SwitchTimeOpt.jl - Switching Time Optimization in Julia

SwitchTimeOpt.jl is a Julia package to easily define and efficiently solve switching time optimization (STO) problems for linear and nonlinear systems. SwitchTimeOpt.jl supports a wide variety of nonlinear solvers through MathProgBase.jl interface such as Ipopt, KNITRO, NLopt.

Citing this package

If you use SwitchTimeOpt.jl for published work, we encourage you to cite the following paper:

  author = {{Stellato}, B. and {Ober-Bl{\"o}baum}, S. and {Goulart}, P.~J.},
  title = "{Second-Order Switching Time Optimization for Switched Dynamical Systems}",
  journal = {ArXiv e-prints},
  archivePrefix = "arXiv",
  eprint = {1608.08597},
  primaryClass = "math.OC",
  keywords = {Mathematics - Optimization and Control},
  year = 2016,
  month = aug