Ipopt.jl

Ipopt.jl is a Julia interface to the Ipopt nonlinear solver.

Installation: julia> Pkg.add("Ipopt")

This will install Ipopt.jl, as well as Ipopt itself. A binary will be downloaded on Windows and on OSX (via Homebrew), but it will be built from source on Linux. You should make sure you have the required packages before installing, e.g.

sudo apt-get install build-essential gfortran pkg-config

MathProgBase Interface

Ipopt implements the solver-independent MathProgBase interface, and so can be used within modeling software like JuMP. The solver object is called IpoptSolver. All options listed in the Ipopt documentation may be passed directly. For example, you can suppress output by saying IpoptSolver(print_level=0). If you wish to pass an option specifically for the restoration phase, instead of using the prefix resto., use the prefix resto_. For example IpoptSolver(resto_max_iter=0).

C Interface Wrapper

Full documentation for the Ipopt C wrapper is available here. Use of the nonlinear MathProgBase interface is recommended over the low-level C interface because it permits one to easily switch between solvers.