numopt

Numerical optimization problem abstractions, solver interfaces, and modeling tools.

Contents

• Problem abstractions
  • Lp
  • Nlp
  • Milp
  • Minlp
• Solver interfaces
  • Cbc (via command-line)
  • Clp (via command-line)
  • Ipopt (via linking with "libipopt" library) (feature "ipopt")
• Modeling tools
  • Scalar expressions and variables.
  • Add, divide, multiply, subtract, negate, cosine, and sine functions.
  • Automatic sparse differentiation.