First of all → thank you authors for such a great tool. The best think I like about it → that you develop software directly with python interface.
I’m using acados Simulator with Python together with code from GitHub - FreyJo/casados-integrators to use in my parameter estimation problem. So far, I was able to replace idas with acados and solve optimization problem with ipopt.
My question is: does acados generate S_adj for “z” variable? If yes: how can I get that information via Python interface. If not: would be interesting to know why.
I am happy to hear that you like acados and are using the newly developed casados integrators
Indeed adjoint sensitivities for z are not implemented in the acados integrators internally, but you can easily get them by multiplying with your seed.
The forward sensitivities of z are available and called S_algebraic, see: Python Interface — acados documentation
Note that the z values and sensitivities are reported at the initial time.
This is because they are used like that in the acados SQP-type algorithm.