ipopt-hs

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.

BSD3 licensed and maintained by Adam Vogt

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

Changes

Jan 12, 2016

Release 0.5.1

  • Compile with ghc-7.10
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