ipopt安装

IntroductiontoIpopt:Atutorialfordownloading,installing,andusingIpopt.Revisionnumberofthisdocument:Revision:1861December22,2010AbstractThisdocumentisaguidetousingIpopt3.9.2.ItincludesinstructionsonhowtoobtainandcompileIpopt,adescriptionoftheinterface,useroptions,etc.,aswellasatutorialonhowtosolveanonlinearoptimizationproblemwithIpopt.HistoryofthisdocumentTheinitialversionofthisdocumentwascreatedbyYoshiakiKawajir1asacourseprojectfor47852OpenSourceSoftwareforOptimization,taughtbyProf.FrancoisMargotatTepperSchoolofBusiness,CarnegieMellonUniversity.Afterthis,CarlLaird2hasaddedsignicantportions,includingtheverynicetutorials.ThecurrentversionismaintainedbyAndreasWachter3.Contents1Introduction31.1MathematicalBackground....................................31.2Availability............................................31.3Prerequisites...........................................31.4HowtouseIpopt........................................51.5MoreInformationandContributions..............................61.6HistoryofIpopt.........................................72InstallingIpopt72.1GettingtheIpoptCode.....................................72.1.1GettingtheIpoptcodeviasubversion.........................72.1.2GettingtheIpoptcodeasatarball..........................72.2DownloadExternalCode....................................82.2.1DownloadBLAS,LAPACKandASL.........................82.2.2DownloadHSLSubroutines...............................82.2.3ObtainingtheMUMPSLinearSolver.........................92.2.4ObtainingMETIS....................................102.2.5ObtainingtheLinearSolverPardiso..........................102.2.6ObtainingtheLinearSolverWSMP..........................102.2.7UsingtheLinearSolverLoader.............................112.3CompilingandInstallingIpopt.................................112.4InstallationonWindows.....................................121thenDepartmentofChemicalEngineering,CarnegieMellonUniversity,PittsburghPA2thenDepartmentofChemicalEngineering,CarnegieMellonUniversity,PittsburghPA3DepartmentofMathematicalSciences,IBMT.J.WatsonResearchCenter,YorktownHeights,NY12.4.1InstallationwithCygwinusingGNUcompilers....................132.4.2InstallationwithCygwinusingtheMSCV++compiler...............142.4.3InstallationwithMSYS/MinGW............................152.4.4UsingMicrosoftVisualStudio..............................153InterfacingyourNLPtoIpopt:Atutorialexample.163.1UsingIpoptthroughAMPL..................................173.1.1UsingIpoptfromthecommandline..........................183.2InterfacingwithIpoptthroughcode..............................183.3TheC++Interface........................................213.3.1CodingtheProblemRepresentation..........................213.3.2CodingtheExecutable(main).............................303.3.3CompilingandTestingtheExample..........................313.3.4AdditionalmethodsinTNLP...............................333.4TheCInterface..........................................343.5TheFortranInterface......................................374SpecialFeatures384.1DerivativeChecker........................................384.2Quasi-NewtonApproximationofSecondDerivatives.....................395IpoptOptions406IpoptOutput40ATripletFormatforSparseMatrices44BTheSmartPointerImplementation:SmartPtrT46COptionsReference47C.1Output..............................................47C.2Termination............................................48C.3NLPScaling............................................49C.4NLP................................................50C.5Initialization...........................................51C.6BarrierParameter........................................52C.7MultiplierUpdates........................................54C.8LineSearch............................................55C.9WarmStart............................................56C.10RestorationPhase........................................56C.11LinearSolver...........................................58C.12HessianPerturbation.......................................59C.13Quasi-Newton...........................................60C.14DerivativeTest..........................................61C.15MA27LinearSolver.......................................62C.16MA57LinearSolver.......................................63C.17MUMPSLinearSolver......................................63C.18PardisoLinearSolver.......................................64C.19WSMPLinearSolver.......................................642DDetailedInstallationInformation66Thefollowingnamesusedinthisdocumentaretrademarksorregisteredtrademarks:AMPL,IBM,Intel,Matlab,Microsoft,MKL,VisualStudioC++,VisualStudioC++.NET1IntroductionIpopt(InteriorPointOptimizer,pronounced\Eye{Pea{Opt)isanopensourcesoftwarepackageforlarge-scalenonlinearoptimization.Itcanbeusedtosolvegeneralnonlinearprogrammingproblemsoftheformminx2Rnf(x)(1)s.t.gLg(x)gU(2)xLxxU;(3)wherex2Rnaretheoptimizationvariables(possiblywithlowerandupperbounds,xL2(R[f1g)nandxU2(R[f+1g)n),f:Rn!Ristheobjectivefunction,andg:Rn!Rmaretheg