IPOPT on steroids: fatrop solver in CasADi

Demo repo: github.com/jgi...
Fatrop is a fresh solver developen by Lander Vanroye and Wilm Decre at KU Leuven.
Exploiting the block dense structure of optimal control problems, it beats IPOPT with easily an order of magnitude.
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[@amel3778]

Thank you for sharing. However, I have a question, please. I am currently implementing an MPC to control the temperature inside a room. To model the system, I used a neural network that takes as input a window of data (disturbance_w, control_w, output_w) to predict the output over a prediction horizon. Then, I use these predictions to calculate an objective function ( j = [(r(k+1)-y(k+1)).T*a*(r(k+1)-y(k+1) + delta_u.T*b*delta_u)] in order to obtain the first command to apply to my system to get the first output. For this, I use CasADi, but the control proposed by this library remains constant regardless of the output values (the output does not follow the reference). Do you have any advice to improve this?

[@moumainacereddine7629]

Thank you, Sir, for the video. However, I have a question to ask. I have a pre-trained TensorFlow model for making predictions and I would like to use it to apply Model Predictive Control (MPC) using CasADi. I read that only PyTorch models can be used with CasADi. Is there another way to use a TensorFlow model with CasADi without converting it to PyTorch?

[@shanshanbond7040]

This is really great. Can i try fatrop for MHE ? Also, I wish your webcam video was showing on the bottom right. Part of the code got covered.

[@jorisgillis4017]

MHE should be perfectly possible. Do check the demo repo for the code

[@alfonsosciacchitano9210]

Hey there I'm excited to use this update. Do you have this code in Matlab as well? I'm trying to follow along by coding it myself. Thanks!

[@jorisgillis4017]

I've just uploaded an .m script to the repo mentioned in the caption..

[@alfonsosciacchitano9210]

Excellent thank you!

[@RicardoTapia-l4x]

when is casadi 3.6.6 being released?

[@jorisgillis4017]

@@RicardoTapia-l4x start of august

[@sandeepkumarr124]

Nice demonstration. I wish there was a feature within opti that can rearrange variables to obtain the best sparse structure. Compared to hpmpc, it can be expected to more robust to initial guesses which exploiting the structure as hpipm?

[@jorisgillis4017]

Note that this goes beyond hmpc/hpipm (qp solvers), this things solves nlps..
Your wish is a logical follow-up step

[@sandeepkumarr124]

What I really wanted to know was if fatrop is ipopt configured to solve optimal control problems? Are all features of ipopt retained by fatrop

[@jorisgillis4017]

​@@sandeepkumarr124 yes you could say that. Important missing features are restoration phase and limited memory hessian approx though.