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ipopt-rs
This crate provides a safe Rust interface to the Ipopt non-linear optimization library. From the Ipopt webpage:
Ipopt (Interior Point OPTimizer, pronounced eye-pea-Opt) is a software package for large-scale nonlinear optimization. It is designed to find (local) solutions of mathematical optimization problems of the from
min f(x) x in R^n s.t. g_L <= g(x) <= g_U x_L <= x <= x_U
where
f(x): R^n --> R
is the objective function, andg(x): R^n --> R^m
are the constraint functions. The vectorsg_L
andg_U
denote the lower and upper bounds on the constraints, and the vectorsx_L
andx_U
are the bounds on the variablesx
. The functionsf(x)
andg(x)
can be nonlinear and nonconvex, but should be twice continuously differentiable. Note that equality constraints can be formulated in the above formulation by setting the corresponding components ofg_L
andg_U
to the same value.
This crate somewhat simplifies the C-interface exposed by Ipopt. Notably it handles the boilerplate code required to solve simple unconstrained problems.
Examples
Solve a simple unconstrained problem using L-BFGS: minimize (x - 1)^2 + (y -1)^2
extern crate ipopt;
extern crate approx; // for floating point equality tests
use *;
See the tests for more examples including constrained optimization.
License
The code within this repository is licensed under the Apache License 2.0.