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Diffstat (limited to 'libraries/Ipopt/README')
| -rw-r--r-- | libraries/Ipopt/README | 20 |
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diff --git a/libraries/Ipopt/README b/libraries/Ipopt/README new file mode 100644 index 0000000000..8e546eaa1f --- /dev/null +++ b/libraries/Ipopt/README @@ -0,0 +1,20 @@ +Ipopt (Interior Point OPTimizer, pronounced eye-pea-Opt) + +Ipopt (Interior Point OPTimizer, pronounced eye-pea-Opt) is a software +package for large-scale, nonlinear optimization. It is designed to find +(local) solutions of mathematical optimization problems in the form: + + min f(x) +x in R^n + +s.t. g_L <= g(x) <= g_U + x_L <= x <= x_U + +where f(x): R^n --> R is the objective function, and g(x): R^n --> R^m +are the constraint functions. The vectors g_L and g_U denote the lower +and upper bounds on the constraints, and the vectors x_L and x_U are +the bounds on the variables x. The functions f(x) and g(x) can be +nonlinear and nonconvex, but should be twice continuously +differentiable. Note that equality constraints can be formulated in +the above formulation by setting the corresponding components of g_L +and g_U to the same value. |