18 | | 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}}}. |
| 18 | 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. |
| 19 | |
| 20 | ------------- |
| 21 | |
| 22 | == Background == |
| 23 | |
| 24 | Ipopt is written in C++ and is released as open source code under the [http://www.opensource.org/licenses/cpl.php Common Public License (CPL)]. It is available from the [http://www.coin-or.org/ COIN-OR initiative]. You can obtain it either via subversion or in form of nightly generated tarballs. Individual files can also be obtained from the svn web interface (see the "Browse Ticket" button above). A Matlab interface is currently being developed (monitor [http://www.andrew.cmu.edu/user/steinhau/Research/mex-interfaces.html this]). |
| 25 | |
| 26 | 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 CPL license. And we are certainly very keen on feedback from users, including contributions! |
| 27 | |
| 28 | In order to compile Ipopt, certain third party code is required (such as some linear algebra routines, or the AMPL Solver Library). Those are available under different conditions/licenses. |
| 29 | |
| 30 | We provide this program in the hope that it may be useful to others, and we would very much like to hear about your experience with it. If you found it helpful and are using it within our software, we encourage you to add your feedback to these wiki-based webpages, [wiki:SuccessStories Success Stories]. |
| 31 | |
| 32 | Since a lot of time and effort has gone into Ipopt's development, please cite the following publication if you are using Ipopt for your own research: |
| 33 | |
| 34 | A. Wächter and L. T. Biegler, On the Implementation of a Primal-Dual Interior Point Filter Line Search Algorithm for Large-Scale Nonlinear Programming, Research Report, IBM T. J. Watson Research Center, Yorktown, USA, (March 2004 - accepted for publication in Mathematical Programming) |
| 35 | |
| 36 | ------------- |
| 37 | |
| 38 | == Documentation == |
| 39 | |
| 40 | This is a new version of code that has been previously released as Fortran code (see |
| 41 | [http://www.coin-or.org/Ipopt/ipopt-fortran.html Home Page for pre-3.0 version of Ipopt (Fortran Version)]). This new version has been released on Aug 26, 2005, and these webpages are still being updated. |
| 42 | |
| 43 | Online documentation, including instructions downloading and installing Ipopt, are is available at [http://www.coin-or.org/Ipopt/documentation/ http://www.coin-or.org/Ipopt/documentation/]. A PDF version of this documentation can be downloaded [http://projects.coin-or.org/Ipopt/file/trunk/Docs/documentation.pdf?&format=raw here]. |
| 44 | |
| 45 | Make sure you visit the [wiki:FAQ FAQ (Frequently Asked Questions)] if you want to know more. |