OpEn: Code Generation for Embedded Nonconvex Optimization

Understand

We present Optimization Engine (OpEn): an open-source code generation tool for real-time embedded nonconvex optimization, which implements a novel numerical method.

• OpEn combines the proximal averaged Newton-type method for optimal control (PANOC) with the penalty and augmented Lagrangian methods to compute approximate stationary points of nonconvex problems.
• The proposed method involves very simple algebraic operations such as vector products, has a low memory footprint and exhibits very good convergence properties that allow the solution of nonconvex problems on embedded devices.
• OpEn's core solver is written is Rust - a modern, high-performance, memory-safe and thread-safe systems programming language - while users can call it from Python, MATLAB, C, C++ or over a TCP socket.