Ipopt - Software package for large-scale nonlinear optimization
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Ipopt (Interior Point OPTimizer, pronounced eye-pea-Opt) is a software
package for large-scale nonlinear optimization.
Ipopt is written in C++ and is released as open source code under the
Eclipse Public License (EPL). It is available from the COIN-OR
initiative. The code has been written by Carl Laird and Andreas Wchter,
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.
An excellent reference for this library can be found in:
Wachter 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
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Install Ipopt txz package:
# pkg install Ipopt