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 or Matlab/Octave.
C++ C Python CMake Matlab Makefile
Latest commit 89cd113 Nov 21, 2016 @jgillis jgillis Merge tag '3.1.1'
version 3.1.1

README.md