form extensions of Riccati's recursions (both sequential and parallel) for solving dual-regularized LQR problems. We show how these methods can be used to solve general constrained, non-convex, discrete-time optimal control problems via a regularized interior point method, while guaranteeing that each primal step is a descent direction of an Augmented Barrier-Lagrangian merit function. We provide MIT-licensed implementations of our methods in C++ and JAX.","short_abstract":"We derive closed-form extensions of Riccati's recursions (both sequential and parallel) for solving dual-regularized LQR problems. We show how these methods can be used to solve general constrained, non-convex, discrete-time optimal control problems via a regularized interior point method, while guaranteeing that each...","url_abs":"https://arxiv.org/abs/2509.16370","url_pdf":"https://arxiv.org/pdf/2509.16370v5","authors":"[\"João Sousa-Pinto\",\"Dominique Orban\"]","published":"2025-09-19T19:26:22Z","proceeding":"math.OC","tasks":"[\"math.OC\",\"cs.MS\",\"cs.RO\",\"eess.SY\"]","methods":"[]","has_code":false}