Octave

The open-source alternative to Matlab

CasADi interface

CasADi is a symbolic framework for automatic differentiation and numeric optimization. Using the syntax of computer algebra systems, it implements automatic differentiation in forward and adjoint modes by means of a hybrid symbolic/numeric approach. The main purpose of the tool is to be a low-level tool for quick, yet highly efficient implementation of algorithms for numerical optimization.
CasADi
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