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A Python connector to IPOPT
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setup.py

README.md

IPyOpt

IPyOpt is a python module that allows you to use Ipopt in Python. It was developed by Eric Xu when he was a PhD student at Washington University and issued under the BSD license. Original repository: xuy/pyipopt.

Installation

Dependencies

IPyOpt depends on the following packages:

  1. A compiler and a linker, e.g. gcc, ld
  2. Ipopt
  3. Numpy
  4. Python.h (part of the python source code, you can download it from Python.org)

Install

First, get the latest source code using:

$ git clone http://github.com/g-braeunlich/IPyOpt.git

Check whether a file ipopt.pc was distributed with your Ipopt installation. If this is the case and ipopt.pc is in the search path of pkg-config (on unix systems: /usr/lib/pkgconfig, /usr/share/pkgconfig, /usr/local/lib/pkgconfig, /usr/local/share/pkgconfig), nothing has to be modified.

In this case run

$ python setup.py build
$ sudo python setup.py install

If pkg-config is not available for your system, you will need to pass appropriate information to setup.py by setting the environment variable CFLAGS. Example:

$ CFLAGS="-I/usr/include/coin/ -l/usr/lib64 -lipopt -lmumps_common -ldmumps -lzmumps -lsmumps -lcmumps -llapack -lblas -lblas -lblas -lm  -ldl' ./setup.py build
$ sudo python setup.py install

If you have an ipopt.pc which is not in the pkg-config search path, specify the path via the PKG_CONFIG_PATH environment variable (see below). If you cannot find an ipopt.pc in your ipopt installation, there is an example pc file in the directory pkgconfig. Copy it to a location (best of all directly in a subfolder named pkgconfig of your Ipopt installation) and edit it to reflect the library and include paths of the dependencies.

Then do

$ PKG_CONFIG_PATH=<dir containing ipopt.pc> python setup.py build
$ sudo python setup.py install

Usage

You can use IPyOpt like this:

import ipyopt
# define your call back functions
nlp = ipyopt.Problem(...)
nlp.solve(...)

You can also check out examples/hs071.py to see how to use IPyOpt.

IPyOpt as a module comes with docstring. You can poke around it by using Python's help() command.

Testing

I have included an example

To see if you have IPyOpt ready, use the following command under the examples's directory.

$ python hs071.py

The file hs071.py contains a toy optimization problem. If everything is OK, IPyOpt will invoke Ipopt to solve it for you. This python file is self-documented and can be used as a template for writing your own optimization problems.

IPyOpt is a legitimate Python module, you can inspect it by using standard Python commands like dir or help. All functions in IPyOpt are documented in details.

Hessian Estimation: since Hessian estimation is usually tedious, Ipopt can solve problems without Hessian estimation. IPyOpt also supports this feature. The file hs071.py demonstrates the idea. If you provide the ipyopt.Problem constructor with an eval_h callback function as well as the apply_new callback function, Ipopt will delegate the Hessian matrix calculation to your function (otherwise Ipopt will approximate Hessian for you).

Contributing

  1. Fork it.
  2. Create a branch (git checkout -b new_branch)
  3. Commit your changes (git commit -am "your awesome message")
  4. Push to the branch (git push origin new_branch)
  5. Create a pull request
  6. Nag me about it if I am lazy.

Troubleshooting

Check Ipopt

IPyOpt links to Ipopt's C library. If that library is not available IPyOpt will fail during module initialization. To check the availability of this library, you can go to $IPOPT_DIR/Ipopt/examples/hs071_c/ and issue make to ensure you can compile and run the toy example supplied by Ipopt.

Miscellaneous problems

  • Error:

    import ipyopt
    ImportError: can not find  libipopt.so.0
    
  • Solution: find it and copy it to a folder that ld can access

  • Error:

    import ipyopt
    ImportError: /usr/lib/libipopt.so.0: undefined symbol: _gfortran_XXX
    
  • Solution: check if your hs071_c example work. It is very likely that your ipopt library is not correctly compiled.

  • Error:

    import ipyopt
    ImportError: /usr/lib/libipopt.so.0: undefined symbol: SetIntermediateCallback
    
  • Solution: SetIntermediateCallback is a function added since Ipopt 3.9.1. (see https://projects.coin-or.org/Ipopt/changeset/1830 ) Make sure you have an Ipopt version >= 3.9.1

  • Error:

    import ipyopt
    ImportError: /usr/lib/libipopt.so.0: undefined symbol: ma19ad_
    
  • Solution: First, use

    nm /usr/lib/libipopt.so.0 | grep ma19ad_ 

    to see if it is marked with U. It should. This means that libipopt.so.0 is not aware of libcoinhsl.so.0. You can fix this by adding -lcoinhsl to the CFLAGS variable (see section install). It seems to me that this happens in the recent versions of ipopt. Eventually IPyOpt will have a better building mechanism, and I will fix this soon.

  • Error:

    import ipyopt
    ImportError: /usr/lib/libipopt.so.0: undefined symbol: SomeKindOfSymbol
    
  • Solution: I can assure you that it is NOT a bug of IPyOpt. It is very likely that you did not link the right package when compiling IPyOpt.

    First, use

    nm /usr/lib/libipopt.so.0 | grep SomeKindOfSymbol

    to see if this symbol is indeed missing. Do a Google search to find the library file, and add -lWhateverLibrary to the CFLAGS variable (see section install).

    Ipopt is built using various third-party libraries. Different machines may have different set of libraries. You should try to locate these dependencies and indicate them when compiling IPyOpt. This is just a limitation of dynamic linking libraries and is not related to IPyOpt. Please do not report a missing symbol error as a "bug" to me unless you are 100% sure it is the problem of IPyOpt.

Contact

Gerhard Bräunlich g.braeunlich@disroot.org

Credits

  • Modifications on logger made by OpenMDAO at NASA Glenn Research Center, 2010 and 2011
  • Added "eval_intermediate_callback" by OpenMDAO at NASA Glenn Research Center, 2010 and 2011
  • Modifications on the SAFE_FREE macro made by Guillaume Jacquenot, 2012
  • Changed logger from code contributed by alanfalloon
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