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[General] OptimalControl #20

@ocots

Description

@ocots
  • Add a directory optimalcontrol.
  • Put all solve methods with an ocp in this directory.
  • Sparsity pattern to handle for ADNLPModeler.
  • Add solve function with default values and another one with description system, with modeler_options in the keyword arguments.
  • Finalize adding all pre-existing options.
  • [ ] Handle some modifications of status for the solution: see here. It will be handled in CTDirect.
  • Add tests with max problem. Not necessarily in optimalcontrol directory.
  • Options handling: if an option is given but not existing, make warning or an error and propose the two or three closest options. This implies that we know the options names. The best would be to have access to a getter of the list of options.
  • Make a documentation page for the solve inspired by the existing one.

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