CasADi

CasADi is an open source program that was created using the C++ programming language, and was designed to help programmers solve complicated equations. It is a small algebra system that implements different approaches to solve many types of differential equations by using a mixture of numbers and symbols.

It has been designed to be a low level tool so that it performs quickly and will be very efficient at solving numerical algorithms. It will also optimize numerical systems and will do them dynamically by using different types of approaches. One of this approaches is by using a collocation method, which will solve differential and integral equations. Another way that it will do this is by using a shooting method, that will solve boundary problems by reducing it to the solution of the initial value problem (a differential equation with a specified value). It does this by using embedded ODE/DAE integrators.

CasADi will help you by calculating the relevant derivative or Ordinary Differential Equations (ODE's) /Differential Algebraic Equations (DAE's) to an arbitrary degree, which is needed for non-linear programming solvers. Most of CasADi's features are compatible with C++, Python and Octave programming languages and will not affect the performance of the created application in any way: you will also be able to work with each language individually or with a combination of them.