Description

Ipopt (Interior Point OPTimizer)[1] 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 minimization[2] through a ROOT plugin system in the math libraries.

Task ideas

• To write support for:
  • Constraint function g(x):Rn−>Rm
  • Gradient of the constraint function
  • Hessian
  • 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.

Expected results

Fully integrated Ipopt with support for all solvers, hessian and constrain function. Documentation, tests and examples.

Desirable Skills

• C++ knowledge.
• Experience with optimization problems.
• Experience with ROOT is a plus.

Mentors

• Omar Zapata
• Lorenzo Moneta

Links

1. Ipopt
2. Github
3. ROOT Ipopt

Corresponding Project

• ROOT

Participating Organizations

• CERN
• OProject

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