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A Cython wrapper to the IPOPT optimization package

Python 2.7.18 is the last release of Python 2. Mac OS X: for OS X 10.9 and later. Python Brochure; Downloads. All releases; Source code; Windows. Never use your mac python again, and install all python modules trough the fink/macport and enjoy it taking care dependencies for you. Installing pandas in macports is.

Project description

This repository was forked from https://bitbucket.org/amitibo/cyipopt and isnow considered the primary repository. The fork includes a SciPy-styleinterface, ability to handle exceptions in the callback functions, and dockercontainer for easy usage.

README for cyipopt

Ipopt (Interior Point OPTimizer, pronounced eye-pea-opt) is a software packagefor large-scale nonlinear optimization. Ipopt is available from the COIN-ORinitiative, under the Eclipse Public License (EPL).

cyipopt is a Python wrapper around Ipopt. It enables using Ipopt from thecomfort of the Python programming language.

Usage

For simple cases where you do not need the full power of sparse and structuredJacobians etc, cyipopt provides the function minimize_ipopt which hasthe same behaviour as scipy.optimize.minimize, for example:

Installation

Using conda

The Anaconda Python Distribution isone of the easiest ways to install Python and associated pre-complied packagesfor Linux, Mac, and Windows. Once Anaconda (or miniconda) is installed, you caninstall cyipopt on Linux and Mac from the Conda Forge channel with:

The above command will install binary versions of all the necessarydependencies and cyipopt. Note that there currently are no Windows binaries.You will have to install from source from Windows or if you want a customizedinstallation, e.g. with MKL, HSL, etc.

From source

To begin installing from source you will need to install the followingdependencies:

• C/C++ compiler
• pkg-config [only for Linux and Mac]
• Ipopt [<3.13.0 and >= 3.10.1 for Windows]
• Python 2.7 or 3.6+
• setuptools
• cython
• numpy
• six
• future
• scipy [optional]
• mkl [windows]

The binaries and header files of the Ipopt package can be obtained fromhttp://www.coin-or.org/download/binary/Ipopt/. These include a version compiledagainst the MKL library. Or you can build Ipopt from source. The remainingdependencies can be installed with conda or other package managers.

On Linux and Mac

Download the source files of cyipopt and update setup.py to point to theheader files and binaries of the Ipopt package, if LD_LIBRARY_PATH andpkg_config are not setup to find ipopt on their own.

Then, execute:

From source on Windows

Install the dependencies with conda (Anaconda or Miniconda):

Additionally, make sure you have a C compiler setup to compile Python Cextensions, e.g. Visual C++. Build tools for VS2019https://visualstudio.microsoft.com/downloads/#build-tools-for-visual-studio-2019have been tested to work for conda Python 3.7 (seehttps://github.com/matthias-k/cyipopt/issues/52).

Download and extract the cyipopt source code from Github or PyPi.

Download a precompiled version of Ipopt that includes the DLL files fromhttp://www.coin-or.org/download/binary/Ipopt/. Note that the current setup onlysupports Ipopt >= 3.10.1. It is advised to use the build 3.11.0 by downloadingthe Ipopt-3.11.0-Win32-Win64-dll.7zarchive. After Ipopt is extracted, the lib and include folders shouldbe in the root cyipopt directory, i.e. adjacent to the setup.py file.Alternatively, you can set the environment variable IPOPTWINDIR to point tothe directory that contains the lib and include directories.

Finally, execute:

NOTE: Only conda Python has been tested to work at the moment, and notthe official python.org distribution. There is likely a binary compatibilityissue between the C compiler used to build IPOPT and that used for compilingPython extensions in the official Python distribution (seehttps://github.com/matthias-k/cyipopt/issues/52).

Example Installation on Ubuntu 18.04 Using Dependencies Installed Via APT

All of the dependencies can be installed with Ubuntu’s package manager:

The NumPy and IPOPT libs and headers are installed in standard locations, soyou should not need to set LD_LIBRARY_PATH or PKG_CONFIG_PATH.

Now run python setup.py build to compile cyipopt. In the output of thiscommand you should see two calls to gcc for compiling and linking. Makesure both of these are pointing to the correct libraries and headers. They willlook something like this (formatted and commented for easy viewing here):

You can check that everything linked correctly with ldd:

And finally install the package into Python’s default package directory:

Note that you may or may not want to install this package system wide, i.e.prepend sudo to the above command, but it is safest to install into youruser space, i.e. what pip install --user does, or setup a virtualenvironment with tools like venv or conda. If you use virtual environments youwill need to be careful about selecting headers and libraries for packages inor out of the virtual environments in the build step. Note that six, cython,and numpy could alternatively be installed using Python specific packagemanagers, e.g. pip install six cython numpy.

Example Installation on Ubuntu 18.04 With Custom Compiled IPOPT

Install system wide dependencies:

Install pip so all Python packages can be installed via pip:

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Then use pip to install the following packages:

Compile Ipopt

The Ipopt compilation instructions are derived fromhttps://www.coin-or.org/Ipopt/documentation/node14.html. If you get errors,start there for help.

Download Ipopt source code. Choose the version that you would like to have from<https://www.coin-or.org/download/source/Ipopt/>. For example:

Extract the Ipopt source code:

Create a temporary environment variable pointing to the Ipopt directory:

To use linear solvers other than the default mumps, e.g. ma27, ma57, ma86solvers, the HSL package are needed. HSL can be downloaded from itsofficial website <http://www.hsl.rl.ac.uk/ipopt/>.

Extract HSL source code after you get it. Rename the extracted folder tocoinhsl and copy it in the HSL folder: Ipopt-3.12.11/ThirdParty/HSL

Build Ipopt:

Add make install if you want a system wide install.

Set environment variables:

Get help from this web-page if you get errors in setting environments:

Now compile cyipopt. Download the cyipopt source code from PyPi, forexample:

Compile cyipopt:

If there is no error, then you have compiled cyipopt successfully

Check that everything linked correctly with ldd

Install cyipopt (prepend sudo if you want a system wide install):

To use cyipopt you will need to set the LD_LIBRARY_PATH to point toyour Ipopt install if you did not install it to a standard location. Forexample:

You can add this to your shell’s configuration file if you want it set everytime you open your shell, for example the following line can it can be added toyour ~/.bashrc

Now you should be able to run a cyipopt example:

If it could be run successfully, the optimization will start with the followingdescriptions:

Docker container

The subdirectory docker contains a docker container with preinstalled ipoptand cyipopt. To build the container, cd into the docker directory and runmake. Then you can start the container by:

and either call ipopt directly or start a ipython shell and import ipopt.

Vagrant environment

The subdirectory vagrant contains a Vagrantfile that installs ipopt andcyipopt in OS provision. To build the environment, cd into the vagrantdirectory and run vagrant up (Requires that you have Vagrant+VirtualBoxinstalled). Then you can access the system by:

and either call ipopt directly or start a python shell and importipopt. Also, if you get source files<http://www.coin-or.org/download/binary/Ipopt/> of coinhsl and put it in thevagrant directory, the vagrant provision will detect and add them in theipopt compiling process, and then you will have ma57, ma27, and other solversavailable on ipopt binary (ma97 and mc68 were removed to avoid compilationerrors).

Reading the docs

After installing:

Then, direct your browser to build/html/index.html.

Testing

You can test the installation by running the examples under the folder test.

Conditions of use

cyipopt is open-source code released under the EPL license.

Contributing

For bug reports use the github issue tracker. You can also send wishes,comments, patches, etc. to matthias.kuemmerer@bethgelab.org

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