Literature and list of software packages for optimal control

The list includes resources to the following topics: Automatic/algorithmic differentiation, optimal control, model-predictive control (MPC), numerical optimization, modeling for control. The list will be updated regularly, create a pull request if you'd like to contribute.

Literature

Lectures

• Lecture notes: Numerical Optimal Control by Prof. Moritz Diehl [course] [pdf]
• Tutorial series by Metthew Kelly, [web]
• Liberzon, Daniel. Calculus of variations and optimal control theory: a concise introduction. Princeton University Press, 2011. [pre-print]
• Videos of lectures at the University of Florida from the Spring of 2012. Dr. Anil V. Rao. [web]

Books

• Bertsekas, Dimitri P., et al. Dynamic programming and optimal control. Vol. 1. No. 2. Belmont, MA: Athena scientific, 1995.
• Betts, J., Practical Methods for Optimal Control and Estimation Using Nonlinear Programming, SIAM, 2010
• Biegler, L. T., Nonlinear Programming, SIAM, 2010
• Model Predictive Control: Theory, Computation, and Design, 2nd Edition by Rawlings, Mayne, Diehl [web] [pdf]

Survey papers

• F. Topputo and C. Zhang, “Survey of Direct Transcription for Low-Thrust Space Trajectory Optimization with Applications,” Abstract and Applied Analysis, vol. 2014, Article ID 851720, 15 pages, 2014. [edited

Software

High level optimal control modeling languages and optimal control software

• Acado [github] [web]
• acados [github] [web]
• BOCOP [web]
• Control toolbox, domain specific for robotics [bitbucket]
• Dymos: Open-source Optimal Control for Multidisciplinary Systems [github]
• ICLOCS2 [github] [web]
• Modelica with JModelica [web]
• OpenOCL [github] [web]
• PSOPT [github] [web]
• Pyomo with .DAE extension [github] [web]
• towr, domain specific for legged robots [github]
• AMPL with TACO extension (commercial)
• DIDO (commercial)
• Forces (commercial)
• GPOPS2 (commercial)
• gPROMS (commercial)
• Mujoco, domain specific for robotics/contact, simulator (commercial)
• Optimica, Dymola (commercial)
• PROPT (commercial)

High level numerical optimization modeling languages

• CasADi [github] [web]
• CVX, convex [web]
• Pyomo [github] [web]
• Yalmip [github] [web]

Numerical optimization solver

Non-linear programming

• Ipopt [github]
• CONOPT (commercial)
• Forces (commercial)
• KNITRO (commercial)
• Matlab fmincon (commercial)
• Snopt (commercial)
• WORHP (commercial)

Linear, quadratic, convex programming

• ECOS [github]
• hpipm [github]
• Sedumi [github]
• qpDUNES [github]
• qpOASES [coin-or]
• SDPT3 [web]
• CPLEX (commercial)
• Gruobi (commercial)
• MINOS (commercial)
• Mosek (commercial)

Integer, mixed-integer programming

• Bonmin

Automatic differentiation

• CasADi [github] [web]
• CppAD [github]
• CppADCodeGen [github]
• JuliaDiff [github] [web]

Other material

• Summer School on Numerical Optimization Software (includes a long list of solvers in the slides, see repository), Hans D. Mittelmann, Moritz Diehl [web] [repository]
• Decision tree, benchmarks for optimization software, Hans D. Mittelmann [web]