IpoptNet: A .NET interface to IPOPT

[sfiruch]

Hi there

Just in case you're interested, and you want to reference it in the documentation or somewhere else: I published a .NET interface for IPOPT under the Apache-2.0 license.

Source code: https://github.com/sfiruch/ipopt-net.
NuGet package: https://www.nuget.org/packages/ipopt-net/

In addition to the low-level C interface, it also provides a modelling API with automatic differentiation on top:

using IpoptNet.Modelling;

// Create a model
var model = new Model();

// Configure IPOPT (optional)
model.Options.LinearSolver = LinearSolver.PardisoMkl;
model.Options.HessianApproximation = HessianApproximation.LimitedMemory;

// Add variables with bounds and optional initial guesses
var x = model.AddVariable(1, 5);
var y = model.AddVariable(1, 5) { Start = 3.7 };
var z = model.AddVariable(1, 5);
var w = model.AddVariable(1, 5);

// Set objective: minimize x*w*(x+y+z) + z (expressions can be built incrementally)
var expr = x * (x + y + z);
expr *= w;
model.SetObjective(expr + z);

// Add constraints
model.AddConstraint(x * y * z * w >= 25);
model.AddConstraint(x*x + y*y + z*z + w*w == 40);

// Solve
var result = model.Solve();

if (result.Status == ApplicationReturnStatus.SolveSucceeded)
{
    Console.WriteLine($"x = {result.Solution[x]:F3}");
    Console.WriteLine($"y = {result.Solution[y]:F3}");
    Console.WriteLine($"z = {result.Solution[z]:F3}");
    Console.WriteLine($"w = {result.Solution[w]:F3}");
    Console.WriteLine($"Objective = {result.ObjectiveValue:F3}");
}

I'll try to keep the package up to date. If there will ever be official amd64 Linux binaries, I'll happily include those too.

Best regards
Simon

[svigerske]

Thanks a lot. It will be listed in the generated docu with the next release.

[sfiruch]

FYI: The newest release includes Linux support and binaries for x64.