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https://github.com/jkoendev/optimal-control-literature-software

List of literature and software for optimal control and numerical optimization.
https://github.com/jkoendev/optimal-control-literature-software

automatic-differentiation literature machine-learning model-predictive-control optimal-control software trajectory-optimization

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List of literature and software for optimal control and numerical optimization.

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# 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](https://www.syscop.de/teaching/ss2017/numerical-optimal-control)] [[pdf](https://www.syscop.de/files/2017ss/NOC/script/book-NOCSE.pdf)]

* Tutorial series by Metthew Kelly, [[web](http://www.matthewpeterkelly.com/tutorials/index.html)]

* Liberzon, Daniel. Calculus of variations and optimal control theory: a concise introduction. Princeton University Press, 2011. [[pre-print](http://liberzon.csl.illinois.edu/teaching/cvoc.pdf)]

* Videos of lectures at the University of Florida from the Spring of 2012. Dr. Anil V. Rao. [[web](http://www.anilvrao.com/Optimal-Control-Videos.html)]



### 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](https://sites.engineering.ucsb.edu/~jbraw/mpc/)] [[pdf](https://sites.engineering.ucsb.edu/~jbraw/mpc/MPC-book-2nd-edition-2nd-printing.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](https://www.hindawi.com/journals/aaa/2014/851720/)



## Software 



### High level optimal control modeling languages and optimal control software



- Acado [[github](https://github.com/acado/acado)] [[web](http://acado.github.io/)]

- acados [[github](https://github.com/acados/acados)] [[web](http://acados.org/)]

- BOCOP [[web](https://www.bocop.org/)]

- Control toolbox, domain specific for robotics [[bitbucket](https://bitbucket.org/adrlab/ct/wiki/Home)]

- Dymos: Open-source Optimal Control for Multidisciplinary Systems [[github](https://github.com/OpenMDAO/dymos)]

- ICLOCS2 [[github](https://github.com/ImperialCollegeLondon/ICLOCS/)] [[web](http://www.ee.ic.ac.uk/ICLOCS/)] 

- Modelica with JModelica [[web](https://jmodelica.org/)] 

- OpenOCL [[github](https://github.com/OpenOCL/OpenOCL)] [[web](https://openocl.org/)] 

- PSOPT [[github](https://github.com/PSOPT/psopt)] [[web](http://www.psopt.org/)]

- Pyomo with .DAE extension [[github](https://github.com/Pyomo/pyomo)] [[web](http://www.pyomo.org/)] 

- towr, domain specific for legged robots [[github](https://github.com/ethz-adrl/towr)]

- 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](https://github.com/casadi/casadi)] [[web](https://web.casadi.org/)]

- CVX, convex [[web](http://cvxr.com/cvx/)]

- Pyomo [[github](https://github.com/Pyomo/pyomo)] [[web](http://www.pyomo.org/)] 

- Yalmip [[github](https://github.com/yalmip/YALMIP)] [[web](https://yalmip.github.io/)] 



### Numerical optimization solver 



#### Non-linear programming



- Ipopt [[github](https://github.com/coin-or/Ipopt)]

- CONOPT (commercial)

- Forces (commercial)

- KNITRO (commercial)

- Matlab fmincon (commercial)

- Snopt (commercial)

- WORHP (commercial)



#### Linear, quadratic, convex programming



- ECOS [[github](https://github.com/embotech/ecos)]

- hpipm [[github](https://github.com/giaf/hpipm)]

- Sedumi [[github](https://github.com/sqlp/sedumi)]

- qpDUNES [[github](https://github.com/jfrasch/qpDUNES)]

- qpOASES [[coin-or](https://projects.coin-or.org/qpOASES)]

- SDPT3 [[web](http://www.math.nus.edu.sg/~mattohkc/sdpt3.html)]

- CPLEX (commercial)

- Gruobi (commercial)

- MINOS (commercial)

- Mosek (commercial)



#### Integer, mixed-integer programming



- Bonmin



## Automatic differentiation



- CasADi [[github](https://github.com/casadi/casadi)] [[web](https://web.casadi.org/)]

- CppAD [[github](https://github.com/coin-or/CppAD)]

- CppADCodeGen [[github](https://github.com/joaoleal/CppADCodeGen)]

- JuliaDiff [[github](https://github.com/JuliaDiff/)] [[web](http://www.juliadiff.org/)]



## 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](https://www.syscop.de/teaching/2016/summer-school-on-numerical-optimization-software)] [[repository](https://gitlab.syscop.de/teaching/NOS_public)]

- Decision tree, benchmarks for optimization software, Hans D. Mittelmann [[web](http://plato.asu.edu/)]