I don't know if qutip GRAPE does, but krotov has its own library based on qutip and can be implemented for open quantum systems
https://qucontrol.github.io/krotov/v1.0.0/01_overview.html in the examples you will find open lindblad dynamics
if you want to know more about the Krotov algorithm you can use the references in the library or for selfish self promotion reasons check this article
https://arxiv.org/abs/2207.00094 That being said, for most of optimal control algorithms even if not done you can adapt their readily done libraries by writing your open lindblad dynamics as a schrodinger equation with an effective non hermitian hamiltonian as done in the arxiv above (adapt your open dynamics to first order differential equations in Liouville space) and update your overlaps (inner products ) for the appropriate ones, if you want to do it in general then you can follow
https://arxiv.org/pdf/1312.0111.pdf and adapt you algorithm of choice to Liouville space