OpenDiscreteDynamicProgrammingTemplate uses second order optimization and neural networks to find optimal constrained parameters for discrete controls, replacing Hessian with directional derivatives and backpropagation for digital filters.

OpenDDPT employs a innovative non-convex second-order optimization tool-box that replaces the hessian structure, which has heavy memory storage and an expensive computational-cost, with directional-derivatives. This reduces the computational cost of the second order information by one order without approximation. Furthermore, the software utilizes an extended form of the back-propagation rule used for neural-networks to find control's local information such as gradient and its directional derivative.
This new extended form is capable of performing not only weighted-sum and sigmoidal saturations but also multiplication, addition, time-delay, and any non-linearity. Additionally, it can be used as a generic expression for realizing any non-linear discrete time control device. With the ability to describe any real device, such as electronic circuits, automatic controls, and electro-magnetic wave emissions, OpenDDPT offers a powerful tool to assist individuals in creating control devices with ease.
Version 0.3.2: N/A