CasADi: a software framework for nonlinear optimization and optimal control

We present CasADi, an open-source software framework for numerical optimization. CasADi is a general-purpose tool that can be used to model and solve optimization problems with a large degree of flexibility, larger than what is associated with popular algebraic modeling languages such as AMPL, GAMS,...

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Bibliographic Details
Published in:Mathematical programming computation Vol. 11; no. 1; pp. 1 - 36
Main Authors: Andersson, Joel A. E., Gillis, Joris, Horn, Greg, Rawlings, James B., Diehl, Moritz
Format: Journal Article
Language:English
Published: Berlin/Heidelberg Springer Berlin Heidelberg 14.03.2019
Springer Nature B.V
Subjects:
Computer models
Differential equations
Full Length Paper
Mathematics
Mathematics and Statistics
Mathematics of Computing
Nonlinear control
Nonlinear programming
Open source software
Operations Research/Decision Theory
Optimal control
Optimization
Process controls
Programming languages
Robotics
Software
Source code
Theory of Computation
Open source optimization software
97A01
Optimal control
90C99
Optimization
93A30
ISSN:1867-2949, 1867-2957
Online Access:Get full text
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Summary:We present CasADi, an open-source software framework for numerical optimization. CasADi is a general-purpose tool that can be used to model and solve optimization problems with a large degree of flexibility, larger than what is associated with popular algebraic modeling languages such as AMPL, GAMS, JuMP or Pyomo. Of special interest are problems constrained by differential equations, i.e. optimal control problems. CasADi is written in self-contained C++, but is most conveniently used via full-featured interfaces to Python, MATLAB or Octave. Since its inception in late 2009, it has been used successfully for academic teaching as well as in applications from multiple fields, including process control, robotics and aerospace. This article gives an up-to-date and accessible introduction to the CasADi framework, which has undergone numerous design improvements over the last 7 years.
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ISSN:1867-2949
1867-2957
DOI:10.1007/s12532-018-0139-4