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https://github.com/casadi/casadi

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.
https://github.com/casadi/casadi

academic-project algorithmic-differentation c-plus-plus code-generation derivatives library mathematics matlab modular nonlinear nonlinear-programming numerical-calculations octave optimal-control optimization parameter-estimation python scientific-computing symbolic-manipulation

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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 or Matlab/Octave.

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Learn all about CasADi at the [homepage](http://casadi.org) or jump to [install instructions](http://install.casadi.org)...