This repository has been forked from <https://github.com/matthias-k/cyipopt>. The setup.py script has been modified to work with the IPOPT distribution that can be installed from my Anaconda channel.

README for cyipopt

Ipopt (Interior Point OPTimizer, pronounced eye-pea-Opt) is a software package for large-scale nonlinear optimization.

cyipopt is a python wrapper around Ipopt. It enables using Ipopt from the comfort of the great Python scripting language.

Ipopt is available from the COIN-OR initiative, under the Eclipse Public License (EPL).

Usage

For simple cases where you do not need the full power of sparse and structured jacobians etc, cyipopt provides the function minimize_ipopt which has the same behaviour as scipy.optimize.minimize

from scipy.optimize import rosen, rosen_der
from ipopt import minimize_ipopt
x0 = [1.3, 0.7, 0.8, 1.9, 1.2]
res = minimize_ipopt(rosen, x0, jac=rosen_der)
print(res)

Installing

To install cyipopt you will need the following prerequisites:

• python 2.6+
• numpy
• scipy
• cython
• C/C++ compiler

The [Anaconda Python Distribution](https://www.continuum.io/why-anaconda) is one of the easiest ways to install python for Linux, Mac and Windows.

You will also need the binaries and header files of the Ipopt package. I recommend downloading the binaries especially as they include a version compiled against the MKL library.

Download the source files of cyipopt and update setup.py to point to the header files and binaries of the Ipopt package, if LD_LIBRARY_PATH and pkg_config are not setup to find ipopt on their own.

Then, execute:

python setup.py install

Docker container

The subdirectory docker contains a docker container with preinstalled ipopt and cyipopt. To build the container, cd into the docker directory and run make. Then you can start the container by:

docker run -it matthiask/ipopt /bin/bash

and either call ipopt directly or start a ipython shell and import ipopt.

Vagrant environment

The subdirectory vagrant contains a Vagrantfile that installs ipopt and cyipopt in OS provision. To build the environment, cd into the vagrant directory and run vagrant up (Requires that you have Vagrant+VirtualBox installed). Then you can access the system by:

vagrant ssh

and either call ipopt directly or start a python shell and import ipopt. Also, if you get source files <http://www.coin-or.org/download/binary/Ipopt/> of coinhsl and put it in the vagrant directory, the vagrant provision will detect and add them in the ipopt compiling process, and then you will have ma57, ma27, and other solvers available on ipopt binary (ma97 and mc68 were removed to avoid compilation errors).

Reading the docs

After installing:

cd doc
make html

Then, direct your browser to build/html/index.html.

Testing

You can test the installation by running the examples under the folder test\.

Conditions of use

cyipopt is open-source code released under the EPL license.

Contributing

For bug reports use the github issue tracker. You can also send wishes, comments, patches, etc. to matthias.kuemmerer@bethgelab.org