Software

The methods studied in this chapter are already quite mature and well described. Software implementations exist. Here we enumerate some of them.

InfiniteOpt.jl

OptimalControl.jl

CasADi In C++ but interfaces exist for Matlab and Python. Strictly speaking it is not a tool dedicated to optimal control, but provides symbolic expressions and automatic differentiation, which are very useful for optimal control problems.

acados Implemented in C but interfaces exist for Matlab and Python [1].

GPOPS-II In Matlab. Commercial.

rockit In Python, built on top of CasADi, interface to Matlab.

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References

[1]
R. Verschueren et al., “Acados—a modular open-source framework for fast embedded optimal control,” Mathematical Programming Computation, vol. 14, no. 1, pp. 147–183, Mar. 2022, doi: 10.1007/s12532-021-00208-8.