nosnoc

nosnoc is a tool for numerically solving optimal control problems with nonsmooth dynamical systems with switches and/or state jumps. It supports:

  1. Automatic discretization via the FESD method - high accuracy and correct sensitivities. Note that classical time-stepping methods only have first-order accuracy and wrong sensitivities even when they appear to be differentiable.

  2. Automatic reformulations of systems with state jumps (e.g. contact problems) via time-freezing into Filippov systems/PSS. (enables high accuracy even for systems with state jumps)

  3. Solving the nonsmooth nonlinear programs via homotopy methods. Enables the use of off-the-shelf solvers like IPOPT and SNOPT.

nosnoc relies on the recently introduced Finite Elements with Switch Detection (FESD) which enables high accuracy optimal control of systems with switches and jumps. It enables the treatment of a broad class of nonsmooth systems in a unified way.

nosnoc offers several ways to treat switched systems, piecewise smooth systems, Filippov systems, hybrid systems, rigid body models with impacts and friction in simulation, and optimal control. It discretizes a Dynamic Complementarity System (DCS) with the FESD method and solves the resulting mathematical program with complementarity constraints (MPCCs). The MPCCs are solved in a homotopy loop with a standard solver like IPOPT or SNOPT. The user may directly provide a DCS or define the different modes of a Filippov system and the reformulation is automated.

The package is based on CasADi. It has both a MATLAB and python version, the source code can be found at: