| 5 | Ipopt ('''I'''nterior '''P'''oint '''OPT'''imizer, pronounced I-P-Opt) is a software package for large-scale nonlinear optimization. It is designed to find (local) solutions of mathematical optimization problems of the from |

| 6 | |

| 7 | {{{ |

| 8 | min f(x) |

| 9 | x in R^n |

| 10 | |

| 11 | s.t. g_L <= g(x) <= g_U |

| 12 | x_L <= x <= x_U |

| 13 | }}} |

| 14 | where |

| 15 | {{{ f(x): R^n --> R }}} |

| 16 | is the objective function, and |

| 17 | {{{ g(x): R^n --> R^m }}} |

| 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}}}. |

| 19 | |

| 20 | ------------- |

| 21 | |