... Kawajir¹

then Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh PA

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... Laird²

then Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh PA

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... W\"achter³

Department of Mathematical Sciences, IBM T.J. Watson Research Center, Yorktown Heights, NY

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... performed⁴

There are more recent scaling routines in the HSL, but they have not (yet) been integrated. Contributions are welcome!

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... CUTEr⁵

see http://cuter.rl.ac.uk/cuter-www/

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... page⁶

Since we had some malicious hacker attacks destroying the content of the web pages in the past, you are now required to enter a user name and password; simply follow the instructions on top of the main project page.

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... webpage⁷

see http://www.coin-or.org/contributions.html

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...subversion⁸

see http://subversion.tigris.org/

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... runtime⁹

This is not enabled if you compile Ipopt with the Developer Studio project files provided in the Ipopt distribution. Further, if you have problems compiling this new feature, you can disable this by specifying -disable-linear-solver-loader for the configure script

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... environment¹⁰

It is also possible to build an IPOPT DLL that can be used from non-cygwin compilers, but this is not (yet?) supported.

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... version¹¹

which used to come as a convenient Windows install program, but as I'm writing this, I can't find it on the web...

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... compiler¹²

Projects files for a previous version of IPOPT that used the Intel Fortran compiler are in $IPOPTDIR $\backslash$ Ipopt $\backslash$ NoLongerMaintainedWindows, but they are probably outdated, and you will have to correct them.

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... Lagrangian¹³

If a quasi-Newton option is chosen to approximate the second derivatives, this is not required. However, if second derivatives can be computed, it is often worthwhile to let IPOPT use them, since the algorithm is then usually more robust and converges faster. More on the quasi-Newton approximation in Section 4.2.

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...IpoptProblem¹⁴

IpoptProblem is a pointer to a C structure; you should not access this structure directly, only through the functions provided in the C interface.

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... dramatic¹⁵

For an $n \times n$ matrix, the dense representation grows with the the square of $n$ , while the sparse representation grows linearly in the number of nonzeros.

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... library¹⁶

see http://math-atlas.sourceforge.net/

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