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This package provides unsafe Rust bindings to the Ipopt non-linear optimization library. Unlike most other wrappers for Ipopt, we link against a custom C interface called CNLP, which mimics Ipopt's own C++ TNLP interface. This serves two purposes:
- It helps users who are already familiar with Ipopt's C++ interface to transition into Rust.
- It persists the Ipopt solver instance between subsequent solves, which eliminates unnecessary additional allocations for initial data and bounds.
This also means that you will need a working C++ compiler and a C++ standard library implementation available since the CNLP shim currently uses it in the implementation.
Contributions are welcome!
We provide a number of options for building Ipopt from source as well as different methods for retrieving binaries. Currently supported methods for getting the Ipopt library:
- Using pkg-config to find a system installed static or dynamic library.
- Manually check system lib directories for a dynamic library.
- Build Ipopt from source. You will need fortran compiler libs installed (e.g.
libgfortran) and one of the following options for linear solvers: a. Linking against MKL. (set
MKLROOTenvironment variable to specify a custom MKL installation path or if the system path is not found.) b. Building with MUMPS/METIS and linking against a system installed OpenBLAS library (Linux) or Accelerate framework (macOS). If no system BLAS/LAPACK libraries are found, then the default netlib implementations will be pulled and built.
- Download a prebuilt dynamic Ipopt library from JuliaOpt.
Each of these steps are at various levels of polish and currently tested on Linux and macOS systems only.
Since macOS doesn't ship with the fortran library, you would need to install it manually.
Using homebrew you may either install
gfortran directly with
$ brew install gcc
$ brew cask install gfortran
respectively. Since homebrew doesn't link these automatically from
/usr/local/lib, you will have
to create the symlink manually with
$ ln -s /usr/local/Cellar/gcc/8.3.0_2/lib/gcc/8/libgfortran.dylib /usr/local/lib/libgfortran.dylib
if you have
libgfortran from the gcc set (mind the gcc version). Otherwise create the symlink with
$ ln -s /usr/local/gfortran/lib/libgfortran.dylib /usr/local/lib/libgfortran.dylib
if you installed
Ultimately, no matter which method you choose,
libgfortran.dylib must be available through the linker search paths.
This repository is licensed under either of
- Apache License, Version 2.0 (LICENSE-APACHE or (http://www.apache.org/licenses/LICENSE-2.0)
- MIT License (LICENSE-MIT or https://opensource.org/licenses/MIT)
at your option.