OCPID-DAE1 is designed to solve optimal control problems and parameter identification problems subject to ordinary differential equations and differential algebraic equations, control and state constraints, and boundary conditions. It implements a direct multiple shooting method.
The sqpfiltertoolbox implements different sequential-quadratic and sequential-linear programming methods for general nonlinear optimization problems. The user can choose from different line-search strategies with merit functions or filter techniques to achieve convergence from arbitrary starting points. Derivatives can be provided by the user or are approximated automatically by finite difference approximations. The code is designed for small-scale to medium-scale dense problems.