MatthewPeterKelly/OptimTraj

Add support for Backwards Euler integration method

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#47 opened on May 5, 2021

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good first issue

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Description

One key feature in OptimTraj is the ability to compare different collocation methods. There is currently support for Hermite--Simpson collocation and trapezoidal collocation, as well as 4th-Order Runge--Kutta multiple shooting. It would be nice to add support for additional methods, and an good next step would be Backwards Euler collocation.

This feature could be implemented by copy-pasting the trapezoid.m file and switching it over to use backwards Euler](https://en.wikipedia.org/wiki/Backward_Euler_method) integration. The might be a few other details to work out, such as adding support to the top-level interfaces for the new method and also adding an example to show how to use the new method.

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