Install Grab a binary from the table: WindowsLinuxMac classic (High Sierra or above)Mac M1 Matlab R2018b or later R2018b or later R2018b or later R2020b or later (normal Matlab)R2018b or later (Open Beta) Octave 6.2.0 or later 6.2.0 or later 6.2.0 or later 6.2.0 or later Python pip install casadi (needs pip -V>=8.1) For Matlab/Octave, unzip in your home directory and adapt the path: addpath('<yourpath>/casadi-3.6.4-windows64-matlab2018b') Check your installation: Matlab/OctavePython import casadi.* x = MX.sym('x') disp(jacobian(sin(x),x)) from casadi import * x = MX.sym("x") print(jacobian(sin(x),x)) Get started with the example pack. Onboarding pointers have been gathered by the community at our wiki. Troubleshooting KNITRO on linux crashes with a segmentation fault without LD_PRELOAD=/libiomp5.so. Callbacks with one argument are broken in Matlab CasADi Release notes Symbolic expressions Added SX/MX/DM operations #1595: hypot(x,y) = sqrt(x*x+y*y) log1p(x) = log(1+x) expm1(x) = exp(x-1) Added operation remainder with the semantics of the C operation breaking AD rule of fmin/fmax` is now symmetric: jacobian(fmin(x,y),vertcat(x,y)) used to be [1 0] for x==y. Now yields [0.5 0.5]. Added AD rules for mmin/mmax Added logsumexp which behaves like log(sum(exp(x))) but is numerically more accurate (and no overflow issues). breaking vertcat/vcat,horzcat/hcat, etc now return a DM type instead of a Sparsity type #2549 breaking CasADi-Matlab mod has been renamed to rem, because its numerical behaviour is like the builtin-Matlab rem. The builtin-Matlab mod has no CasADi counterpart. CasADi-Python mod has been removed, because its numerical behaviour is not like numpy.mod. #2767. numpy.mod has no counterpart in CasADi; only fmod is equivalent. DAE index reduction support (Pantelides structural algorithm) See https://github.com/casadi/casadi/blob/3.6.0/docs/examples/python/dae_reduced_index.py Fixed flaw in codegen with MX if_else Common subexpression elimination Added Common Subexpression Elimination #1540 for MX and SX. CasADi can now efficiently eliminate redundant computation by inspecting an expression graph and removing redundant nodes. Before, CasADi internals would avoid introducing redundant nodes during operations on a given expression, but the user was responsible to avoid duplication when constructing that expression. There is a function cse() that you may apply to expressions: x = MX.sym('x') # User responsibility sx = sin(x) y = sqrt(sx)+sx # MX(@1=sin(x), (sqrt(@1)+@1)) # cse y = sqrt(sin(x))+sin(x) # MX((sqrt(sin(x))+sin(x))) y = cse(y) # MX(@1=sin(x), (sqrt(@1)+@1)) There is a boolean option cse that may be used when constructing a Function: x = MX.sym('x') f = Function('f',[x],[sqrt(sin(x))+sin(x)],{"cse":True}) f.disp(True) f:(i0)->(o0) MXFunction Algorithm: @0 = input[0][0] @0 = sin(@0) @1 = sqrt(@0) @1 = (@1+@0) output[0][0] = @1 The technique scales favorably for large graphs. Triangular solve triangular solve nodes in MX MX how has atomic support for solving upper and lower triangular linear systems without allocating any linear solver instance. The operation handles the case with unity diagonal separately for efficiency and supports C code generation. To use the feature, call casadi.solve(A, b) (Python or MATLAB/Octave) # Python import casadi A = casadi.MX.sym('A', casadi.Sparsity.upper(2)) b = casadi.MX.sym('b', 2) x = casadi.solve(A, b) // C++ casadi::MX A = casadi::MX::sym("A", casadi::Sparsity::upper(2)); casadi::MX b = casadi::MX::sym("b", 2); casadi::MX x = solve(A, b); // for argument-dependent lookup, alternatively casadi::MX::solve(A, b) for static function Cf. #2688. Function breaking SX/MX Function construction with free variables (i.e. symbols used in the output expressions that are not declared as inputs) now fails immediately unless the allow_free option is used. breaking SX/MX Function construction now fails if there are duplicates in input names or output names, unless the allow_duplicate_io_names option is used #2604. breaking Serialization: files saved with CasADi 3.5.5 will load in CasADi 3.6.0 (unittested), except for Functions that include a 'mumps' linear solver since serialization of this solver was deficient, and except for Functions that include an Integrator. breaking custom_jacobian semantics changed. The Function must now return individual blocks (Jacobian of an output w.r.t. to an input) breaking Changed API part for Jacobian sparsity (relevant for advanced use through external or Callback) bool has_jac_sparsity(casadi_int oind, casadi_int iind) const override; Sparsity get_jac_sparsity(casadi_int oind, casadi_int iind, bool symmetric) const override; Function.find_function Can be used to retrieve Functions in a hierarchy. Avoid truncation in printing #2452 breaking: Function outputs that are not used (passed a null pointer internally) will be logged (dump_in option ) as nan instead of earlier 0. E.g. Ipopt nlp_grad_f has two outputs, f and grad_f_x. The f output is not used internally, so will be logged as nan. Code-generation Function objects with an external call can now be codegenerated. mmin/mmax now support codegeneration Solvers/plugins nlpsol/Opti.solver can now take an option 'detect_simple_bounds' (default False) that will promote general constraints to simple bounds (lbx/ubx). Added SPRAL linear solver for Ipopt Added QP solvers HPIPM, Proxqp, Highs CPLEX interface will dynamically load libcplex, where CPLEX_VERSION is read from environmental variables. Same strategy for Gurobi. SqpMethod Eigen-reflect/eigen-clip incorrect #2896 Generalized integrator support The Integrator class, which solves initial-value problems in ODEs and DAEs has been thoroughly refactored. Changes include: The integrator class now has a much more mature support for returning the IVP solution at multiple time points. It can now be obtained by providing a time grid to the integrator constructor. Unlike before, this support should now work in combination with forward/adjoint sensitivity analysis (to any order) and sparsity pattern calculations. Cf. #2823. The integrator class now includes support for a piecewise constant control (u). The interface will keep track of changes to u and avoid integrating past such changes; for the Sundials (CVODES/IDAS) interfaces by setting a "stop time", for fixed step integrators by aligning the integration points with the grid points. Cf. #3025. Development versions of CasADi included support for this in a dedicated class, called Simulator, but this class has now been removed (breaking) and the functionality has been ported to the Integrator class. If you had code looking like cs.integrator('sim_function', 'cvodes', dae, tgrid, opts), you may replace it by cs.integrator('sim_function', 'cvodes', dae, 0, tgrid[1:], opts). The Integrator class now much better exploits the problem structure in the sensitivity calculations, especially adjoint (and forward-over-adjoint, adjoint-over-adjoint) sensitivity calculations. Cf. #2823, #3047. The sensitivity analysis relies to a much less extent on symbolic reformulations and instead uses calls to the Function class for derivative calculations - this makes the class now more efficient for use with non-symbolic DAEs, including FMUs or other external models. breaking The options t0, tf, output_t0 and grid have been deprecated and will result in a warning if used. Instead, the user can provide equivalent information via the integrator constructor, cf. previous point. The backward states are no longer part of the DAE formulation. They are now derived from a user specified number of sensitivity equations (nadj). This is a slight restriction in the possible problem formulations, but on the other hand allows for a much better exploitation of adjoint sensitivity structure. The the backward states remain in the integrator class function inputs and outputs, but have now been renamed to align with their meaning; adj_xf means the adjoint seeds corresponding to xf (before they were called rx0), adj_p are the adjoint sensitivities corresponding to p (before called rqf and so on. An option scale_abstol has been added to the Sundials integrators. If this is set to true, nominal values for the differential state and algebraic variables will be passed on to the solver. Cf. #3046 See "multipoint_simulation" in the example pack for a good starting point. Function factory **breaking*** Hessian blocks are now symmetric by default instead of returning only the upper triangular part. Prefix with triu: to get the old behavior. breaking Multiple Jacobian and/or Hessian blocks can now be calculated more efficiently. Rather than calculating the blocks separately, calculation is done for multiple blocks at once, whenever possible. Cf. #2696. DaeBuilder / FMI interoperability The dependent parameters d and local dependent variables w have been replaced by the single dependent variables v. The DaeBuilder::create function has been reimplemented and now uses the updated Function::factory support (above). New proof-of-concept support for export of models in FMI 3.0 format, cf. #3009 New binary interface to standard FMI, including analytic validated first derivatives and validated hybrid second derivatives, cf. #2779 The Integrator class has been refactored to efficiently support non-symbolic DAEs, including from FMI - see below. Binaries Adding Python interfaces for versions 3.10 and 3.11 Adding builds for Mac silicon Octave interface will now dynamically couple with the correct versioned octaveinterp version, such that the new binaries work with future releases of Octave that increment the octaveinterp ABI version number. CLI There is now a CasADi command line interface, casadi-cli. At the moment, functionality is very limited, just eval_dump, to evaluate Function that have been dumped to the disk (options dump,dump_in) Documentation There was a substantial effort to create an onboarding guide: https://github.com/casadi/casadi/wiki/Onboarding-Guide Building Source builds are no longer dependent on SWIG since Python and Matlab interface files generated by SWIG are now shipped in source archives. Source builds can now build and integrate a range third-party open-source solver automatically. E.g. -DWITH_IPOPT=ON -DWITH_BUILD_REQUIRED=ON Source builds can now use mockups for a range of third-party commercial solvers. E.g. -DWITH_CPLEX=ON -DWITH_MOCKUP_CPLEX=ON Source packages for python pip are now available Plugin versions used in binaries 3.6.0 dynamic-loading, Compile with support for dynamic loading of FMU libraries sundials-interface, Interface to the ODE/DAE integrator suite SUNDIALS. csparse-interface, Interface to the sparse direct linear solver CSparse. superscs-interface, Interface to QP solver SUPERSCS. osqp-interface, Interface to QP solver OSQP. tinyxml-interface, Interface to the XML parser TinyXML. qpoases-interface, Interface to the active-set QP solver qpOASES. blocksqp-interface, Interface to the NLP solver blockSQP. cplex-mockup-build, Use mockup CPLEX (BUILD_MOCKUPS_VERSION=v60) from downloaded source (BUILD_MOCKUPS_GIT_REPO=https://github.com/casadi/mockups.git). snopt-mockup-build, Use mockup SNOPT (BUILD_MOCKUPS_VERSION=v60) from downloaded source (BUILD_MOCKUPS_GIT_REPO=https://github.com/casadi/mockups.git). knitro-mockup-build, Use mockup KNITRO (BUILD_MOCKUPS_VERSION=v60) from downloaded source (BUILD_MOCKUPS_GIT_REPO=https://github.com/casadi/mockups.git). gurobi-mockup-build, Use mockup GUROBI (BUILD_MOCKUPS_VERSION=v60) from downloaded source (BUILD_MOCKUPS_GIT_REPO=https://github.com/casadi/mockups.git). worhp-mockup-build, Use mockup WORHP (BUILD_MOCKUPS_VERSION=v60) from downloaded source (BUILD_MOCKUPS_GIT_REPO=https://github.com/casadi/mockups.git). hsl-mockup-build, Use mockup WORHP (BUILD_MOCKUPS_VERSION=v60) from downloaded source (BUILD_MOCKUPS_GIT_REPO=https://github.com/casadi/mockups.git). highs-sourcebuild, Build HiGHS (BUILD_HIGHS_VERSION=v1.4.1) from downloaded source (BUILD_HIGHS_GIT_REPO=https://github.com/ERGO-Code/HiGHS). proxqp-sourcebuild, Build PROXQP (BUILD_PROXQP_VERSION=v0.3.2) from downloaded source (BUILD_PROXQP_GIT_REPO=https://github.com/Simple-Robotics/proxsuite.git). osqp-sourcebuild, Build OSQP (BUILD_OSQP_VERSION=v0.6.2) from downloaded source (BUILD_OSQP_GIT_REPO=https://github.com/osqp/osqp.git). superscs-sourcebuild, Build SuperSCS (BUILD_SUPERSCS_VERSION=4d2d1bd03ed4cf93e684a880b233760ce34ca69c) from downloaded source (BUILD_SUPERSCS_GIT_REPO=https://github.com/jgillis/scs.git). bonmin-sourcebuild, Build BONMIN (BUILD_BONMIN_VERSION=releases/1.8.8) from downloaded source (BUILD_BONMIN_GIT_REPO=https://github.com/coin-or/Bonmin.git). ipopt-sourcebuild, Build IPOPT (BUILD_IPOPT_VERSION=3.14.11.mod) from downloaded source (BUILD_IPOPT_GIT_REPO=https://github.com/jgillis/Ipopt-1.git). cbc-sourcebuild, Build CBC (BUILD_CBC_VERSION=releases/2.10.6) from downloaded source. clp-sourcebuild, Build CLP (BUILD_CLP_VERSION=releases/1.17.7) from downloaded source (BUILD_CLP_GIT_REPO=https://github.com/coin-or/Clp.git). mumps-sourcebuild, Build MUMPS (BUILD_MUMPS_TP_VERSION=releases/3.0.2) from downloaded source (BUILD_MUMPS_TP_GIT_REPO=https://github.com/coin-or-tools/ThirdParty-Mumps.git). spral-sourcebuild, Build SPRAL (BUILD_SPRAL_VERSION=d385d2c9e858366d257cafaaf05760ffa6543e26) from downloaded source (BUILD_SPRAL_GIT_REPO=https://github.com/ralna/spral.git). metis-sourcebuild, Build METIS (BUILD_METIS_TP_VERSION=releases/2.0.0) from downloaded source. hpipm-sourcebuild, Build HPIPM (BUILD_HPIPM_VERSION=0e0c9f4e0d4081dceafa9b37c396db50bce0e81a) from downloaded source (BUILD_HPIPM_GIT_REPO=https://github.com/jgillis/hpipm.git). blasfeo-sourcebuild, Build BLASFEO (BUILD_BLASFEO_VERSION=edf92b396adddd9e548b9786f87ad290a0971329) from downloaded source (BUILD_BLASFEO_GIT_REPO=https://github.com/giaf/blasfeo.git). lapack-sourcebuild, Download and install OpenBLAS for LAPACK+BLAS eigen3-sourcebuild, Build Eigen (BUILD_EIGEN3_VERSION=3.4.0) from downloaded source (BUILD_EIGEN3_GIT_REPO=https://gitlab.com/libeigen/eigen.git). simde-sourcebuild, Build Simde (BUILD_SIMDE_VERSION=v0.7.2) from downloaded source (BUILD_SIMDE_GIT_REPO=https://github.com/simd-everywhere/simde.git). cplex-interface, Interface to the QP solver CPLEX. gurobi-interface, Interface to the (mixed-integer) QP solver GUROBI knitro-interface, Interface to the NLP solver KNITRO. snopt-interface, Interface to the NLP solver SNOPT. worhp-interface, Interface to the NLP solver Worhp (requires gfortran, gomp). lapack-interface, Interface to LAPACK. mumps-interface, Interface to MUMPS. spral-interface, Interface to SPRAL. coinutils-sourcebuild, Build COINUTILS (BUILD_COINUTILS_VERSION=releases/2.11.6) from downloaded source. osi-sourcebuild, Build OSI (BUILD_OSI_VERSION=releases/0.108.7) from downloaded source. clp-interface, Interface to the LP solver CLP. cgl-sourcebuild, Build CGL (BUILD_CGL_VERSION=releases/0.60.4) from downloaded source. cbc-interface, Interface to the LP solver CBC. ipopt-interface, Interface to the NLP solver Ipopt. bonmin-interface, Interface to the MINLP framework Bonmin. highs-interface, Interface to the MILP / QP solver HiGHS. proxqp-interface, Interface to QP solver PROXQP. ampl-interface, Interface to the AMPL solver library. 3.6.4 dynamic-loading, Support for import of FMI 2.0 binaries sundials-interface, Interface to the ODE/DAE integrator suite SUNDIALS. csparse-interface, Interface to the sparse direct linear solver CSparse. superscs-interface, Interface to QP solver SUPERSCS. osqp-interface, Interface to QP solver OSQP. tinyxml-interface, Interface to the XML parser TinyXML. qpoases-interface, Interface to the active-set QP solver qpOASES. blocksqp-interface, Interface to the NLP solver blockSQP. cplex-mockup-build, Use mockup CPLEX (BUILD_MOCKUPS_VERSION=v65) from downloaded source (BUILD_MOCKUPS_GIT_REPO=https://github.com/casadi/mockups.git). snopt-mockup-build, Use mockup SNOPT (BUILD_MOCKUPS_VERSION=v65) from downloaded source (BUILD_MOCKUPS_GIT_REPO=https://github.com/casadi/mockups.git). knitro-mockup-build, Use mockup KNITRO (BUILD_MOCKUPS_VERSION=v65) from downloaded source (BUILD_MOCKUPS_GIT_REPO=https://github.com/casadi/mockups.git). gurobi-mockup-build, Use mockup GUROBI (BUILD_MOCKUPS_VERSION=v65) from downloaded source (BUILD_MOCKUPS_GIT_REPO=https://github.com/casadi/mockups.git). worhp-mockup-build, Use mockup WORHP (BUILD_MOCKUPS_VERSION=v65) from downloaded source (BUILD_MOCKUPS_GIT_REPO=https://github.com/casadi/mockups.git). hsl-mockup-build, Use mockup WORHP (BUILD_MOCKUPS_VERSION=v65) from downloaded source (BUILD_MOCKUPS_GIT_REPO=https://github.com/casadi/mockups.git). alpaqa-sourcebuild, Build Alpaqa (BUILD_ALPAQA_VERSION=develop) from downloaded source (BUILD_ALPAQA_GIT_REPO=https://github.com/jgillis/alpaqa). highs-sourcebuild, Build HiGHS (BUILD_HIGHS_VERSION=v1.6.0) from downloaded source (BUILD_HIGHS_GIT_REPO=https://github.com/ERGO-Code/HiGHS). proxqp-sourcebuild, Build PROXQP (BUILD_PROXQP_VERSION=v0.3.2) from downloaded source (BUILD_PROXQP_GIT_REPO=https://github.com/Simple-Robotics/proxsuite.git). osqp-sourcebuild, Build OSQP (BUILD_OSQP_VERSION=v0.6.2) from downloaded source (BUILD_OSQP_GIT_REPO=https://github.com/osqp/osqp.git). superscs-sourcebuild, Build SuperSCS (BUILD_SUPERSCS_VERSION=4d2d1bd03ed4cf93e684a880b233760ce34ca69c) from downloaded source (BUILD_SUPERSCS_GIT_REPO=https://github.com/jgillis/scs.git). sleqp-sourcebuild, Build SLEQP (BUILD_SLEQP_VERSION=patch-1) from downloaded source (BUILD_SLEQP_GIT_REPO=https://github.com/jgillis/sleqp.git). bonmin-sourcebuild, Build BONMIN (BUILD_BONMIN_VERSION=releases/1.8.9) from downloaded source (BUILD_BONMIN_GIT_REPO=https://github.com/coin-or/Bonmin.git). ipopt-sourcebuild, Build IPOPT (BUILD_IPOPT_VERSION=3.14.11.mod) from downloaded source (BUILD_IPOPT_GIT_REPO=https://github.com/jgillis/Ipopt-1.git). cbc-sourcebuild, Build CBC (BUILD_CBC_VERSION=releases/2.10.11) from downloaded source. clp-sourcebuild, Build CLP (BUILD_CLP_VERSION=releases/1.17.9) from downloaded source (BUILD_CLP_GIT_REPO=https://github.com/coin-or/Clp.git). mumps-sourcebuild, Build MUMPS (BUILD_MUMPS_TP_VERSION=releases/3.0.2) from downloaded source (BUILD_MUMPS_TP_GIT_REPO=https://github.com/coin-or-tools/ThirdParty-Mumps.git). spral-sourcebuild, Build SPRAL (BUILD_SPRAL_VERSION=d385d2c9e858366d257cafaaf05760ffa6543e26) from downloaded source (BUILD_SPRAL_GIT_REPO=https://github.com/ralna/spral.git). metis-sourcebuild, Build METIS (BUILD_METIS_TP_VERSION=releases/2.0.0) from downloaded source. hpipm-sourcebuild, Build HPIPM (BUILD_HPIPM_VERSION=0e0c9f4e0d4081dceafa9b37c396db50bce0e81a) from downloaded source (BUILD_HPIPM_GIT_REPO=https://github.com/jgillis/hpipm.git). trlib-sourcebuild, Build TRLIB (BUILD_TRLIB_VERSION=c7632b8b14152e78bc21721a3bd1a2432586b824) from downloaded source (BUILD_TRLIB_GIT_REPO=https://github.com/jgillis/trlib.git). blasfeo-sourcebuild, Build BLASFEO (BUILD_BLASFEO_VERSION=edf92b396adddd9e548b9786f87ad290a0971329) from downloaded source (BUILD_BLASFEO_GIT_REPO=https://github.com/giaf/blasfeo.git). lapack-sourcebuild, Download and install OpenBLAS for LAPACK+BLAS eigen3-sourcebuild, Build Eigen (BUILD_EIGEN3_VERSION=3.4.0) from downloaded source (BUILD_EIGEN3_GIT_REPO=https://gitlab.com/libeigen/eigen.git). simde-sourcebuild, Build Simde (BUILD_SIMDE_VERSION=v0.7.2) from downloaded source (BUILD_SIMDE_GIT_REPO=https://github.com/simd-everywhere/simde.git). cplex-interface, Interface to the QP solver CPLEX. gurobi-interface, Interface to the (mixed-integer) QP solver GUROBI knitro-interface, Interface to the NLP solver KNITRO. snopt-interface, Interface to the NLP solver KNITRO. worhp-interface, Interface to the NLP solver Worhp (requires gfortran, gomp). lapack-interface, Interface to LAPACK. mumps-interface, Interface to MUMPS. spral-interface, Interface to SPRAL. coinutils-sourcebuild, Build COINUTILS (BUILD_COINUTILS_VERSION=releases/2.11.10) from downloaded source. osi-sourcebuild, Build OSI (BUILD_OSI_VERSION=releases/0.108.9) from downloaded source. clp-interface, Interface to the LP solver CLP. cgl-sourcebuild, Build CGL (BUILD_CGL_VERSION=releases/0.60.8) from downloaded source. cbc-interface, Interface to the LP solver CBC. ipopt-interface, Interface to the NLP solver Ipopt. bonmin-interface, Interface to the MINLP framework Bonmin. highs-interface, Interface to the MILP / QP solver HiGHS. sleqp-interface, Interface to the NLP solver SLEQP. alpaqa-interface, Interface to the NLP solver Alpaqa. proxqp-interface, Interface to QP solver PROXQP. ampl-interface, Interface to the AMPL solver library. Changes in 3.6.1 Various bugfixes and patches https://github.com/casadi/casadi/milestone/24?closed=1 breaking serialization of integrator is not compatible with 3.6.0 due to bugfixes git: master branch has been renamed to main, and has different semantics: it will be the branch where new features are added regularly before they become an official release. Latest official release is available as latest branch. Changes in 3.6.2 Various bugfixes and patches https://github.com/casadi/casadi/milestone/25?closed=1 breaking serialization of integrator is not compatible with 3.6.0 or 3.6.1 due to bugfixes Changes in 3.6.3 Various bugfixes and patches https://github.com/casadi/casadi/milestone/26?closed=1 Changes in 3.6.4 Various bugfixes and patches https://github.com/casadi/casadi/milestone/27?closed=1

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