ACADO Toolkit
Toolkit for Automatic Control and Dynamic Optimization
...It provides a general framework for using a great variety of algorithms for direct optimal control, including model predictive control, state and parameter estimation and robust optimization. ACADO Toolkit is implemented as self-contained C++ code and comes along with user-friendly MATLAB interface. The object-oriented design allows for convenient coupling of existing optimization packages and for extending it with user-written optimization routines.