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ifopt

C++ interface library for connecting to nonlinear optimization solvers

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Light-weight C++ Interface to Nonlinear Programming Solvers

Examples

set up optimization problem with constraints in C++

$ #include <ifopt/problem.h>
using namespace ifopt;
Problem nlp;
nlp.AddVariableSet(std::make_shared<MyVariables>());
nlp.AddConstraintSet(std::make_shared<MyConstraints>());

define objective function for nonlinear solver

$ class MyCost : public Cost {
public:
  void FillJacobianBlock(std::string var_set, Jacobian& jac) const override { }
  void FillQuadraticBlock(std::string var_set, std::vector<T>& vals) const override { }
};

add equality and inequality constraints to optimization

$ class MyConstraint : public ConstraintSet {
public:
  void FillJacobianBlock(std::string var_set, Jacobian& jac) const override { }
  void FillConstraints(Eigen::VectorXd& g) const override { }
};

solve nonlinear programming problem with IPOPT

$ IpoptSolver solver;
solver.Solve(nlp);
std::cout << nlp.GetOptimalCost() << std::endl;

extract optimized variables from solved problem

$ auto solution = nlp.GetVariableValues();
std::cout << "x = " << solution.at("my_variables").transpose() << std::endl;