IPOPT (Interior Point Optimizer, pronounced ‘’Eye-Pea-Opt’‘) is an open source software package for large-scale nonlinear optimization. It is designed to find (local) solutions of mathematical optimization problems of the from
subject to
Where are the optimization variables (possibly with upper an lower bounds), is the objective function and are the general nonlinear constraints. The constraints, , have lower and upper bounds. Note that equality constraints can be specified by setting .
cyipopt is a python wrapper around Ipopt. It enables using Ipopt from the comfort of the Python scripting language. cyipopt is available under the EPL (Eclipse Public License) open-source license.
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