added README

Author: e-duar-do

README.md

@@ -0,0 +1,45 @@
+# Input-Constrained iLQR
+A simple, header-only C++ library for solving **nonlinear trajectory optimization** problems using an iLQR method combined with a [box-constrained optimization solver](https://github.com/JuDO-dev/projected-descent).
+
+## Get via CMake
+
+Simply add the following to your CMakeLists.txt file.
+```cmake
+include(FetchContent)
+FetchContent_Declare(
+  eigen3
+  GIT_REPOSITORY https://gitlab.com/libeigen/eigen.git
+  GIT_TAG 3.4.0
+  GIT_SHALLOW TRUE
+  GIT_PROGRESS TRUE
+)
+FetchContent_Declare(
+    projected-descent
+    GIT_REPOSITORY https://github.com/JuDO-dev/projected-descent.git
+    GIT_TAG main
+    GIT_SHALLOW TRUE
+    GIT_PROGRESS TRUE
+)
+FetchContent_Declare(
+    constrained-ilqr
+    GIT_REPOSITORY https://github.com/JuDO-dev/constrained-ilqr.git
+    GIT_TAG main
+    GIT_SHALLOW TRUE
+    GIT_PROGRESS TRUE
+)
+FetchContent_MakeAvailable(eigen3 constrained-ilqr)
+target_link_libraries(YOUR_TARGET
+  Eigen3::Eigen
+  constrained_ilqr
+)
+```
+
+## Examples
+Find the following usage examples within the ``tests`` directory.
+```
+tests/test_integrator.cpp
+tests/test_two_link_arm.cpp
+```
+
+## References
+1. [Tassa Y, Mansard N, Todorov E, *Control-limited differential dynamic programming* 2014](https://ieeexplore.ieee.org/abstract/document/6907001)