Software

OC-ODE, V1.2 - Optimal Control of ODE's (further information, users guide)

Collection of Fortran 77 routines for optimal control problems subject to ordinary differential equations. OC-ODE is a direct discretization method and includes procedures for numerical adjoint estimation and sensitivity analysis. Currently an extension towards mixed-integer optimal control is under development.

OC-DAE1, V1.0 - Optimal Control of ODE's and Index-1 DAE's (further information, users guide)

Collection of Fortran 77 routines for optimal control problems subject to ordinary differential equations and index-1 differential-algebraic equations. OC-DAE1 is a direct discretization method and includes procedures for numerical adjoint estimation and sensitivity analysis. Currently an extension towards mixed-integer optimal control is under development.

SQP - Sequential Linear/Quadratic Programming (further information, users guide)

Fortran 77 routines for the numerical solution of small to medium size nonlinear programs by sequential linear programming (SLP) or sequential quadratic programming (SQP). The quadratic programs are currently being solved by an active set strategy. A method based on a nonsmooth Newton's method is under construction. As merit functions the l1-penalty function or the augmented Lagrangian with suitable updates for the weights owing to M.J.D. Powell and K. Schittkowski may be chosen. A non-monotone step size selection strategy is available. SQP is also the core of OC-ODE and OC-DAE1. SQP is reliable but still under construction and thus not yet competative in view of runtime with state-of-the-art optimizers.

SODAS (further information)

Software for solving optimal control problems subject to ordinary differential equations (ODEs) or differential-algebraic equations (DAEs) of higher index. SODAS uses NPSOL-5.0-2 by Philip E.Gill.

PARDAS (further information)

Software for parameter identification problems subject to ordinary differential equations systems (ODE systems) or differential-algebraic systems (DAE systems) of higher index. PARDAS uses NPSOL-5.0-2 by Philip E.Gill.

DSRTSE (further information)

Software for solving implicit DAE systems based on DASSL and DASRT by Linda R. Petzold. In addition DSRTSE performs a parameter sensitivity analysis with error control.

ODASRTSE (further information)

Software for solving implicit DAE systems based on ODASSL by Claus Führer. In addition ODASRTSE performs a parameter sensitivity analysis with error control and stabilization. In addition switching functions are used to locate discontinuities in the solution of the DAE system.

RKSE (download gzipped tar file)

Software for solving explicit ODE systems by Runge Kutta methods (DOPRI54, RKF45, RKF78 and RKF23). In addition RKSE performs a parameter sensitivity analysis with error control.

PARABOL1D, PARABOL2D, PARABOL3DE (further information)

Software for the numerical solution and sensitivity analysis of parameter dependent implicit parabolic partial differential equation (PDE) systems subject to boundary conditions and initial values in one, two, and three space dimensions on rectangular domains. The PDE system is solved using the method of lines with a finite difference approximation on an equidistant mesh in space. The resulting implicit DAE system is solved using DSRTSE.