Machine learning and optimization for dynamic systems
Project description
GEKKO is a python package for machine learning and optimization, specializing in dynamic optimization of differential algebraic equations (DAE) systems. GEKKO provides a user-friendly interface to the powerful APMonitor optimization suite on the back end. It is coupled with large-scale solvers for linear, quadratic, nonlinear, and mixed integer programming (LP, QP, NLP, MILP, MINLP). Capabilities include machine learning, discrete or continuous models, real-time optimization, simulation, moving horizon estimation, and nonlinear predictive control.
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