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CasADi: A Tool for Automatic Differentiation and Simulation-Based Nonlinear Programming

Moritz Diehl, Electrical Engineering Department and Optimization in Engineering Center OPTEC KU Leuven

Abstract:

We present CasADi, an open-source symbolic environment for simulation based nonlinear programming and automatic differentiation (AD). Casadi offers a level of abstraction that is higher than conventional AD tools and is in particular designed to enable calls to solvers of initial-value problems in differential-algebraic equations (DAE) within nonlinear programming formulations, with derivative information efficiently calculated through automatic formulation of the corresponding forward and adjoint sensitivity equations.

In this talk, we give an overview of the tool, with a focus on the AD approach and the symbolic environment. This environment allows users to formulate problems in a high-level language such as Python, but solve it with the speed of optimized C-code thanks to fast interpreters and just-in-time compilation. We also show how optimal control problems formulated in the physical modelling language Modelica can be imported into the symbolic environment. Joint work with Joel Andersson, Joris Gillis, and Johan Akesson. 

Presentation Slides

Biography:Moritz Diehl is a professor at the Electrical Engineering Department of KU Leuven and serves as the principal investigator of KU Leuven’s Optimization in Engineering Center (OPTEC). Before joining KU Leuven in 2006, he studied Mathematics and Physics in Heidelberg and Cambridge University, did his PhD in 2001 at Heidelberg’s Interdisciplinary Center for Scientific Computing (IWR), and spent his postdoc time at Heidelberg University, INRIA Rocquencourt, IMA Minneapolis, and UPS Toulouse. His research focuses on optimization and control, spanning from numerical methods and algorithm development to applications. Main application areas are chemical and process control, mechatronics, and renewable energy systems. He currently supervises 8 PhD students and 3 postdoctoral researchers and serves in the editorial boards of four international journals. His h-index is 15 (in microsoft academics). In 2011, Moritz Diehl obtained an ERC Starting Grant on the topic “Simulation, Optimization, and Control of High-Altitude Wind Power Generators”.