Ipopt (Interior Point OPTimizer) is a software package for large-scale nonlinear optimization. It is designed to find (local) solutions of mathematical optimization problems.
Ipopt is now integrated to ROOT framework providing a new set of tools for minization throught a ROOT plugin system in the math libraries.
- To write support for:
- Constraint function g(x):Rn−>Rm
- Gradient of the constraint function
- All solvers
- Compilation under MS Windows with Visual Studio
- Write tests for all solvers including some of then with Hessian and constrain function.
- Measure performance comparing the current ROOT minimizers.
Fully integrated Ipopt with support for all solvers, hessian and constrain function.
Documentation, tests and examples.
- C++ knowledge.
- Experience with optimization problems.
- Experience with ROOT is a plus.
- ROOT Ipopt