Ipopt is a a software package for large-scale nonlinear optimization.

NOTE: This is the pre-3.0 (Fortran) version of Ipopt. This version of Ipopt is no longer maintained and cannot be build anymore out-of-the-box. The project page for the new (C++) Ipopt 3.x version is https://github.com/coin-or/Ipopt.

IPOPT is an open source software package for large-scale nonlinear optimization (NLP). It can be used to solve optimization problems of the form

   min     f(x)
  x ∈ Rⁿ

s.t.       c(x) = 0
           x_L ≤  x   ≤ x_U

where x are the optimization variables (possibly with lower and upper bounds x_L and x_U), f(x) is the objective function, and c(x) are constraint functions. The functions f(x) and c(x) can be nonlinear. (Note that nonlinear inequality constraints can be formulated in the above statement using slack variables). IPOPT aims to find a local solution of such a problem.

The IPOPT distribution can be used to generate a library that can be linked to one's own FORTRAN or C code, as well as a solver executable for the AMPL modeling language. It also includes an interface to CUTEr. IPOPT can be used on Linux/UNIX platforms and Windows.

IPOPT is also available as NLP solver at the NEOS Server at Argonne National Laboratories. There you can submit and solve your AMPL and GAMS models online.

And to say it once technically: IPOPT implements an interior point line search filter method.

IPOPT is written in Fortran 77 (and a little bit of C) and is released as open source code under the Common Public License (CPL). It is available from the COIN-OR repository. You can obtain the source code from the branch stable/3.2 of the Ipopt repository at GitHub.

As open source software, the source code for IPOPT is provided without charge. You are free to use it, also for commercial purposes. You are also free to modify the source code (with the restriction that you need to make your changes public if you decide to distribute your version in any way, e.g. as an executable); for details see the LICENSE file. And we are certainly very keen on feedback from users, including contributions!

In order to compile IPOPT, certain third party code is required (such as some linear algebra routines, or the AMPL Solver Library). Those are available under different conditions/licenses.

We provide this program in the hope that it may be useful to others, and we would very much like to hear about your experience with it. If you found it helpful and are using it within our software, we would like to include you in our user list below.

Since a lot of time and effort has gone into IPOPT's development, please cite the following publication if you are using IPOPT for your own research:

A. Wächter 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 (preprint)

• Some more general information is available in the README file. Installation instructions are provided in the INSTALL file (or its short version QUICKINSTALL). A detailed documentation of the interface and algorithmic options is given in the README.IPOPT file. Also, some remarks on using IPOPT on Windows can be found in the README.Windows file. Finally, a table with the most important options is given below.
• If you are interested in the mathematical details of the algorithm, you may want to have a look at the above mentioned paper. Additional aspects of the method are described in this PhD thesis.
• There also exists a mailing list for the IPOPT project. Here we post announcements, and users can submit their comments, bug reports, questions etc. (Note: You need to subscribe to the mailing list before you can submit a message - this way we avoid that subscribers are overloaded by spam messages...)

The main author and project leader is Andreas Wächter. The other original authors are Lorenz T. Biegler, Yi-Dong Lang, and Arvind Raghunathan. A new C++ re-implementation is being developed by Andreas Wächter and Carl Laird.

Further contributors are:

• Dominique Orban (update of CUTEr interface)
• Krik Abbott (C-interface)

We are also very greatful for helpful feedback and comments from: Juan Arrieta, Hande Benson, Gerd Bürger, Andrew Conn, Antonio Flores, Sebastien Gros, Tobias Jockenhövel, Dieter Kraft, Carl Laird, Petros Mamales, Hans Mittelmann, Ned Nedialkov, Jorge Nocedal, Jorge Paloschi, Richard Waltz.

Yes, this is what we would like to know, too! :) So, if you are using it, please let us know!

Currently, IPOPT is/has been used in the following projects/products:

• other COIN-OR projects: NLPAPI and DFO
• several research projects in Larry Biegler's group at CMU, including one with Ipopt as optimization engine in the process simulator ROMeo^TM
• in the IBM-internal circuit tuning tool EinsTuner
• in ABB's Pulp and Paper Online Production Optimizer
• Tobias Jockenhövel's OptControlCentre
• by Ned Nedialkov in the context of solving Differential-Algebraic Equations
• at the Munich University of Applied Sciences (for the course on "Modeling, Simulation and Optimization" by Dieter Kraft)
• by Juan Arrieta, in the computation of optimal trajectories for spacecraft and related astronautics problems
• who/what did we forget? Let us know!

If you have any questions or comments please send a message to the mailing list. (Note: You need to subscribe to the mailing list before you can post a message.) However, note that the Fortran version is no longer maintained and compilation or execution problems are not fixed.

You can set options for IPOPT from AMPL using the

option ipopt_options 'option1=value1 option2=value2 ...';

command in your AMPL model. For example, if you want to set the maximal number of iterations to 1000, and want the problem to be solved to an accuracy of 1e-6, you would add

option ipopt_options 'imaxiter=1000 dtol=1e-6';

(Note: Even if you rename your AMPL solver executable, you still need to use the ipopt_options keyword.)

The following table describes some of the available options. If you are looking for more options, please consult the README.IPOPT file.

COPYRIGHT:

Copyright (C) 2002, 2004, 2005 Carnegie Mellon University, IBM, and others. All Rights Reserved. This code is published under the Common Public License.