haskell binding to ipopt and nlopt including automatic differentiation
|Latest on Hackage:||0.5.1.0|
This package is not currently in any snapshots. If you're interested in using it, we recommend adding it to Stackage Nightly. Doing so will make builds more reliable, and allow stackage.org to host generated Haddocks.
- 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-sharedwhen building nlopt).
A embedded language, similar to the one provided by glpk-hs, is
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
but perhaps it is negligible for your uses.
Current limitations include:
copying in every iteration happens between between
Data.Vectormight 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.Doublebut as yet none for Vectors of Double
sparseness of derivatives isn't used
no binding to sensitivity parts as-implemented in ipopt
Jan 12, 2016
- Compile with ghc-7.10