ipyopt 0.11.0

An IPOpt connector for Python

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

Note the pypi repo only provides linux builds for now.

pip install [--user] ipyopt

This will install a precompiled binary version from pypi. Please note, that the precompiled binary is linked against the unoptimized reference implementation of blas/lapack. If you want to take advantage of optimized versions of blas/lapack, compile from source:

pip install --no-binary ipyopt ipyopt

In this case, you also need Ipopt and Numpy. On a debian based system:

sudo apt-get install python3-numpy coinor-ipopt

If coinor-ipopt does not link correctly, you might have to compile ipopt yourself. See the section Build below or .ci/Dockerfile on how this can be done.

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.

Build

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)

To build from source, first, get the latest source code using:

git clone https://gitlab.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 pkgconfig/ipopt.pc. 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

Testing

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

python hs071.py

The file examples/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 examples/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 merge request

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 [e-mail]

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