@hackage ipopt-hs0.4.2.0

haskell binding to ipopt and nlopt including automatic differentiation

a haskell binding to the nonlinear programming solver Ipopt. Bindings to NLopt are also included.

installation
needs the c library ipopt installed. Also by default a binding to nlopt is included. Nlopt by default does not include shared libraries, which seems to be needed to run things from ghci (ie. you need to ./configure --enable-shared when building nlopt).

A embedded language, similar to the one provided by glpk-hs, is defined in Ipopt.NLP. The goal is to define problems at a level similar to other "algebraic modeling languages", but retain some of the safety and flexibility available in haskell. There is some overhead http://code.haskell.org/~aavogt/ipopt-hs/examples/bench.html but perhaps it is negligible for your uses.

Current limitations include:

  • copying in every iteration happens between between Data.Vector.Storable and Data.Vector might be avoidable somehow. Currently it is done because AD needs a Traversable structure, but Storable vectors are not traversable.

  • sparseness of derivatives isn't used

  • no binding to sensitivity parts as-implemented in ipopt