IPOpt is a library dedicated to non linear constrained optimization.
It can solve problems with sparse Gradient, Sparse Jacobian.
IpOpt is currently developped in the COIN-OR project (http://www.coin-or.org).
IPOpt is a C++ set of classes.
The current module provides the following functions :
- ipopt : Scilab interface to the IPOpt optimizer
The module has the following features :
- Manages nonlinearily constrained optimization problems.
- Manages the sparsity pattern of the gradient of the constraints.
- Manages the sparsity pattern of the Hessian of the Lagrangian.
- Manages the linearity of the variables, of the constraints
- Uses Mumps as the sparse solver.
- Manages functions provided as macros, or as compiled externals (Fortran or C).
- 2008 - Yann Collette
- 2009-2010 - Consortium Scilab - Digiteo - Yann Collette
- 2010 - Consortium Scilab - Digiteo - Michael Baudin
This toolbox is released under the CeCILL_V2 licence :