SUNDIALS2Matlab

practical numerical optimization Heidelberg ( Matlab integration of SUNDIALS )

Instalation!

This project requires CasADi framework which can be taken from here: https://web.casadi.org/get/ The CasADi folder must be placed inside SUNDIALS2Matlab folder.

NOTE: This is an initial description of the interface. I will extend the number of needed functions over time. But i guess the description below enables you to start the implementation. The names of the functions are not very precise; maybe you have a better idea...

Dynamical System Description

$$ \dot{x}(t) = f(t, x(t), q, p) \\ x(t_0) =x_0 $$

• $t$ time
• $x$ differential states
• $q$ control( constant)
• $p$ parameter

Calling Convention for Matlab Functions

All functions are called with on input argument inp and return one output argument outp. So all function calls have the header function outp = functionname(inp). Not all input attributes are always needed and not alle output attributes are always computed

The input has the following attributes:

• inp.thoriz -- integration horizon in the form [$t_0$ $t_f$]
• inp.sd -- initial value for differential states $x_0$
• inp.sa -- initial value for algebraic stats (not used right now)
• inp.q -- constant control for integration horizon
• inp.p -- local parameters
• inp.sensdirs -- sensitivity directions in form of matrix
• inp.lambda -- adjoint sensitivity direction

The output has the following attributes:

• outp.x -- solution of ode at $t_f$
• outp.G -- sensitivities with respect to $x_0$ and $q$