Using IPOPT through AMPL

Using the AMPL solver executable is by far the easiest way to solve a problem with IPOPT. The user must simply formulate the problem in AMPL syntax, and solve the problem through the AMPL environment. There are drawbacks, however. AMPL is a 3rd party package and, as such, must be appropriately licensed (a free student version for limited problem size is available from the AMPL website, www.ampl.com). Furthermore, the AMPL environment may be prohibitive for very large problems. Nevertheless, formulating the problem in AMPL is straightforward and even for large problems, it is often used as a prototyping tool before using one of the code interfaces.

This tutorial is not intended as a guide to formulating models in AMPL. If you are not already familiar with AMPL, please consult [1].

The problem presented in equations (4)-(8) can be solved with IPOPT with the AMPL model file given in Figure 1.

Figure 1: AMPL model file hs071_ampl.mod

The line, ``option solver ipopt;'' tells AMPL to use IPOPT as the solver. The IPOPT executable (installed in Section 2.3) must be in the PATH for AMPL to find it. The remaining lines specify the problem in AMPL format. The problem can now be solved by starting AMPL and loading the mod file:

$ ampl
> model hs071_ampl.mod;
.
.
.

The problem will be solved using IPOPT and the solution will be displayed.

At this point, AMPL users may wish to skip the sections about interfacing with code, but should read Section 5 concerning IPOPT options, and Section 6 which explains the output displayed by IPOPT.