Nonlinear Programming Packages

IPOPT Authors Andreas Wächter
IBM T. J. Watson Research Center,
P.O. Box 218,
Yorktown Heights, NY 10598
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  
Modeling Languages link AMPL
Commercial Status  
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)