pyomo VS acados

Pyomo: We tried pyomo still using the same matrix representation as above (5-minutes timeslot interval), but still encountered the same difficulty of expressing program durations as constraint. I seem to not able to make a condition inside the constraint declaration such that if this matrix entry is 1, then do this operation.

Alternative: pyomo

I’m looking for something similar to Pyomo for Python. Something that connects on the backend to something like GLPK, CBC, IPOPT. Using Google, I’ve only been able to find a few linear programming libraries. If anyone could point me the right direction, it would be greatly appreciated!

Pyomo, it even has its own book. Additionally, CVXOPT focuses on convex optimization, PuLP on linear programming (it has lots of interfaces for other solvers).

There are some optimization modeling tools, Pulp andScipy are known for linear programming (LP) modeling, CVXOPT and Pyomo for quadratic programming (QP).

To rephrase this in math terms, you're looking for the least expensive possible path that covers every node in your yard. As for tools, if you don't mind programming in python, maybe try this: http://www.pyomo.org/.

For modelling libraries in general-purpose languages, Gurobi's python bindings have the best reputation. But of course Gurobi is very expensive (I have heard about $50k for a fully unrestricted license, plus $10k yearly for support). On the open-source side, besides Google's OR-Tools, there is Pyomo [1] and PuLP [2] in Python (as the article mentions). In Julia, there is JuMP [3], whose development community is extremely enthusiastic.

Traditionally, however, mathematical models were encoded in domain-specific languages. The most prominent one is AMPL [4] which is proprietary. The glpk [5] people have developed a very neat open source clone of AMPL: the GNU MathProg language. For a more modern take on AMPL-type modelling DSLs, look at ZIMPL [6], which is open source as well.

[1] http://www.pyomo.org/

[2] https://coin-or.github.io/pulp/

[3] https://jump.dev/JuMP.jl/stable/

[4] https://ampl.com

[5] https://www.gnu.org/software/glpk/

[6] https://zimpl.zib.de/

I would check out CasADi (specifically the opti framework) and or ACADOS. To code up a quick MPC in general is not hard, but to squeeze efficiency and exploit sparsity for good real-time performance is a little more involved and these tools really help with that.

Generally, nonlinear MPC uses either IPOPT (an interior point method) or sequential quadtraic programming based approaches (google GURBOI, qpoases, qrqp...). A good python framework is CasADi, or its sister project ACADOS. I think there is also a fair amount of literature on learning MPC cost functions from data you could probably find.

Thanks for the question! My background is in numerical optimization for optimal control. Projects like this https://github.com/acados/acados motivated the development of prometeo. It's mostly about solving optimization problems as fast as possible to make optimal decisions in real-time.

Look at Acados. I didn't use it with Octave, but according the readme it has a interface with Octave.