ipopt-hs: haskell binding to ipopt and nlopt including automatic differentiation

[ bsd3, library, math, numeric, optimisation ] [ Propose Tags ]

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. Note that there is a Numeric.AD.Mode.Forward.Double but as yet none for Vectors of Double

  • sparseness of derivatives isn't used

  • no binding to sensitivity parts as-implemented in ipopt

Flags

Automatic Flags
NameDescriptionDefault
build_examples

build executable from examples/

Disabled
nlopt

also include nlopt bindings

Enabled

Use -f <flag> to enable a flag, or -f -<flag> to disable that flag. More info

Downloads

Maintainer's Corner

For package maintainers and hackage trustees

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Versions [RSS] 0.0.0.0, 0.2.0.0, 0.3.0.0, 0.4.0.0, 0.4.0.1, 0.4.2.0, 0.5.0.0, 0.5.1.0
Change log ChangeLog.md
Dependencies ad (>=4.2), ansi-wl-pprint (>=0.6.7), base (<5), containers (<0.6), criterion, ipopt-hs, lens (>=3.7 && <5), linear, mtl (>=2 && <3), random-shuffle, Rlang-QQ, splines, template-haskell, uu-parsinglib (>=2.8), vector (>=0.10 && <0.11), vector-space (>=0.8.6) [details]
License BSD-3-Clause
Author Adam Vogt <vogt.adam@gmail.com>
Maintainer Adam Vogt <vogt.adam@gmail.com>
Category Optimisation, Math, Numeric
Source repo head: darcs get http://code.haskell.org/~aavogt/ipopt-hs
Uploaded by AdamVogt at 2016-01-12T20:06:38Z
Distributions NixOS:0.5.1.0
Executables ipopt-hs_Tests
Downloads 5064 total (12 in the last 30 days)
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Status Docs uploaded by user
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