#numerical-optimization #abstraction #interface #problem #solver #modeling #ipopt

numopt

Numerical optimization problem abstractions, solver interfaces, and modeling tools

3 unstable releases

0.2.1 Jun 3, 2020
0.1.1 Apr 11, 2020
0.1.0 Apr 11, 2020

#7 in #ipopt

BSD-2-Clause

250KB
6K SLoC

numopt

crate documentation

Numerical optimization problem abstractions, solver interfaces, and more.

Contents

  • Problem abstractions
    • Minlp
    • Milp
    • Lp
    • Nlp
  • Solver interfaces
    • Cbc (via command-line)
    • Clp (via command-line)
    • Ipopt (via linking with "libipopt" library) (feature "ipopt")
  • Modeling tools
    • Coming soon

lib.rs:

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

Features

  • Abstractions for Minlp, Nlp, Milp, and Lp optimization problems.
  • Interfaces for COIN-OR optimization solvers Cbc, Clp, and Ipopt.
  • Modeling tools with automatic sparse first- and second-order derivatives.

Dependencies

~5–14MB
~192K SLoC