CasADi master class

16-18 March 2020 – Leuven, Belgium

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Target audience

Academic/industrial CasADi users that want to get a deeper understanding of CasADi, in order to speed up existing applications or create advanced implementations. Unlike the fall course, there is no focus on mathematics.

CasADi?

Originating from KU Leuven’s “Optimization in Engineering Center” under guidance of prof. Moritz Diehl, CasADi [1] is an open-source software framework for nonlinear optimization and algorithmic differentiation. It facilitates rapid - yet efficient - implementation of different methods for numerical optimal control, both in an offline context and for nonlinear model predictive control.

Format

Seminars paired with computer exercises. The seminars provide a view on advanced CasADi techniques. The computer exercises aim to internalize these techniques, and leave the participants well-equipped to apply them on their own applications.

Covered CasADi topics

SX and MX expression graphs - benchmarking and debugging - thread-safety and parallelisation - code generation API and C API - interfacing an NLP solver to CasADi - memory/speed trade-offs and algorithmic differentiation

Prerequisites

Basic programming skills are assumed. Exercises will build upon boilerplate codes in Python/Matlab, C and C++. Familiarity with CasADi is assumed.

Tutor

Joris Gillis obtained his PhD in electrical engineering at KU Leuven in 2015. Currently a post-doc at MECO, KU Leuven and part-time freelancer, he pursues large-scale applications in optimal control and is highly active as a main developer of CasADi since 2010.

Practicalities

The course will take place at the Park Inn hotel, Martelarenlaan 36, 3010 Leuven, Belgium, starting each day at 9:00 and ending on 18:00. The registration fee amounts to 750 EUR excl. VAT (450 EUR for PhD students). This includes lunches and a social dinner on March 17. Lodging is not included.

Participants are required to bring their own laptops (Linux/Windows/Mac). A working installation of either Matlab or Python is needed, as well as a C compiler, and either Virtualbox or VMware Workstation Player.

Registration

Register before March 1, 2020, on the google form – the event is limited to 30 participants.

Organizer: Joris Gillis, joris@yacoda.com, +32496432937, Yacoda BVBA, Glabbeeksestraat 37, 3300 Vissenaken, Belgium. BE0642979742

[1] Joel A. E. Andersson, Joris Gillis, Greg Horn, James B. Rawlings, M. Diehl, “CasADi – A software framework for nonlinear optimization and optimal control,” Mathematical Programming Computation, 2018.