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. We plan to publish it in early 2026. More information to follow soon. 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},
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}
}
@inproceedings{Buerger2020,
author = {B\"urger, A. and Zeile, C. and Hahn, M. and Altmann-Dieses, A. and Sager, S. and Diehl, M.},
title = {pycombina: An Open-Source Tool for Solving Combinatorial Approximation Problems arising in Mixed-Integer Optimal Control},
journal = {IFAC},
year = {2020},
volume = {53},
pages = {6502--6508},
doi = {10.1016/j.ifacol.2020.12.1799}
}
@article{Janka2016,
author = {Janka, D. and Kirches, C. and Sager, S. and W\"achter, A.},
title = {An {SR1/BFGS SQP} algorithm for nonconvex nonlinear programs with block-diagonal {H}essian matrix},
journal = {Mathematical {P}rogamming {C}omputation},
year = {2016},
volume = {8},
number = {4},
pages = {435--459},
doi = {10.1007/s12532-016-0101-2}
}