May 26, 2018

Software package for large-scale nonlinear optimization

Ipopt Interior Point OPTimizer, pronounced eye-pea-Opt is a software package for large-scale nonlinear optimization.

Ipopt is written in C++ and is released as open source code under the Eclipse Public License EPL. It is available from the COIN-OR initiative. The code has been written by Carl Laird and Andreas Wchter, who is the COIN project leader for Ipopt.

The Ipopt distribution can be used to generate a library that can be linked to one’s own C++, C, or Fortran code, as well as a solver executable for the AMPL modeling environment. The package includes interfaces to CUTEr optimization testing environment, as well as the MATLAB and R programming environments. IPOPT can be used on Linux/UNIX, Mac OS X and Windows platforms.

An excellent reference for this library can be found in

Wachter and L. T. Biegler, On the Implementation of a Primal-Dual Interior Point Filter Line Search Algorithm for Large-Scale Nonlinear Programming, Mathematical Programming 1061, pp. 25-57, 2006

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