After updating to OSX 10.12, homebrew automatically upgraded my octave installation from 4.2.0 to 4.2.1. However, this version seems not to be supported by casadi-3.1.1:

error: sym: .../casadi-octave-v3.1.1/casadiMEX.mex: failed to load: 

dlopen(.../casadi-octave-v3.1.1/casadiMEX.mex, 10): Library not loaded: 
/usr/local/opt/octave/lib/octave/4.2.0/liboctinterp.4.dylib
  
  Referenced from: .../casadi-octave-v3.1.1/casadiMEX.mex
  Reason: image not found

I first tried to switch versions with brew switch, but I also needed to switch many dependencies of octave to an earlier version, and I'm not sure if that might break something else.