CasADi - A General-Purpose Software Framework for Dynamic Optimization
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.