[Coin-ipopt] Wrapper SciPy Ipopt

Nils Wagner nwagner at iam.uni-stuttgart.de
Sat May 5 06:17:33 EDT 2007


Hi all,

I am wondering if there exists a SciPy interface to Ipopt.
See http://www.scipy.org for details.

Scipy comes with a collection of general-purpose 
optimization routines such as

fmin        --  Nelder-Mead Simplex algorithm
                          (uses only function calls)
fmin_powell --  Powell's (modified) level set method (uses 
only
                          function calls)
fmin_cg     --  Non-linear (Polak-Ribiere) conjugate 
gradient algorithm(can use function and gradient).

fmin_bfgs   --  Quasi-Newton method 
(Broydon-Fletcher-Goldfarb-Shanno);(can use function and 
gradient)

fmin_ncg    --  Line-search Newton Conjugate Gradient (can 
use function, gradient and Hessian).

leastsq     --  Minimize the sum of squares of M equations 
in N unknowns given a starting estimate.


Constrained Optimizers (multivariate)

fmin_l_bfgs_b -- Zhu, Byrd, and Nocedal's L-BFGS-B 
constrained optimizer
(if you use this please quote their papers -- see help)

fmin_tnc      -- Truncated Newton Code originally written 
by Stephen Nash and adapted to C by Jean-Sebastien Roy.

fmin_cobyla   -- Constrained Optimization BY Linear 
approximation


Global Optimizers

anneal      --  Simulated Annealing
brute       --  Brute force searching optimizer

  
Nils



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