I am trying to solve an automatic-control-like problem in Java (triple integrator dynamics with direct multiple shooting method). Since this needs to be numerically integrated the gradients of the objective function and constraints quickly become heavy to compute, why I am looking to AD libraries. I have been able to solve it with casADi and solver ipopt in Python so calling that from Java could be an option but it is not optimal.
I have been looking around for possible tools to solve this directly in Java though but have not found any clear options for auto-diff that are still being updated. Does anyone have experience with AD or using integration in optimization problems in Java? And what did you use? Both open-source and commercial software is of interest.
