SHOOT software for indirect shooting(Available at http://www.cmap.polytechnique.fr/~martinon/codes.html .) Developed in Fortran9x since 2008 by P. Martinon, in collaboration with J. Gergaud (ENSEEIHT, Université de Toulouse), successor of the Simplicial software. The Shoot package implements an indirect method for optimal control problems and also includes a discrete continuation method. Main features include the handling of control switchings and singular arcs. This software intends to be as generic and easy to use as possible, and aims at solving real-life problems (e.g. trajectory optimization for space launchers). The second version of this software is under finalization, after a complete rewriting from scratch.
TOPAZE code for trajectory optimization. Developed in the framework of the PhD Thesis of J. Laurent-Varin, supported by CNES and ONERA. Implementation of an interior-point algorithm for multiarc trajectory optimization, with built-in refinement. Applied to several academic, launcher and reentry problems.
SOHJB code for second order HJB equations. Developped since 2004 in C++ for solving the stochastic HJB equations in dimension 2. The code is based on the Generalized Finite Differences, and includes a decomposition of the covariance matrices in elementary diffusions pointing towards grid points. The implementation is very fast and was mainly tested on academic examples.
Sparse HJB-Ultrabee. Developped in C++ for solving HJB equations in dimension 4. This code is based on the Ultra-Bee scheme and an efficient storage technique with sparse matrices. The code provides also optimal trajectories for target problems. A prelimenary version in Scilab was developped by N. Megdich. The current version is developped by O. Bokanowski, E. Cristiani and H. Zidani. A specific software dedicated to space problems is developped also in C++, in the framework of a contract with the CNES.