by Enrico Bertolazzi
This is my rewrite of Peter Carbonetto MATLAB interface for IPOPT a software package for large-scale ​nonlinear optimization.
Source code and documentation for IPOPT can be downloaded from:
https://projects.coin-or.org/Ipopt
On OSX IPOPT can be installed using Homebrew (http://brew.sh).
Why do a job already done?
The original MATLAB interface (https://projects.coin-or.org/Ipopt/wiki/MatlabInterface) seems not maintained for OSX and do not work with recent MATLAB distributions. I have reorganized and simplified the original interface (only internally) and eliminated the bug (due to MATLAB change in the managing of sparse pattern) in the interfacing of sparse pattern between MATLAB and IPOPT. Moreover I tried to improve error catching.
How to install
Use the toobox installer at
download and run in MATLAB to install following the instruction.
How to compile
Compilation shuold be not necessary. To (re-)compile the mex file for your architecture
- change the working directory to the
toolboxdirectory. - run the script
CompileIpoptMexLib.
if all the thing go well open
- run the script
setupand them../IPOPT-toolbox.prjto compile the toolbox.
at this point you find the recompiled toolbox at
../IPOPT-toolbox.mltbx
Examples
In the directory toolbox/example you find the original examples
of Peter Carbonetto which shows the usage of the interface.
In the directory test_TRAIN you find a complex example
of an Optimal Control Problem solved using direct trascription
and transformed to an NLP solved using IPOPT.
The descriptin of the problem is at
MA57, MA77, MA86, MA97, PARDISO
IPOPT can can use HSL library (https://www.hsl.rl.ac.uk) and PARDISO (https://pardiso-project.org). These libraries can improve the performance of the solver. Due to copyright issues these libraries cannot be included in IPOPT executable. Read README_HSL.md to see how to use these libraries in your applications.
Author:
Enrico Bertolazzi
Department of Industrial Engineering
University of Trento
enrico.bertolazzi@unitn.it