ipopt-hs: haskell binding to ipopt and nlopt including automatic differentiation

a haskell binding to the nonlinear programming solver Ipopt. Bindings to NLopt are also included.

installation

needs the c library ipopt installed. Also by default a binding to nlopt is included. Nlopt by default does not include shared libraries, which seems to be needed to run things from ghci (ie. you need to ./configure --enable-shared when building nlopt).

A embedded language, similar to the one provided by glpk-hs, is defined in Ipopt.NLP. The goal is to define problems at a level similar to other "algebraic modeling languages", but retain some of the safety and flexibility available in haskell. There is some overhead http://code.haskell.org/~aavogt/ipopt-hs/examples/bench.html but perhaps it is negligible for your uses.

Current limitations include:

• copying in every iteration happens between between Data.Vector.Storable and Data.Vector might be avoidable somehow. Currently it is done because AD needs a Traversable structure, but Storable vectors are not traversable. Note that there is a Numeric.AD.Mode.Forward.Double but as yet none for Vectors of Double

• sparseness of derivatives isn't used

• no binding to sensitivity parts as-implemented in ipopt

Modules

[Index]

Flags

Automatic Flags

Name	Description	Default
build_examples	build executable from examples/	Disabled
nlopt	also include nlopt bindings	Enabled

Use -f <flag> to enable a flag, or -f -<flag> to disable that flag. More info

Downloads

• ipopt-hs-0.5.1.0.tar.gz [browse] (Cabal source package)
• Package description (as included in the package)

Maintainer's Corner

Package maintainers

• AdamVogt

For package maintainers and hackage trustees

• edit package information

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