APM Optimization Toolbox solves large scale optimization problems through MATLAB
|4 Jul 2011||John Hedengren||
IPOPT and APOPT are two of the large-scale NLP solvers are available in the APM Optimization Toolbox. Models are posed in differential or algebraic equation form. Differential variables can be included on the right or left side of the equation because the modeling language allows open-equation format.
Higher index DAEs can also be solved. One example of an index-3 DAE is a pendulum example available for download here:
Below is a list of features of the optimization toolbox:
-Exact first and second derivatives in sparse form
Additional documentation and reviews are available from the wiki website.