Title: Efficient Computation of Feedback Control for Constrained Systems,
Abstract: A method is presented for solving the discrete-time finite-horizon Linear
Quadratic Regulator (LQR) problem subject to auxiliary linear equality
constraints, such as fixed end-point constraints. The method explicitly
determines an affine relationship between the control and state variables, as
in standard Riccati recursion, giving rise to feedback control policies that
account for constraints. Since the linearly-constrained LQR problem arises
commonly in robotic trajectory optimization, having a method that can
efficiently compute these solutions is important. We demonstrate some of the
useful properties and interpretations of said control policies, and we compare
the computation time of our method against existing methods.