Home Software IPOPT: Software Package for Large-Scale Nonlinear Optimization

IPOPT: Software Package for Large-Scale Nonlinear Optimization

Introduction

Ipopt (Interior Point OPTimizer, pronounced I-P-Opt) is a software package for large-scale nonlinear optimization. Ipopt is written in C++ and is released as open source code under the Common Public License (CPL). It is available from the COIN-OR initiative. The code has been written by Carl Laird (Carnegie Mellon University) and Andreas Wachter (IBM's T.J. Watson Research Center), who is the COIN project leader for Ipopt.

Documentation

On the Ipopt home page you can find all the information you need to master this powerful software package. Online documentation, including instructions for downloading and installing Ipopt, is available here. It might also be helpful to consult the General Configuration and Installation Instructions for COIN projects. Make sure you visit the FAQ (Frequently Asked Questions) if you want to know more.

Using IPOPT through AMPL

AMPL is a comprehensive and powerful algebraic modeling language for linear and nonlinear optimization problems, in discrete or continuous variables. Using the AMPL solver executable is by far the easiest way to solve a problem with IPOPT. The user must simply formulate the problem in AMPL syntax, indicate to AMPL to use Ipopt, and solve the problem through the AMPL environment. Currently we have 1 full floating license of AMPL running at ESAT. A free student version for limited problem size is available from the AMPL website.
Besides extensive online literature and tutorials concerning AMPL, there is also an AMPL book which is available at ESAT. Please contact Paschalis Tsiaflakis (01.91) for more information.

Using IPOPT at ESAT

In order to invoke the 'ampl' command, your PATH needs to be modified as follows:

  • For bash users, add the following line at the bottom of the file ~/.bash_profile:
    source ~freeware/bash/bash_profile.ampl
  • For csh users, add the following line at the bottom of the file ~/.login:
    source ~freeware/login_ampl

Then log out and log in again. Now /software/ampl/bin should be in your PATH. The 'ampl' command can now be invoked from a shell to start the AMPL environment. Note that there is just one floating license. Just log in to do your work and then log out!

On this website there are some nice simple examples on how to use the AMPL modeling language to model your optimization problem. To test a simple AMPL/Ipopt example, download the following files in a directory: manuf.cmd, manuf.mod, manuf1.dat. Then open a shell, move to the directory where you downloaded the files and type the following:

> ampl
ampl: include manuf.cmd;
ampl: display Make;
ampl: display Store;
ampl: quit;

Contact

For further questions/problems on using AMPL/IPOPT at ESAT, please contact Paschalis Tsiaflakis.

Newsflash

Johan Suykens has been awarded an ERC Advanced Grant. 

The ERC Project is entitled "A-DATADRIVE-B: Advanced Data-Driven Black-box modelling" and will in the coming 5 years considerably reinforce the research of OPTEC's working group 2 on Data Driven Modelling, which is led by Johan Suykens. More info can be found on
http://www.kuleuven.be/research/erc/suykens.html

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