How to use IPOPT

If desired, the IPOPT distribution generates an executable for the modeling environment AMPL. As well, you can link your problem statement with IPOPT using interfaces for C++, C, or Fortran. IPOPT can be used with most Linux/Unix environments, and on Windows using Visual Studio .NET, Cygwin or MSYS/MinGW. Below in Section 3 this document demonstrates how to solve problems using IPOPT. This includes installation and compilation of IPOPT for use with AMPL as well as linking with your own code.

The IPOPT distribution includes an interface for CUTEr⁵ (for solving problems modeled in SIF), and also a Matlab (mex) interface which allows you to use Ipopt from Matlab, see

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

There are also interfaces maintained by other people:

• GAMS (modeling environment)

  The GAMSlinks project on COIN-OR, maintained my Stefan Vigerske, includes a GAMS interface for Ipopt, see https://projects.coin-or.org/GAMSlinks.

• Scilab (free Matlab-like envirnoment):

  Edson Cordeiro do Valle has written an interface to use Ipopt from Scilab,
  see http://www.scilab.org/contrib/displayContribution.php?fileID=839