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@jgillis jgillis released this 05 Sep 12:28

Install

Grab a binary from the table (for MATLAB, use the newest compatible version below):

WindowsLinuxMac (High Sierra or above)
Matlab R2016a or later,
R2014b,
R2014a,
R2013a or R2013b
R2014b or later,
R2014a
R2015a or later,
R2014b,
R2014a
Octave 4.4.1 (32bit / 64bit),
4.4.0 (32bit / 64bit),
5.1.0 (32bit / 64bit),
5.2.0 (32bit / 64bit),
6.1.0 (32bit / 64bit)
4.4.1,
5.1.0,
5.2.0,
6.1.0
5.2.0,
6.1.0(Mojave or higher)
Python Py27 (32bit* / 64bit*),
Py35 (32bit* / 64bit*),
Py36 (32bit* / 64bit*),
Py37 (32bit* / 64bit*),
Py38 (32bit* / 64bit*)
Py39 (32bit* / 64bit*)
Py27,
Py35,
Py36,
Py37,
Py38,
Py39
Py27,
Py35,
Py36,
Py37,
Py38,
Py39
or just pip install casadi (needs pip -V>=8.1)

(*) Check your Python console if you need 32bit or 64bit - bitness should be printed at startup.

Unzip in your home directory and adapt the path:

Matlab/OctavePython

addpath('<yourpath>/casadi-matlabR2014a-v3.5.5')
import casadi.*
x = MX.sym('x')
disp(jacobian(sin(x),x))


from sys import path
path.append(r"<yourpath>/casadi-py27-v3.5.5")
from casadi import *
x = MX.sym("x")
print(jacobian(sin(x),x))

Get started with the example pack.

Troubleshooting

Release notes

CasADi Functions

  • CasADi Functions can be serialized now (#308).
f.save('f.casadi')            % Dump any CasADi Function to a file
f = Function.load('f.casadi') % Loads back in

This enables easy sharing of models/solver isntances beteen Matlab/Python/C++ cross-platform, and enables a form of parallelization.

  • You can now evaluate CasADi Functions from C without requiring code-generation. This makes it possible to embed CasADi computations in Fortran, Julia, FMI, ...
  • All CasADi Functions support timing information now (print_time, default true for QP and NLP solvers). Use record_time to make timings available through f.stats() without printing them.
  • map with reduce arguments now has an efficient implementation (no copying/repmat)
  • Low-overhead Callback eval support was changed to eval_buffer
  • FunctionInternal::finalize no longer takes options dict.
  • Options always_inline and never_inline were added
  • Options is_diff_in and is_diff_out were added
  • (3.5.2) Ctrl-C interrupts are now disabled in multi-threaded Maps since they could result in crashes
  • (3.5.2) Sparsity of Callbacks can be set with has_jacobian_sparsity/get_jacobian_sparsity
  • (3.5.2) Jitted functions can now be serialized
  • (3.5.2) BSpline constructor takes an inline option yielding a fully differentiable (but not very scalable) BSpline operation for MX
  • (3.5.5) Fixed performance deficiency in inline BSline derivatives

CasADi expressions

  • breaking: IM type is removed from public API (was used to represent integer sparse matrices). Use DM instead.
  • breaking: linspace(0,1,3) and linspace(0.0,1,3) now both return [0 0.5 1] instead of [0 0 1] for the former
  • MX supports slicing with MX now (symbolic indexing).
  • Issue #2364:
    • breaking: veccat of an empty list now returns 0-by-1 instead of 0-by-0.
    • jtimes output dimensions have changed when any of the arguments is empty.
    • NLP function object's 'lam_p' is now 0-by-1 in case of missing parameters.
  • (3.5.2) Fixed long-standing bug in cosh derivative
  • (3.5.2) An MX operation convexify was added
  • (3.5.2) An inefficiency in MX multiplication sparsity was detected and fixed by Mirko Hahn

Interpolation functionality

  • Support for parametric (=changeable only, but not differentiable) grid and/or coefficients for linear/spline interpolation
    • for interpolant, new constructors where added that takes dimensions instead of concrete vectors
  • Support for symbolic (differentiable) grid and coefficients for linear interpolation (set inline option to true).

Python specific

  • Overhead-less CasADi Function evaluation API added through Python memoryviews
  • Similar functionality in Callbacks
  • (3.5.2) fix numpy compatibility (numpy 1.19)
  • (3.5.3) fix the numpy fix

Matlab/Octave specific

  • breaking: a(:)=b now behaves like Matlab builtin matrices when a is a CasADi matrix. Before, only the first column of a would be touched by this statement. (#2363)
  • breaking: Fixed bug where MX constructor treated a numeric row vector as column vector. Now size(MX(ones(1,4))) returns (1,4) as expected. (#2366)
  • Can now use spy directly on DM,MX,SX
  • (3.5.2) Printing from a multi-threaded map context is disabled beause it could result in crashes. In linux, you may still see the output from a terminal used to start Matlab

Opti

  • Opti supports conic problems now: Opti('conic')
  • One can now easily obtain a parametric solution as a CasADi Function from an Opti instance:
opti = Opti()
x = opti.variable()
y = opti.variable()
p = opti.parameter()
      
opti.minimize(y**2+sin(x-y-p)**2)
opti.subject_to(x+y>=1)
      
opti.solver(nlpsolver,nlpsolver_options)

F = opti.to_function("F",[x,p,opti.lam_g],[x,y])
      
r = F(0,0.1,0)

(3.5.1) Improved support for vertcatted inputs to to_function

  • Using Opti together with max_iter is more natural now: use solve_limited() to avoid exceptions to be raised when iterations or time runs out. No need to try/catch.

Code-generation

  • breaking: external now looks for a .dylib file, not .so for mac
  • breaking: Codegen API has changes related to thread-local memory:
  • void* mem changed to int mem
  • alloc_mem, init_mem, free_mem have been purged. checkout and release replace them.
  int mem = checkout();
  eval(arg, res, iw, w, mem);
  release(mem);
  • Codegen 'CODEGEN_PREFIX' has been renamed to 'CASADI_CODEGEN_PREFIX'
  • QP solvers (QRQP, OSQP) and SqpMethod codegenerate now. This means that embedded MPC with CasADi is now more practical.
  • Runge-Kutta and Collocation Integrator objects can be inlined into code-generatable MX Function with the 'simplify' option.
  • (3.5.1) an important flaw was corrected that caused incorrect code for expression graphs with logical 'and' and 'or'.
  • (3.5.1) fixed regression for expression graphs containing inf/nan
  • (3.5.2) fixed bug of a division looking like a comment
  • (3.5.2) fixed mem.h regression
  • (3.5.2) Made main and mex-related functions c89-compliant

Solvers

  • breaking: NLP solvers - bound_consistency, an option to post-process the primal and dual solution by projecting it on the bounds, introduced in 3.4, was changed to default off

  • Sundials was patched to support multi-threading

  • WORHP was bumped to v1.13

  • SNOPT was bumped to v7.7

  • SuperSCS (conic solver) was added

  • OSQP (QP solver) was added

  • CBC (LP solver) was added

  • (3.5.3) AMPL was fixed to allow other solvers than IPOPT

  • breaking: SQP Method

    • regularize_margin option was added
    • regularize (bool) option was removed. To get the effect of regularize=true, specify convexify_strategy='regularize'. Other strategies include clipping eigenvalues.
    • line search was reverted from a custom designed thing, to standard textbook L1
  • CPLEX and Gurobi got support for sos constraints

  • Conic/qpsol interface extended for semidefinite programming and SOCP

    • Solvers supporting SOCP: Gurobi, SuperSCS, CPLEX
  • breaking: Newton Rootfinder now supports a line_search option (default true)

  • Rootfinder now throws an exception by default ('error_on_fail' option true) when failing to converge

  • (3.5.5) Implemented constraints in IDAS and step size limits in CVODES/IDAS integrators

Convenience tools

  • Debugging facilities:
    • Function options print_in/print_in print inputs/outputs when numerically evaluating a function
    • Function option dump_in/dump_out dumps to the file system
    • Function option dump dumps the function itself (loadable with Function.load)
  • DM.from_file and DM.to_file with a MatrixMarket and txt support
  • Helping interaction with codegen with main=true: Function.generate_in/Function.nz_from_in/Function.nz_to_in to help creating input text files.
  • Function.convert_in/Function.convert_out to switch between list and dictionary arguments/results

Binaries

  • (3.5.1) Mac binaries for Matlab was switched to a different build environment. The binaries now require High Sierra or above, and work on Catalina.
  • (3.5.4) Mac binaries for Python and octave have been switched just like Matlab
  • (3.5.4) Linux binaries for Matlab and Octave have been switched to the manylinux environment, with gfortran dependency now grafted in (included, with a unique alias to avoid name collision)

Third-party solver interfaces in binaries

Versions used in binaries ( see FAQ ):

softwareversion library license env build env
IPOPT 3.12.3 shipped / /
SNOPT 7.7 libsnopt7.so/snopt7.dll SNOPT_LICENSE SNOPT
WORHP 1.13 libworhp.so/worhp.dll WORHP_LICENSE_FILE WORHP
KNITRO 10.3 libknitro1030.so/knitro1032.dll / KNITRO
CPLEX windows/mac: 12.8.0, linux:12.6.3 libcplex1263.so / libcplex1280.dll ILOG_LICENSE_FILE CPLEX
GUROBI 6.5.0 libgurobi65.so/gurobi65.dll GRB_LICENSE_FILE GUROBI_HOME