ipopt-hs-0.4.2.0: 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.
- sparseness of derivatives isn't used
- no binding to sensitivity parts as-implemented in ipopt
- Ipoptexports most things you should need
- Ipopt.AnyRFrepresenting functions that can be differentiated
- Ipopt.NLPa EDSL for describing nonlinear programs
- Ipopt.Optionsa quasiquote for the solver's options
- Ipopt.PP
- Ipopt.Raw
- Nlopt