[Ipopt] windows binary of sIPOPT

[Hans Pirnay]

Hi Novalio,

> I would like to know if windows binary of sIPOT is available for download in
> internet or not. I have zero experience in compiling C/C++ code on windows.
> I just want to have a try and see how it can be used in my work. What I need
> this time are:

there are no sIPOPT binaries available for download. However, sIPOPT
is a library (and an AMPL executable) that link against the Ipopt
library. The biggest difficulty in compiling Ipopt on Windows systems
are the Fortran libraries. If you have Ipopt working, this problem has
been solved already, and compiling sIPOPT should not be a big deal.

>
> 1. sensitivity factor of objective function with respect to a variable
> change.
> 2. sensitivity factor of constraint function with respect to a variable
> change.

What exactly do you mean by sensitivity factor?

sIPOPT treats problems of the form

min_x f(x,p)
s.t. c(x,p) = 0
x>=0

where x are decision variables and p are parameters, which are fixed
for the run of the optimization problem.
sIpopt then aides in computing several things, among them

- the sensitivity of the decision variables w.r.t. the parameters   dx/dp
- given a nominal solution x(p_0), compute x(p) for small |p-p_0|

There is a paper describing the capabilities of sIPOPT at
http://www.optimization-online.org/DB_HTML/2011/04/3008.html

Also note that sIpopt has recently been re-implemented from scratch.
The code can be found at
https://github.com/athrpf/sipopt2
this new code introduces parameters explicitly into Ipopt. If you are
seriously considering using sIPOPT, you should look into the new
version. Among many other technical advantages, its AMPL interface is
much easier to use.

Hope this helps
Hans Pirnay