IPOPT

Source: Wikipedia, the free encyclopedia.
Developer(s)Andreas Wächter, Carl Laird
Initial releaseAugust 26, 2005; 18 years ago (2005-08-26)
Stable release
3.14.16[1] / April 22, 2024; 7 days ago (2024-04-22)
Available inC++
LicenseEclipse Public License
Websitegithub.com/coin-or/Ipopt

IPOPT, short for "Interior Point OPTimizer, pronounced I-P-Opt", is a

nonlinear optimization
of continuous systems.

It is written in

interior point method, and uses line searches based on Filter methods (Fletcher and Leyffer
).

IPOPT can be called from various modeling environments: C, C++, Fortran, Java, R, Python, and others.[2]

IPOPT is part of the COIN-OR project.

IPOPT is designed to exploit 1st derivative (

BFGS update
.

IPOPT was originally developed[3] by Ph.D. student Andreas Wächter and Prof. Lorenz T. Biegler of the Department of Chemical Engineering at Carnegie Mellon University. Their work was recognized with the INFORMS Computing Society Prize in 2009.

Arvind Raghunathan later created an extension to IPOPT for

mixed-integer program can be recast as an MPEC, it may or may not be solvable with IPOPT-C. Solution of MINLPs (Mixed-Integer Nonlinear Programs) using IPOPT is still being explored.[5][6]

Carl Laird and Andreas Wächter are the developers of IPOPT 3.0, which is a re-implementation of IPOPT in C++. Wächter and Laird were awarded the 2011 J. H. Wilkinson Prize for Numerical Software for this development.

See also

References

  1. ^ "Github release page". GitHub.
  2. ^ "IPOPT Github repository". GitHub. COIN-OR Foundation. 26 April 2024. Retrieved 27 April 2024.
  3. S2CID 14183894
    .
  4. .
  5. ^ "CMU-IBM Open Source MINLP Project". Archived from the original on 2006-06-22.
  6. ^ "Bonmin". 27 October 2023.

External links


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