This paper introduces LeTO, a method for learning constrained visuomotor policy with differentiable trajectory optimization. Our approach integrates a differentiable optimization layer into the neural network. By formulating the optimization layer as a trajectory optimization problem, we enable the model to end-to-end generate actions in a safe and constraint-controlled fashion without extra modules. Our method allows for the introduction of constraint information during the training process, thereby balancing the training objectives of satisfying constraints, smoothing the trajectories, and minimizing errors with demonstrations. This ``gray box" method marries optimization-based safety and interpretability with powerful representational abilities of neural networks. We quantitatively evaluate LeTO in simulation and in the real robot. The results demonstrate that LeTO performs well in both simulated and real-world tasks. In addition, it is capable of generating trajectories that are less uncertain, higher quality, and smoother compared to existing imitation learning methods. Therefore, it is shown that LeTO provides a practical example of how to achieve the integration of neural networks with trajectory optimization. We release our code at https://github.com/ZhengtongXu/LeTO.
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