Publication: Dynamic optimization with CasADi
Introduction
Applications
Tools
Research Groups
Workshops
Publications
   List Publications
   Advanced Search
   Info
   Add Publications
My Account
About
Impress

Dynamic optimization with CasADi

- Part of a collection -
 

Area
Dynamic Optimization

Author(s)
J. Andersson , J. \AAkesson , M. Diehl

Published in
Decision and Control (CDC), 2012 IEEE 51st Annual Conference on

Year
2012

Abstract
We demonstrate how CasADi, a recently developed, free, open-source, general purpose software tool for nonlinear optimization, can be used for dynamic optimization in a flexible, interactive and numerically efficient way. CasADi is best described as a minimalistic computer algebra system (CAS) implementing automatic differentiation (ad) in eight different flavors. Similar to algebraic modeling languages like AMPL or GAMS, it includes high-level interfaces to state-of-the-art numerical codes for nonlinear programming, quadratic programming and integration of differentialalgebraic equations. CasADi is implemented in self-contained C++ code and contains full-featured front-ends to Python and Octave for rapid prototyping. In this paper, we discuss CasADi from the perspective of the developer or advanced user of algorithms for dynamic optimization for the first time, leaving out details on the implementation of the tool. We demonstrate how the tool can be used to model highly complex dynamical systems directly or import existing models formulated in the algebraic modeling language AMPL or the physical modeling language Modelica. Given this symbolic representation of the process models, the resulting optimal control problem can be solved using a variety of methods, including transcription methods (collocation), methods with embedded integrators (multiple shooting) as well as indirect methods.

AD Tools
CasADi

BibTeX
@INPROCEEDINGS{
         Andersson2012Dow,
       author = "Andersson, J. and {\AA}kesson, J. and Diehl, M.",
       booktitle = "Decision and Control ({CDC}), 2012 {IEEE} 51st Annual Conference on",
       title = "Dynamic optimization with {CasADi}",
       year = "2012",
       month = "Dec",
       pages = "681--686",
       abstract = "We demonstrate how CasADi, a recently developed, free, open-source, general purpose
         software tool for nonlinear optimization, can be used for dynamic optimization in a flexible,
         interactive and numerically efficient way. CasADi is best described as a minimalistic computer
         algebra system (CAS) implementing automatic differentiation (AD) in eight different flavors. Similar
         to algebraic modeling languages like AMPL or GAMS, it includes high-level interfaces to
         state-of-the-art numerical codes for nonlinear programming, quadratic programming and integration of
         differentialalgebraic equations. CasADi is implemented in self-contained C++ code and contains
         full-featured front-ends to Python and Octave for rapid prototyping. In this paper, we discuss
         CasADi from the perspective of the developer or advanced user of algorithms for dynamic optimization
         for the first time, leaving out details on the implementation of the tool. We demonstrate how the
         tool can be used to model highly complex dynamical systems directly or import existing models
         formulated in the algebraic modeling language AMPL or the physical modeling language Modelica. Given
         this symbolic representation of the process models, the resulting optimal control problem can be
         solved using a variety of methods, including transcription methods (collocation), methods with
         embedded integrators (multiple shooting) as well as indirect methods.",
       keywords = "C++ language;differentiation;dynamic programming;integration;interactive
         systems;public domain software;quadratic programming;symbol manipulation;AD;AMPL algebraic modeling
         language;C++ code;CAS;CasADi*;GAMS algebraic modeling language;Modelica physical modeling
         language;Octave;Python;automatic differentiation;collocation transcription methods;complex dynamical
         system model;computer algebra system;differential-algebraic equation integration;dynamic
         optimization;free open-source general purpose software tool;high-level interfaces;indirect
         methods;multiple shooting embedded integrators;nonlinear programming;numerical codes;optimal control
         problem;process models;quadratic programming;rapid prototyping;symbolic
         representation;Computers;Equations;Jacobian matrices;Mathematical model;Numerical models;Optimal
         control;Optimization",
       doi = "10.1109/CDC.2012.Andersson2012Dow",
       issn = "0743-1546",
       ad_tools = "CasADi",
       ad_area = "Dynamic Optimization"
}


back
  

Contact:
autodiff.org
Username:
Password:
(lost password)