OsiIpopt is a conic solver interface for COIN-OR's Ipopt solver. OsiIpopt implements OsiConic interface, which extends Open Solver Interface (OSI) to second order conic optimization problems.
OsiIpopt depends on CoinUtils, OSI, OsiConic and Ipopt.
OsiIpopt is used by DisCO to solve mixed integer conic optimization problems.
A simple application that reads problem from an MPS file (an extended MPS format for second order cone problems) and solves it using Ipopt is given below.
// Solves conic problems, reads them in mosek mps input format
// usage: ./cont_solver input.mps
#include <OsiIpoptSolverInterface.hpp>
#include <iostream>
#include <iomanip>
int main(int argc, char ** argv) {
OsiConicSolverInterface * solver = new OsiIpoptSolverInterface();
solver->readMps(argv[1]);
solver->initialSolve();
std::cout << "Objective is " << std::setprecision(15)
<< solver->getObjValue() << std::endl;
delete solver;
return 0;
}Currently only Mosek style MPS files are supported. You can find this example in the examples directory.
OsiIpopt is tested/works in Linux environment only for now. You can use COIN-OR BuildTools fetch and build utility for building and installing OsiIpopt. After cloning OsiIpopt, typing following commands should work.
git clone --branch=stable/0.8 https://github.com/coin-or-tools/BuildTools
bash BuildTools/get.dependencies.sh fetch
bash BuildTools/get.dependencies.sh buildFirst command clones BuildTools, second fetches OsiIpopt dependencies and third builds/installs OsiIpopt.
If you already have the dependencies somewhere else in your computer and you do
not want to install them again, you are covered. First you need to make sure
that dependencies can be found with package config (pkgconfig
command). For this you need to add the directory that has .pc files of
dependencies to your PKG_CONFIG_PATH. You can test whether the
dependencies are accesible with pkg-config with the following command,
pkg-config --cflags --libs osi.
Once the dependencies are accessible through pkg-config you can install OsiIpopt by using regular "configure", "make" and "make install" sequence. Configure script will find the dependencies through pkg-config and link OsiIpopt to them.