Hi, could casadi write constraint equations for optimization problems with the ability to call nonlinear external functions like matlab's fmincon? Because I need to call an external library when writing constraints.
CasADi from the start has been about _sparse_ matrices, needed for structured constrained optimization. We also have scalar graphs that are devoid of matrix-related overhead and do well for heterogeneous computations that are typical in engineering problems. Seamless interfaces to constrained solvers is also a feature that stands out. Nonetheless, an interface with JAX is on my todo list, as dense large-scale computations are a hot topic nowadays..
thank you for your course. Its very helpful for me. How can I get the matlab m file in this video?
Hi, could casadi write constraint equations for optimization problems with the ability to call nonlinear external functions like matlab's fmincon? Because I need to call an external library when writing constraints.
Yes, search for Callback at docs.casadi.org
How does the AD capabilities of casadi compare to JAX?
CasADi from the start has been about _sparse_ matrices, needed for structured constrained optimization. We also have scalar graphs that are devoid of matrix-related overhead and do well for heterogeneous computations that are typical in engineering problems. Seamless interfaces to constrained solvers is also a feature that stands out. Nonetheless, an interface with JAX is on my todo list, as dense large-scale computations are a hot topic nowadays..
Thanks for the clarification