|Version 74 (modified by andreasw, 3 years ago) (diff)|
Welcome to the Ipopt home page
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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 from
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 written in C++ and is released as open source code under the Common Public License (CPL). It is available from the COIN-OR initiative. The code has been written by Carl Laird and Andreas Wächter, 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.
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!
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.
If you want to learn more about Ipopt, you can find references in the "Papers about Ipopt" section here.
Download Ipopt (source tarballs). You can also obtain the Ipopt code via Subversion. Please refer to the documentation and the General Configuration and Installation Instructions for COIN projects.
Individual files can also be obtained from the svn web interface (see the "Browse Source" button above).
Please make sure you read the current issues page before you try to install Ipopt.
Please Cite Us
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, Success Stories.
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:
- Wächter and L. T. Biegler, On the Implementation of a Primal-Dual Interior Point Filter Line Search Algorithm for Large-Scale Nonlinear Programming, Mathematical Programming 106(1), pp. 25-57, 2006
This is a new version of code that has been previously released as Fortran code (see Home Page for pre-3.0 version of Ipopt (Fortran Version)). The new C++ version has first been released on Aug 26, 2005 as version 3.0.0.
- Online documentation, including instructions for downloading and installing Ipopt, is available at http://www.coin-or.org/Ipopt/documentation/.
- A PDF version of this documentation can be downloaded here.
- A short Ipopt tutorial is available here.
- It might also be helpful to consult the General Configuration and Installation Instructions for COIN projects.
- Instructions specific to the MATLAB interface can be found at the Matlab interface page.
- Instructions specific to the R interface are in the Ipopt/contrib/RInterface/inst/doc/ipoptr.pdf document or at this website.
- Instructions specific to the Java interface can be found at the Java interface page (under construction).
- Related project pyipopt for linking IPOPT with Python.
- Related project csipopt for accessing Ipopt from .NET languages such as C#, F# and Visual Basic.NET.
We have also a mailing list where you can subscribe to get notifications about updates and to post questions and comments regarding Ipopt. If you believe you found a bug in the code, please use the bug report system (see the View Tickets and New Ticket tabs on put of this page); please include as much information as possible, and if possible some (ideally simple) example code so that we can reproduce the error. Note that you will have to log in first, as described here.
Make sure you visit the FAQ (Frequently Asked Questions) if you want to know more.