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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

The Control Toolbox - An Open-Source C++ Library for Robotics, Optimal and Model Predictive Control

  • optimal-control
  • model-predictive-control
  • ilqr
  • ilqg

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

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

Iterative Linear Quadratic Regulator with auto-differentiatiable dynamics models

  • trajectory-optimization
  • differential-dynamic-programming
  • theano
  • dynamics-models