This is the interface between Scilab and IPOpt, the solver for non linear
constrained optimization problems. IPOpt is available at https://github.com/coin-or/Ipopt
Features
--------
The current module provides the following functions :
* ipopt : Scilab interface to the IPOpt optimizer
The module has the following features :
* Manages nonlinearily constrained optimization problems.
* Manages the sparsity pattern of the gradient of the constraints.
* Manages the sparsity pattern of the Hessian of the Lagrangian.
* Allows to use Scilab sparse matrices instead of triplets (1.1 feature).
* Manages the linearity of the variables, of the constraints.
* Uses Mumps as the sparse solver (Pardiso for the windows version).
* Manages functions provided as macros, or as compiled externals (Fortran or
C).
* Deals with Nan or Inf returned by user functions by backtracking (1.2
feature)
* Allows computation of Hessian in objective function (1.3 feature)
ATOMS
-------
http://atoms.scilab.org/toolboxes/sci_ipopt
Authors
--------
* 2008 - Yann Collette
* 2009-2010 - Consortium Scilab - Digiteo - Yann Collette
* 2010 - Consortium Scilab - Digiteo - Michael Baudin
* 2014 - Scilab Enterprises
* 2020-2021 - Stéphane Mottelet
Licence
-------
This toolbox is released under the GPL licence
https://www.gnu.org/licenses/gpl-3.0.txt
Troubleshooting (Windows only)
------------------------------
With the actual version of Scilab (6.1) there is a mismatch between the version
of Intel Fortran runtime used by Scilab and Ipopt library. The first time you
load the toolbox, you will be invited to allow Scilab to upgrade this library.
You may have to gain administrator rights to do this, depending on your Scilab
installation directory.
IMPORTANT: if the module fails to load you may have to install the latest
Microsoft Visual C++ runtime, which is available at https://aka.ms/vs/17/release/vc_redist.x64.exe