| IPOPT | Authors | Andreas Wächter
IBM T. J. Watson Research Center, P.O. Box 218, Yorktown Heights, NY 10598 E-mail: andreasw@watson.ibm.com Lorenz T. Biegler, Yi-Dong Lang, Arvind Raghunathan Department of Chemical Engineering Carnegie Mellon University 5000 Forbes Avenue Pittsburgh, PA 15213, USA Language
| FORTRAN 77
| Algorithm
| Primal-dual barrier algorithm
| Input Format
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| Modeling Languages link
| AMPL
| Commercial Status
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| Platform
| Any machine with a reasonable amount of memory and a Fortran compiler.
| Remarks
| IPOPT is a primal-dual barrier algorithm, solving a sequence of barrier problems. Search directions can be computed using a full-space or reduced space approach.
| Advantages of IPOPT include: Search directions can be computed in different ways, allowing to choose the most appropiate option Hessian approximation is considered by means of a multitude of options. The reduced system is solved by 5 approaches. The line search procedure is based on a number of alternative merit functions. The global convergence is guaranted by a filter based line search. References
| Andreas Wächter, "An Interior Point Algorithm for Large-Scale Nonlinear Optimization with Applications in Process
Engineering", Ph.D. thesis (January 2002)
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