Ipopt

Description:

Ipopt (Interior Point OPTimizer, pronounced eye-pea-Opt) is a software package for large-scale nonlinear optimization.

Website:

https://projects.coin-or.org/Ipopt

Reference:

A. Wächter and L. T. Biegler, On the Implementation of a Primal-Dual Interior Point Filter Line Search Algorithm for Large-Scale Nonlinear Programming, Mathematical Programming 106(1), pp. 25-57, 2006

License:

Open source code under the Eclipse Public License (EPL).