We present CasADi, an open-source software framework for numerical optimization. CasADi is a general-purpose tool that can be used to model and solve optimization problems with a large degree of flexibility, larger than what is associated with popular algebraic modeling languages such as AMPL, GAMS, JuMP or Pyomo. Of special interest are problems constrained by differential equations, i.e. optimal control problems. CasADi is written in self-contained C++, but is most conveniently used via full-featured interfaces to Python, MATLAB or Octave. Since its inception in late 2009, it has been used successfully for academic teaching as well as in applications from multiple fields, including process control, robotics and aerospace. This article gives an up-to-date and accessible introduction to the CasADi framework, which has undergone numerous design improvements over the last seven years.
Algorithmic differentiation (AD) is an alternative to finite differences (FD) for evaluating function derivatives. The primary aim of this study was to demonstrate the computational benefits of using AD instead of FD in OpenSim-based trajectory optimization of human movement. The secondary aim was to evaluate computational choices including different AD tools, different linear solvers, and the use of first-or second-order derivatives. First, we enabled the use of AD in OpenSim through a custom source code transformation tool and through the operator overloading tool ADOL-C. Second, we developed an interface between OpenSim and CasADi to solve trajectory optimization problems. Third, we evaluated computational choices through simulations of perturbed balance, two-dimensional predictive simulations of walking, and three-dimensional tracking simulations of walking. We performed all simulations using direct collocation and implicit differential equations. Using AD through our custom tool was between 1.8 ± 0.1 and 17.8 ± 4.9 times faster than using FD, and between 3.6 ± 0.3 and 12.3 ± 1.3 times faster than using AD through ADOL-C. The linear solver efficiency was problem-dependent and no solver was consistently more efficient. Using second-order derivatives was more efficient for balance simulations but less efficient for walking simulations. The walking simulations were physiologically realistic. These results highlight how the use of AD drastically decreases computational time of trajectory optimization problems as compared to more common FD. Overall, combining AD with direct collocation and implicit differential equations decreases the computational burden of trajectory optimization of human movement, which will facilitate their use for biomechanical applications requiring the use of detailed models of the musculoskeletal system. Algorithmic differentiation speeds up trajectory optimization of human movement PLOS ONE | https://doi.Fig 2.Flowchart depicting the optimal control framework. We developed two approaches (AD-ADOLC and AD-Recorder) to make an OpenSim function F and its forward (F fwd) and reverse (F rev) directional derivatives available within the CasADi environment for use by the NLP solver during the optimization. In the AD-ADOLC approach (top), ADOL-C's algorithms are used in a C++ code to provide F fwd and F rev. In the AD-Recorder approach (bottom), Recorder provides the expression graph of F as MATLAB source code from which CasADi's C-code generator generates C-code containing F, F fwd, and F rev. The AD-Recorder approach combines operator overloading, when generating the expression graph, and source code transformation, when processing the expression graph to generate C-code for F, F fwd, and F rev. In both approaches, the code comprising F, F fwd, and F rev is compiled as a Dynamic-link Library (DLL), which is imported as an external function within the CasADi environment. In our application, F represents the multi-body dynamics and is called when formulating the optimal control problem. The latte...
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