Software Framework For Nonlinear Optimization And Optimal Control. Symbolic software framework for nonlinear programming available in C PythonMATLABand Octave. Thierry David Nicholson Bethany L Biegler Lorenz.
We present CasADi an open-source software framework for numerical optimization. Expressions for neighbourhood around the optimal solution. Convexity is not required but some smoothness and regularity assumptions are necessary for the underlying theory and the algorithms based on it.
The well-known challenge of MPC is the numerical effort that is required to solve the underlying optimal control problem OCP online.
The Open Optimal Control Library is a software framework for modeling and solving optimal control problems. A General Framework for Sensitivity-Based Optimal Control and State Estimation. It supports a large class of optimization problems including continuous time discrete. Compute derivatives of optimal conditions as a function of parameters.