ipopt-hs-0.3.0.0: haskell binding to ipopt including automatic differentiation

a haskell binding to the nonlinear programming solver ipopt http://projects.coin-or.org/Ipopt

installation

needs ipopt installed: For example if you have a `/usr/include/coin/IpStdCInterface.h` from your ipopt installation, use:

 cabal install ipopt-hs --extra-include-dirs=/usr/include/coin

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.

Refer to examples/Test1.hs for an example where the derivatives are computed by hand, Test2.hs for the use of createIpoptProblemAD and Test3.hs for the highest level.

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 to decide which way to calculate (forward vs. backward mode)
• probably doesn't work if IpStdCInterface.h has Number =/= CDouble
• no binding to SetIntermediateCallback
• garbage collection of IpProblem won't free C-side resources