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