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

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for large scale nonlinear optimization of continuous systems. It is written in C++ (after migrating from Fortran and C) and is released under the EPL (formerly CPL). IPOPT implements a primal-dual 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 Java is one of the Greater Sunda Islands in Indonesia. It is bordered by the Indian Ocean to the south and the Java Sea (a part of Pacific Ocean) to the north. With a population of 156.9 million people (including Madura) in mid 2024, proje ...

, R, Python, and others. IPOPT is part of the COIN-OR project. IPOPT is designed to exploit 1st derivative ( gradient) and 2nd derivative ( Hessian) information if provided (usually via automatic differentiation routines in modeling environments such as

AMPL AMPL (A Mathematical Programming Language) is an algebraic modeling language to describe and solve high-complexity problems for large-scale mathematical computing (e.g. large-scale optimization and scheduling-type problems). It was developed ...

). If no Hessians are provided, IPOPT will approximate them using a quasi-Newton methods, specifically a BFGS update. IPOPT was originally developed by Ph.D. studen
Andreas Wächter
and Prof
Lorenz T. Biegler
of the Department of Chemical Engineering at

Carnegie Mellon University Carnegie Mellon University (CMU) is a private research university in Pittsburgh, Pennsylvania, United States. The institution was established in 1900 by Andrew Carnegie as the Carnegie Technical Schools. In 1912, it became the Carnegie Institu ...

. Their work was recognized with th
INFORMS Computing Society Prize
in 2009. Arvind Raghunathan later created an extension to IPOPT for Mathematical programming with equilibrium constraints (MPEC). This version of IPOPT is generally known as IPOPT-C (with the 'C' standing for 'complementarity'). While in theory any 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.
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.

References

External links

IPOPT home page
Numerical software Mathematical optimization software Optimization algorithms and methods {{Compu-library-stub

See also

References

External links