Costate Estimates

[stumarcus314]

Do you plan to compute estimates of the costates and provide those with the OptimTraj solution, in addition to the states and controls? The costates can be useful if one wants to use an indirect method. Many optimal control solvers, such as the MATLAB solvers GPOPS-II, DIDO, PROPT, ICLOCS, and FALCON.m and the C++ solver PSOPT, do provide costate estimates in the solution.

GPOPS-II: http://www.gpops2.com/
DIDO: http://www.elissarglobal.com/academic/products/
PROPT: http://tomdyn.com/
ICLOCS: http://www.ee.ic.ac.uk/ICLOCS/
FALCON.m: http://www.fsd.mw.tum.de/software/falcon-m/
PSOPT: http://www.psopt.org/

[MatthewPeterKelly]

This would be a great feature - I just never got around to implementing it. It would be great if anyone wanted to submit a pull request with this feature.