22 lines
825 B
Text
22 lines
825 B
Text
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Ipopt (Interior Point OPTimizer, pronounced eye-pea-Opt)
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is a software package for large-scale nonlinear optimization.
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It is designed to find (local) solutions of mathematical
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optimization problems of the form
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min_{x in R^n} f(x)
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s.t. g_L <= g(x) <= g_U
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x_L <= x <= x_U
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where f(x): R^n --> R is the objective function,
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and g(x): R^n --> R^m are the constraint functions.
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The vectors g_L and g_U denote the lower and upper bounds on the
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constraints, and the vectors x_L and x_U are the bounds on the
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variables x. The functions f(x) and g(x) can be nonlinear and
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nonconvex, but should be twice continuously differentiable.
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Note that equality constraints can be formulated in the above
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formulation by setting the corresponding components of g_L and
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g_U to the same value.
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Ipopt is part of the COIN-OR Initiative.
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