This question has been asked before, but I couldn't find a good answer. So, I am trying to ask again.

I would like my ipdb to remember commands across sessions. Right now, it can pull up commands executed in Ipython sessions but not from old ipdb sessions. It would be a huge time saver, if I could have this feature.

Does anyone have a solution to this problem?

I had your same problem, so I forked the project and add a patch for persistent history. You can install the forked version of ipdb with pip:

pip install git+https://github.com/michelesr/ipdb.git

Just make sure that your IPython version is 5.0 or higher. Implementation info can be found in this article.