[Ipopt] cyipopt - New python interface to Ipopt written in Cython
Amit Aides
amitibo at techunix.technion.ac.il
Tue Sep 27 16:27:49 EDT 2011
Hello,
I have written a new python wrapper for Ipopt. It is called cyipopt and
can be downloaded from:
http://code.google.com/p/cyipopt/
It is similar to pyipopt. Likewise it makes use of the Ipopt C
interface. But it uses a different calling convention, more similar to
the Matlab interface. I include two examples under the folder 'test'.
One is the classic hs071 problem and the other one is a translation of
the lasso example from the Matlab interface. The matplotlib package is
needed for running the lasso example.
Another difference is that it is written using Cython, which makes it
much easier to develop and maintain. It also enables the implementation
of some convenience features, e.g. if no jacobian/hessian structure
callbacks are defined than the jacobian/hessian are assumed to be dense.
Other convenience examples are:
1) It figures out the number of non zero values by calling the structure
callbacks.
2) Missing boundaries (on the optimization variables and constraints)
are set to infinity.
It is also possible to add support for scipy.sparse matrices if needed.
I have tested cyipopt on Win 7 32/64 bit. I will be happy to know if
someone is able to use it on linux machines.
I will appreciate any feedback: bugs, feature requests etc.
Thank you,
Amit Aides
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