JuMP: Constraint with a huge expression

Specific Domains Optimization (Mathematical)
24

Thanks @tmigot for pointing towards OptimalControl.jl / control-toolbox

@A_C Interesting to see converging efforts for numerical optimal control in Julia :+1:t4: About the points you raised:

  • not sure about what you mean by multiple phases, but problems with several dynamics can easily be patched using the current framework
  • mesh refinement: not a top priority but, yes, there have been collocation schemes with mesh refinement available for a while, would be nice to include this kind of solver, e.g. for BVPs
  • not sure either about what you mean by scaling, but it is true that the direct part currently based on ADNLModels.jl - that very nicely fits our needs - needs performance improvement for large problems.

PS. @odow Great job with function tracing: wasn’t aware of that in JuMP, this is a welcome improvement to allow pure Julia code to be used :pray:t4:

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