AD Tool: CasADi
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CasADi


Summary:
CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs.

URL: http://casadi.org

Developers:
  • Joel Andersson, Joris Gillis, Greg Horn

Mode: Forward
Reverse
 
Method: Operator overloading
 
Supported Language: C/C++
MATLAB
python

Reference:
Joel Andersson, Johan \AAkesson, Moritz Diehl
CasADI: A Symbolic Package for Automatic Differentiation and Optimal Control
Recent Advances in Algorithmic Differentiation, Springer, 2012



Features:
* Matrix-valued expression graphs
* Supports self-contained C-code generation
* Interfaces state-of-the-art codes such as SUNDIALS, IPOPT, SNOPT
* Can be used in Python and Matlab
* Useful as a tool to write your own dynamic optimization solvers

Supported Platforms:
  • Windows
  • Unix/Linux
  • Mac


Licensing: open source

References on CasADi in our publication database:  4

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'12 '18 '19
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