COOPT — a software package for optimal control of large-scale differential–algebraic equation systems

This paper describes the functionality and implementation of COOPT. This software package implements a direct method with modified multiple shooting type techniques for solving optimal control problems of large-scale differential–algebraic equation (DAE) systems. The basic approach in COOPT is to divide the original time interval into multiple shooting intervals, with the DAEs solved numerically on the subintervals at each optimization iteration. Continuity constraints are imposed across the subintervals. The resulting optimization problem is solved by sparse sequential quadratic programming (SQP) methods. Partial derivative matrices needed for the optimization are generated by DAE sensitivity software. The sensitivity equations to be solved are generated via automatic differentiation.