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.
Introduction
Ipopt (Interior Point OPTimizer, pronounced eye-pea-Opt) is a software package for large-scale nonlinear optimization. It is designed to find (local) solutions of mathematical optimization problems of the form
min f(x)
x in R^n
s.t. g_L <= g(x) <= g_U
x_L <= x <= x_U
where f(x): R^n --> R is the objective function, and
g(x): R^n --> R^m are the constraint functions. The vectors g_L
and g_U denote the lower and upper bounds on the constraints, and
the vectors x_L and x_U are the bounds on the variables x. The
functions f(x) and g(x) can be nonlinear and nonconvex, but should
be twice continuously differentiable. Note that equality constraints can
be formulated in the above formulation by setting the corresponding
components of g_L and g_U to the same value.
Ipopt is part of the COIN-OR Initiative.
Background
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 Andreas Wächter and Carl Laird. The COIN-OR project managers for Ipopt are Andreas Wächter und Stefan Vigerske.
The C++ version has first been released on Aug 26, 2005 as version 3.0.0. The previously released pre-3.0 Fortran version is no longer maintained.
The Ipopt distribution can be used to generate a library that can be linked to one's own C++, C, Fortran, or Java 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.
As open source software, the source code for Ipopt is provided without charge. You are free to use it, also for commercial purposes. You are also free to modify the source code (with the restriction that you need to make your changes public if you decide to distribute your version in any way, e.g. as an executable); for details see the EPL license. And we are certainly very keen on feedback from users, including contributions!
In order to compile Ipopt, certain third party code is required (such as some linear algebra routines). Those are available under different conditions/licenses.
Related Projects
COIN-OR/ADOL-C: Using Ipopt via C++ and automatic differentiation (examples).
COIN-OR/AIMMSlinks: Using Ipopt via AIMMS
COIN-OR/CppAD: Using Ipopt via C++ and automatic differentiation (example).
COIN-OR/GAMSlinks: Using Ipopt via GAMS
COIN-OR/Optimization Services: Using Ipopt via OS
APMonitor: MATLAB, Python, and Web Interface to Ipopt with APMonitor for Android, Linux, Mac, and Windows OS
CasADi: Using Ipopt in a symbolic framework for automatic differentiation and numeric optimization.
csipopt: Interfacing Ipopt from .NET languages such as C#, F# and Visual Basic.NET.
GEKKO: Python optimization suite with IPOPT: pip install gekko
JuMP: Algebraic modeling with automatic differentiation in Julia (low-level interface also available)
MADOPT: Light-weight C++ and Python modelling interfaces implementing expression building using operator overloading and automatic differentiation.
mexIPOPT: a rewrite of the MATLAB interface that is contained in Ipopt
OPTI Toolbox: Windows x86 + x64 MATLAB Interface, including binaries
pyipopt: Interfacing Ipopt from Python
sci-ipopt: Interfacing Ipopt from Scilab (a free MATLAB-like environment)
(this description is a stripped-down port of the official page)
