  This paper deals with Interior Point Methods (IPMs) for Optimal Control
Problems (OCPs) with pure state and mixed constraints. This paper establishes a
complete proof of convergence of IPMs for a general class of OCPs. Convergence
results are proved for primal variables, namely state and control variables,
and for dual variables, namely, the adjoint state, and the constraints
multipliers. In addition, the presented convergence result does not rely on a
strong convexity assumption. Finally, this paper provides two IPM-based solving
algorithms: a primal solving algorithm and a primal-dual solving algorithm.
