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CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python, Matlab/Octave, Julia or Javascript

Nonconvex embedded optimization: code generation for fast real-time optimization + ROS support

  • embedded-optimization
  • nonconvex
  • model-predictive-control
  • rust-library

An automatic code generator for nonlinear model predictive control (NMPC) and the continuation/GMRES method (C/GMRES) based numerical solvers for NMPC

  • model-predictive-control
  • nonlinear-model-predictive-control
  • mpc
  • nmpc

Native Haxe functions for graphical linear algebra (à la GLM: https://github.com/g-truc/glm/tree/master/glm)