I am trying to set up and solve a large (10/20 control variables, and approx 20,000 state variables following ODE constraints) optimal control problem with non-linear constraints in Julia using the IPOPT solver. Is there a package that allows me to implement large optimal control problems easily? I am currently using JuMP.jl for a toy version of the problem with roughly 20 constraints, which is manageable. Moving to the larger problem seems like it might be quite cumbersome though

JuliaSimâ€™s Control module is being designed precisely for large-scale nonlinear control problems. Details can be found in the documentation:

Fantastic, thank you so much!