Title: A General-Purpose Software Framework for Dynamic Optimization (Een algemene softwareomgeving voor dynamische optimalisatie)
Other Titles: A General-Purpose Software Framework for Dynamic Optimization
Authors: Andersson, Joel; S0207669
Issue Date: 24-Oct-2013
Abstract: Methods and software for derivative-based numerical optimization in general and simulation-based optimization in particular have seen a large rise in popularity over the past 30 years. Still, due to practical difficulties in implementing many of the methods in a fast and reliable manner, it remains an underused technology both in academia and in industry. To address this, we present a set of methods and tools with the aim of making techniques for dynamic optimization more accessible. In particular, we present CasADi, an open-source software framework for numerical optimization and algorithmic differentiation (AD) that offers a level of abstraction which is lower than algebraic modeling languages, but higher than conventional AD tools. We also discuss several of the many application problems which have already been addressed with CasADi by researchers from diverse fields.
Table of Contents: 1 Introduction
2 The building blocks for dynamic optimization
3 Algorithmic differentiation and sensitivity analysis
4 Structure exploiting nonlinear programming
5 A Condensing Algorithm for Nonlinear MPC with a Quadratic Runtime in Horizon Length
6 CasADi – A framework for algorithmic differentiation and numeri-
cal optimization
7 Automatic sensitivity analysis for ODE and DAE
8 Towards a structure-exploiting nonlinear programming solver
9 Applications
10 Conclusion
Appendix A Tutorial to optimal control with CasADi
Appendix B Derivative propagation rules for embedded integrators
ISBN: 978-94-6018-750-6
Publication status: published
KU Leuven publication type: TH
Appears in Collections:ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics

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