Rust Casadi Interface

This is an interface to CasADi functions of the form phi(u; p), where u is a decision variable and p a parameter.

• Using CasADi's MATLAB or Python interface, you may define a cost function
• We provide helper functions which generate C code for the given function and its Jacobian
• Then icasadi offers a convenient interface to the C code from Rust
• This is a no-std library which can be used on embedded devices
• And icasadi can be used in embedded numerical optimization modules written in Rust

This library is available on crates.io at https://crates.io/crates/icasadi

Code generation in Python

Coming very soon

Code generation in MATLAB

Here is an example of such a function (MATLAB example)

% File: matlab/example.m
nu = 10;                           % number of decision variables
np = 2;                            % number of parameters 

u = casadi.SX.sym('u', nu);        % decision variables
p = casadi.SX.sym('p', np);        % parameters

phi = (p'*p) * cos(sin(u))' * u;   % cost function phi(u; p)

We may then create C code for this function and its Jacobian using

[cost, grad_cost] = casadi_generate_c_code(u, p, phi);

This will create two functions:

• cost : which maps (u, p) to phi(u; p),
• grad_cost : the Jacobian matrix of phi with respect to u evaluated at (u, p)

Here is an example of use:

// File: main.rs
extern crate icasadi;

fn main() {
    let u = [1.0, 2.0, 3.0, -5.0, 1.0, 10.0, 14.0, 17.0, 3.0, 5.0];
    let p = [1.0, -1.0];

    let mut cost_value = 0.0;
    let mut jac = [0.0; 10];
    
    icasadi_cost(u, p, &phival);       // compute the cost
    icasadi_grad(u, p, cost_jacobian); // compute the Jacobian of the cost

    println!("cost value = {}", cost_value);
    println!("jacobian   = {:#?}", jac);
}

Compiling, Running, Testing

To build the project, run

$ cargo build

To compile the main function (main.rs), run

$ cargo run

To run the unit tests, do

$ cargo test