We have started the open source project Corleone.jl. It allows an efficient solution of parameter estimation, optimal control, and optimal experimental design problems for dynamic processes described by universal differential equations in julia. With full support of adaptive integrators, forward and backwards automatic differentiation, multiple shooting, various nonlinear programming solvers, and more. Below is a list of related and preparatory work.
The development has been receiving support and funding from the BASF, the DFG Research Training Group 2297 Mathematical Complexity Reduction, the EU-supported Excellence Programme of Sachsen-Anhalt, and the IMPRS Advanced Methods in Process and Systems Engineering. This is gratefully acknowledged.
Selected publications
@software{Hahn2025,
author = {Hahn, Mirko},
title = {mirhahn/pycoimset},
publisher = {Zenodo},
year = {2025},
url = {https://github.com/mirhahn/pycoimset},
doi = {10.5281/zenodo.14726148}
}
@misc{Martensen2024b,
author = {Martensen, C.J. and Plate, C. and Sager, S.},
title = {dynamicOED.jl},
journal = {GitHub repository},
publisher = {GitHub},
year = {2024},
url = {https://github.com/mathopt/DynamicOED.jl}
}
@article{Martensen2024c,
author = {Martensen, Carl Julius and Plate, Christoph and Sager, Sebastian},
title = {DynamicOED.jl: A Julia package for solving optimum experimental design problems},
journal = {Journal of Open Source Software},
publisher = {The Open Journal},
year = {2024},
volume = {9},
number = {98},
pages = {6605},
doi = {10.21105/joss.06605}
}
@misc{secondorderpoc,
author = {Plate, C. and Sager, S. and Tetschke, M.},
title = {SecondOrderPOC.jl},
journal = {GitHub repository},
publisher = {GitHub},
year = {2024},
url = {https://github.com/chplate/SecondOrderPOC.jl}
}
@article{Buerger2020,
author = {B\"urger, Adrian and Zeile, Clemens and Hahn, Mirko and Altmann-Dieses, Angelika and Sager, Sebastian and Diehl, Moritz},
title = {pycombina: An Open-Source Tool for Solving Combinatorial Approximation Problems arising in Mixed-Integer Optimal Control},
journal = {IFAC-PapersOnLine},
publisher = {Elsevier BV},
year = {2020},
volume = {53},
number = {2},
pages = {6502--6508},
doi = {10.1016/j.ifacol.2020.12.1799}
}
@article{Janka2016,
author = {Janka, Dennis and Kirches, Christian and Sager, Sebastian and W\"achter, Andreas},
title = {An {SR1/BFGS SQP} algorithm for nonconvex nonlinear programs with block-diagonal {H}essian matrix},
journal = {Mathematical Programming Computation},
publisher = {Springer Science and Business Media LLC},
year = {2016},
volume = {8},
number = {4},
pages = {435--459},
doi = {10.1007/s12532-016-0101-2}
}