Ipopt (Interior Point OPTimizer, pronounced I-P-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.

• Eugeny A. Rostovtsev (REAL)

• ipopt
• ipopt-examples
• libipopt
• libipopt-devel
• libipopt-devel-doc