An IPOpt connector for Python
Project description
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:
- A compiler and a linker, e.g. gcc, ld
- Ipopt
- Numpy
- 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
- Fork it.
- Create a branch (
git checkout -b new_branch
) - Commit your changes (
git commit -am "your awesome message"
) - Push to the branch (
git push origin new_branch
) - Create a pull request
- 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 oflibcoinhsl.so.0
. You can fix this by adding-lcoinhsl
to theCFLAGS
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 theCFLAGS
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
Project details
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