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ChangeLog

Here we list changes of Ipopt since the release of version 2.2.0. More detailed information about incremental changes can be found in the commit history. [TOC]

3.14

3.14.11 (20xx-yy-zz)

  • Added IpoptData::TimingStats() const [#611]

3.14.10 (2022-10-11)

  • Added option grad_f_constant to specify that objective function is linear. If set, the gradient of the objective will be requested by Ipopt only once. [#597]
  • Added OrigIpoptNLP::orig_d_L() and OrigIpoptNLP::orig_d_U() to get original constraint sides (before relaxation due to bound_relax_factor > 0).
  • TNLP::get_curr_violations() now returns the constraint violation and complementarity w.r.t. the original (non-relaxed) constraint sides. [#603]

3.14.9 (2022-07-21)

  • Fixed mapping of meta data for variable bounds, e.g., variable names, from TNLP to Ipopts internal NLP [#590].

3.14.8 (2022-07-13)

  • Added options ma27_print_level, ma57_print_level, and mumps_print_level to enable output from these linear solvers.

3.14.7 (2022-06-24)

  • Fixed that ComputeSensitivityMatrix() of sIpopt assumed that there are no more than two parameters [#578, by Andrea Vescovini].
  • For completeness, added option gradient_approximation to enable approximation of gradient of objective function by finite differences. Do not use. [#573]
  • Added function IPSETPROBLEMSCALING to Fortran interface to set problem scaling [#577, by Steven R. Hall]

3.14.6 (2022-05-02)

  • Fixed mapping of meta data for inequalities, e.g., constraint names, from TNLP to Ipopts internal NLP [#570, by Daniel Oliveira].
  • Fixed that MC68 ordering time was not accounted in symbolic factorization time of HSL MA86 [#571].
  • Include more header files in IpIpoptCalculatedQuantities.hpp for setups where forward declarations are not sufficients [#572].

3.14.5 (2022-02-09)

  • Tried to fix recognition of JNI headers on macOS >= 11 [#516].
  • Fixed that only primal variable values where passed to finalize_solution() when a timelimit was reached [#552].

3.14.4 (2021-09-20)

  • Skip build of Java interface if either java or jar is not found [#510]. Only give warning if javac and jar are found, but no java or javadoc.
  • Fixed that --with-lapack-lflags was ignored if --with-lapack was not specified explicitly [#512,#515].

3.14.3 (2021-09-03)

  • Fixed timing for iterate initialization if initialization fails due to an evaluation error.
  • Fixed possible integer overflow when reserving space for indices of Jacobian belonging to fixed variables (introduced with 3.14.0) and reduced memory usage for indices of Jacobian belonging to fixed variables.

3.14.2 (2021-07-21)

  • Added OptionsList::UnsetValue() to remove an option setting.
  • Added missing translation of some Ipopt status codes into AMPL solve result codes.
  • If using the MPI-parallel version of MUMPS: Moved calls to MPI_Init()/MPI_Finalize() in MUMPS interface into global constructor/destructor of Ipopt library (if building with GCC/clang). Use configure flag --disable-mpiinit to disable. [#500]

3.14.1 (2021-06-25)

  • Fixed invalidation of cached Hessians when reoptimizing with same structure.
  • Added OptionsList::SetBoolValue() and OptionsList::SetBoolValueIfUnset(). [#492]
  • Skip check for and link against libdl if linear solver loader is disabled.
  • Fixed missing initialization of BacktrackingLineSearch::in_watchdog_.
  • Fixed a problem with the current solution not being reset when initialization of a NLP fails in reoptimization.
  • Fixed that C++11 capability was not correctly identified with MS/Intel compilers.

3.14.0 (2021-06-15)

Data Types

  • Due to a contribution by Mitchell Clement [#428], it is now possible to build Ipopt in a variant that uses single-precision floating point arithmetic instead of the default double-precision. This can be enabled by specifying the configure flag --with-precision=single. Doing so has a number of consequences on Ipopt interfaces and Ipopt dependencies. See the Ipopt installation instructions for more details.
  • The name of all functions in IpBlas.hpp and IpLapack.hpp has been changed to drop the precision-specifier "D" in the name. Wrapper using the old names are available, but their use is deprecated.
  • It is now possible to build Ipopt in a variant that uses 64-bit integers for its Index type. This can be enabled by specifying the configure flag --with-intsize=64. Doing so has a number of consequences on Ipopt interfaces and Ipopt dependencies. See the Ipopt installation instructions for more details. [#259]
  • Added new header IpTypes.h that defines Ipopt types for integer and real numbers for C users.
  • Deprecated almost never used type Ipopt::Int, use int instead.
  • Deprecated Number, Index, and Int (on global namespace) in IpStdCInterface.h, use ipnumber, ipindex, and int instead, respectively.
  • Deprecated Bool in IpStdCInterface.h and replaced it by bool from stdbool.h. Note, that Bool was defined to be int, but bool is likely a shorter type, e.g., signed char. Deprecated TRUE and FALSE, use true and false instead.
  • Deprecated IPOPT_EXPORT macro and introduced IPOPT_CALLCONV.
  • Deprecated IPOPT_FORTRAN_INTEGER_TYPE and ipfint. These were always assumed to be int. Use ipindex or ipopt::Index instead.

Linear Solver Interfaces

  • Due to a contribution by Byron Tasseff [#446], it is now possible to use the linear solver SPRAL (Sparse Parallel Robust Algorithms Library) with Ipopt. SPRAL is open-source and can, optionally, make use of NVIDIA GPUs. If Ipopt has been build with SPRAL, then option linear_solver can be set to spral to enable use of SPRAL. See the installation instructions on how to build the Ipopt/SPRAL interface and the options documentation for new options that are available for the Ipopt/SPRAL interface.
  • Added IpoptLinearSolvers.h with function IpoptGetAvailableLinearSolvers() to retrieve information which linear solvers are available for Ipopt (linked in or loaded at runtime). Options linear_solver and linear_system_scaling can now only be set to values which corresponding code is available (linked in or for load at runtime).
  • Revised and streamlined implementation of feature that loads libraries with HSL or Pardiso routines at runtime. Added options hsllib and pardisolib to specify name of of HSL and Pardiso libraries, respectively.
  • Separated interfaces for Pardiso from pardiso-project.org and Pardiso from Intel MKL and allow to have both Pardiso versions available with the same Ipopt libraries.
    • Pardiso from pardiso-project.org can be selected via linear_solver=pardiso. configure option --with-pardiso should now specify only a Pardiso library to be loaded at runtime (the value for --with-pardiso decides the default value for option pardisolib). To avoid conflicts with Pardiso from MKL, it is no longer possible to link against Pardiso from pardiso-project.org.
    • Pardiso from MKL can be selected via linear_solver=pardisomkl.
    • Options that influence Pardiso from MKL are named pardisomkl_msglvl, pardisomkl_order, etc.
    • configure option --disable-pardisomkl can be used to disable the check for MKL Pardiso. [#454]
  • Fixed that return code (info%flag) of ma97_solve() was not checked in Ma97SolverInterface::MultiSolve().
  • Calls into MUMPS are now protected by a mutex if compiling for C++11 or higher. This prevents Ipopt from calling MUMPS concurrently from several threads.
  • An insufficient memory return status is now also given if the memory required for a working space array of a linear solver exceeds the maximal value for the working space length variable, e.g., if MA27 requires a working space array of length higher than 2^31.
  • Avoid floating point overflow when computing memory increase in interfaces to MA27 and MA57.

Algorithm

  • Changed treatment of NLPs with all variables fixed and fixed_variable_treatment set to make_parameter: Ipopt will still terminate early, but initialize its data structures first and print a solve summary (49a0d3a56). Changed treatment of NLPs with inconsistent variable bounds or constraint sides: These will now result in an invalid problem definition error (-11) (5cdb2624bb). As a consequence, solve statistics should now always be available if the return status from (Re)Optimize() is larger than -10.
  • Bound multipliers are now computed for fixed variables if fixed_variable_treatment is set to make_parameter (the default). This can trigger a reevaluating of the gradient of the objective function or the Jacobian of the constraint functions. If this is not desired, then option fixed_variable_treatment can be set to the new value make_parameter_nodual. [#308]
  • Changed default for honor_original_bounds to no. Variable bounds (see option bound_relax_factor) are now relaxed by at most the value of constr_viol_tol. The solve summary now reports the violation of original bounds and SolveStatistics::(Scaled)Infeasibilities() has been extended to report the violation of original variable bounds. [#312]
  • If Ipopt hits a time or iteration limit during watchdog phase, the iterate from before the watchdog phase is now restored and passed to finalize_solution. Note that this does not apply if Ipopt is stopped due to a user-interrupt (intermediate_callback). [#289]
  • When BacktrackingLinesearch could not find a trial point that provided sufficient progress, it may resort to call the feasibility restoration phase. If, however, the current (scaled) constraint violation was below tol/100, this would result in the infamous "Restoration phase is called at almost feasible point..." abort with status code Restoration_Failure. Now, this message has been changed to "Linesearch failed, but no restoration phase or other fall back is available." and the status code to Error_In_Step_Computation to better reflect that the linesearch failed and not the restoration phase. Further, the unscaled constraint violation tolerance now needs to be below constr_viol_tol/10 as well in order to trigger this abort.
  • When a square problem is solved and the restoration phase only succeeded to find a point that is feasible w.r.t. constr_viol_tol, but not w.r.t. tol, then status Feasible_Point_Found is returned now.

Ipopt interfaces

  • Added TNLP::get_curr_iterate() and TNLP::get_curr_violations() to request the current iterate (primal and dual variable values) and primal and dual infeasibility w.r.t. the TNLP. The methods are meant to be called during intermediate_callback to inspect the current iterate. The C, Fortran, and Java interfaces have been extended by corresponding functions, too. The hs071 examples have been extended to show use of the new functions. Added test getcurr to test new functions. [#382, #451]
  • Extended the Java interface by the possibility to specify an intermediate_callback.
  • Added flag to TNLPAdapter::ResortX() to specify how to handle fixed variables. Added flag to TNLPAdapter::ResortG() to specify whether to correct by right-hand-side of equality constraints. Added TNLPAdapter::ResortBoundMultipliers() to generate correct duals for fixed variables if fixed_variable_treatment is make_constraint. Added TNLPAdapter::GetFullDimensions(), TNLPAdapter::GetFixedVariables(), TNLPAdapter::GetPermutationMatrices(), and TNLPAdapter::GetC_Rhs() to retrieve more information of the transformation in a TNLPAdapter.
  • Added TNLPAdapter::ResortBounds() and deprecated TNLPAdapter::ResortBnds().
  • AmplTNLP constructor and AmplTNLP::get_options() now expect to receive a pointer to a RegisteredOptions object as well. Previous versions of these methods are still available but deprecated. Using a NULL pointer for the RegisteredOptions argument is also deprecated.
  • std::overflow_error exceptions are now caught by Ipopt even if rethrowing of non-Ipopt exceptions is enabled.

Timing

  • Added option max_wall_time to specify a wallclock time limit. Added SolverReturn code WALLTIME_EXCEEDED and ApplicationReturnStatus code Maximum_WallTime_Exceeded.
  • Changed default for max_cpu_time to 1e20 to indicate no CPU timelimit.
  • Detailed timing statistics are no longer collected by default. To reenable, set the new option timing_statistics to yes or set the option print_timing_statistics to yes [#299].
  • Removed IpoptData::ResetCpuStartTime(). Deprecated IpoptData::cpu_time_start(), use IpoptData::TimingStats()::OverallAlgorithm()::StartCpuTime() instead.
  • Deprecated SolveStatistics::TotalCPUTime(), use SolveStatistics::TotalCpuTime() instead.

Option handling

  • All Ipopt options are now also available via the AMPL interface, that is, can be set in AMPL via an option ipopt_options "..." statement.
  • Added flag "advanced" for RegisteredOption to store whether an option is rather meant for expert users.
  • Added class RegisteredCategory to store information on category of registered option. Next to the name, this is a priority, which determines the order in which categories are printed. As a consequence, methods RegisteredOption::RegisteringCategory() and RegisteredOptions::RegisteringCategory() now return a RegisteredCategory object instead of a string. Further, RegisteredOption::SetRegisteringCategory() has been removed.
  • Deprecated existing RegisteredOptions::OutputXyz() methods and added new variant of RegisteredOptions::OutputOptionDocumentation(). Added parameter print_advanced_options to indicate whether to print documentation for advanced options, too.
  • Added previously undocumented advanced options to options reference.

Miscellaneous

  • Updated buildsystem, including improved checks for dependencies, use of current autotools, and skipping the build of intermediate non-distributed libraries.
  • Fixed missing initialization of IpoptApplication::smart_jnlst in second IpoptApplication constructor, if ipopt verbosity > 0.
  • Add GCC format attribute to Journalist::Printf functions to enable printf-formatter check.
  • Fixed DenseVector::SumLogsImpl() such that it returns 0.0 for a vector of dimension 0. Returned nan for homogeneous 0-vector of dimension 0 before, which may have caused the restoration phase to fail for problems with only equality or only inequality constraints. Also other DenseVector methods now skip calculations when dimension is 0 to avoid (probably harmless) divisions by zero.
  • Fixed a problem where moving slack away from 0 did not succeed when mu was very small. [#212]
  • Fixed a problem where moving slacks away from 0 resulted in nan if multipliers were zero. Added Vector::ElementWiseSelect().
  • Various tiny bugfixes and improvements in performance and code style by following suggestions of cppcheck.
  • Added documentation on some available C preprocessor flags for expert users.
  • Fixed static build of sIpopt without GCC. Fixed that installed sIpopt headers were not usable (SIPOPTLIB_EXPORT not defined).
  • Fixed wrong gradient of objective function and Lagrangian Hessian in restoration problem [#478, by Nai-Yuan Chiang].
  • If Ipopt is compiled for checklevel 2 or higher and the GLIBC extension feenableexcept() is available, then floating-pointing exceptions divbyzero, overflow, and invalid are raised while IpoptAlgorithm::Optimize() is running.
  • Fixed that norm on unscaled complementarity or scaled complementarity tolerance were negative when maximizing (by using a negative scaling factor for the objective).
  • Changed formula for relative error in derivative checker. The absolute error is now scaled up if the approximate derivative value is between derivative_test_tol and 1. [#487].
  • The second-order derivative checker now uses values for obj_factor and lambda that are different from 1.

3.13

3.13.4 (2021-02-24)

  • Fixed a linking issue for ipopt_sens [#418]
  • Fixed Makefile for Java example regarding location of jar file
  • Fixed build of R interface if using -fvisibility=hidden.

3.13.3 (2020-10-16)

  • Members of AmplTNLP class are now protected instead of private.
  • Updated Eclipse Public License from 1.0 to 2.0.
  • Fixed dangling pointer problems with Journalist used for debugging (--with-ipopt-verbosity > 0) when more than one IpoptApplication is used. [#393, thanks to Brad Bell]
  • Fixed build problem when using HSL library that does not include MA27, MA57, or MC19. [#395]
  • Added example recursive_nlp that uses Ipopt to solves an optimization problem for the evaluation of the objective function. [contributed by Brad Bell]
  • Fixed build of linear-solver loader on Windows [#408]

3.13.2 (2020-04-30)

  • The C-preprocessor defines COIN_IPOPT_CHECKLEVEL, COIN_IPOPT_VERBOSITY, and FORTRAN_INTEGER_TYPE, which are defined by IpoptConfig.h, have been renamed to IPOPT_CHECKLEVEL, IPOPT_VERBOSITY, and IPOPT_FORTRAN_INTEGER_TYPE, respectively. They are still available under their previous name, but these will be removed in Ipopt 3.14.
  • Changed dependencies as used by coinbrew to use new versions (2.1) of ThirdParty/HSL and ThirdParty/MUMPS and dropped ThirdParty/Metis. The new versions of the HSL and MUMPS build scripts now look for a Metis library in the system and should work with both Metis 4 and Metis 5.
  • Changed location where Java interface jar gets installed from $libdir to $datadir/java/.
  • minor fixes to buildsystem

3.13.1 (2020-03-11)

  • Added asserts that check whether sparsity pattern of Jacobian and Hessian as returned by TNLP are within range w.r.t. number of variables and constraints. [#350]
  • TNLPAdapter::ResortBnds now initializes complete output arrays with 0.0 before filling in values for non-fixed variables. Use new argument clearorig to turn this off. [#352]
  • bring back configure variables ADD_{C,CXX,F}FLAGS
  • added configure option --enable-relocatable to make prefix in pkg-config files relative to pcfiledir (assuming that --libdir hasn't been set)
  • bring back configall_system.h for build without config header
  • minor fixes to buildsystem

3.13.0 (2019-10-19)

This major release comes with a larger renovation of the build system and a changed directory structure (eliminated top directory), which is the result of a long and still on-going effort to use recent autotools versions for various COIN-OR projects, reduce future maintenance efforts, and adapting behaviors of standard autotools-based projects. As a consequence, a monolithic build of Ipopt, which builds Ipopt with all its dependencies in one run of configure and make is no longer possible. Dependencies should now be build and installed before building Ipopt. Additionally, support for some outdated versions of dependencies and unmaintained components of Ipopt has been dropped and some improvements that may require changes on the users side have been applied.

A more detailed, probably incomplete, list of changes follows:

  • Removed git submodules. Dependencies (HSL, Mumps, ASL, etc) now need to be build and installed in advance, either manually or by using coinbrew.
  • Dropped support for HSL < 2013.
  • Dropped support for MA28 in the linear solver loader.
  • Dropped support for Pardiso < 4.0 from pardiso-project.org.
  • Added support for Mumps 5.2.x, though initial experiments on CUTEst indicated that, on average, performance is worse than when using Mumps 4.10.0.
  • Dropped CUTEr interface, the successor CUTEst includes an interface to Ipopt.
  • Dropped Matlab interface as it is unmaintained and it was reported that it stopped functioning. Use https://github.com/ebertolazzi/mexIPOPT instead.
  • Dropped MSVS project files as unmaintained and not functioning with current Ipopt anymore.
  • Integrated Java interface into the main Ipopt library, that is, it is handled equivalently to the C and Fortran interfaces:
    • The source moved into src/Interfaces.
    • The JNI functions are now included in the main Ipopt library, thus an extra jipopt library is no longer build or necessary.
    • The Java class and org.coinor.ipopt.jar package are build and installed as part of the main Ipopt build.
    • The examples moved into examples/*_java.
    • A Java interface test is executed by make test.
    • To build javadoc, run make javadoc in the main build directory.
    • The configure flag --disable-java can be used to disable the check for Java and build of the Java interface.
    • DLLPATH and DLLNAME have been removed from the Ipopt class and constructors that works without arguments and with only one argument (specifying the Ipopt library namestem) have been added.
    • Method Ipopt::finalize has been marked as deprecated and will be removed in some future Ipopt version. Users must call dispose() explicitly.
  • Integrated sIpopt into the main Ipopt build, that is, it is now build together with Ipopt, but installed as separate library and executable. Use --disable-sipopt to disable building sIpopt.
  • IPOPT_THREAD_LOCAL now uses C++11's thread_local keyword if C++11 is available.
  • When using a GCC-compatible compiler, Ipopt and sIpopt interface functions are now declared with visibility(default)-attribute, thus building Ipopt with -fvisibility=hidden still produces a usable library.
  • When using a MSVC-compatible compiler, Ipopt and sIpopt interface functions are now declared with dllimport-attribute, so that an Ipopt C++ DLL can be used.
  • Under Windows/Msys2, DLLs are now build by default.
  • Cygwin and MSys1 are not supported.
  • pkg-config is now mandatory to use dependencies like ASL or HSL. On Windows, make sure to use a pkg-config version that produces Unix-style paths.
  • Script "compile" is now used to wrap around calls of cl/icl/ifort and translate GCC-style compiler flags to MSVC style.
  • "Addlibs" files have been removed, pkg-config should be used instead.
  • Header files are now installed in the better named $prefix/include/coin-or instead of $prefix/include/coin.
  • The default for --prefix is no longer the build directory, but the autotools-default, probably /usr/local.
  • The check for a Fortran compiler can be disabled via --disable-f77 and Ipopt can easier be build without a Fortran compiler.
  • Lapack is no longer optional, but required. The separate check for Blas and the --with-blas flags have been removed.
  • --enable-debug does not imply --disable-shared anymore.
  • Removed --enable-debug-ipopt, use --enable-debug instead.
  • Removed configure variables {ADD,OPT,DBG}_{C,CXX,F77}FLAGS. Use {C,CXX,F77}FLAGS instead.
  • Silent build output is now enabled by default, use configure flag --disable-silent-rules or call make with V=1 to disable.
  • Also for static builds, PIC objects are now generated by default, use --without-pic to disable.
  • The --with-*-incdir and --with-*-lib configure flags have been replaced by corresponding --with-*-cflags and --with-*-lflags flags. Note that the include directories need to be specified via -I<dir> in --with-*-cflags.
  • Fixed handling of ma77_default_control in LSL_setMA77().
  • Fixed calculation of quality function when setting option quality_function_centrality to reciprocal.
  • Fixed compiler warnings, in particular when using -Wunused-parameter.
  • Changed default for ma97_print_level to -1. This avoids messages about numerical singular systems written to stdout by default.

3.12

3.12.13 (2019-04-08)

  • fixed Pardiso settings when using Pardiso from Pardiso project website (by Olaf Schenk): the new settings should provide much better performance; the default for option pardiso_order changed from five to metis.
  • changed distinction of MKL and Basel Pardiso in configure: to use MKL Pardiso, only specify MKL for Blas; to use Basel Pardiso, use --with-pardiso

3.12.12 (2018-11-17)

  • allow for --without-matlab-home to disable check for Matlab [r2748]
  • add dppsv to v8-ifort [r2746]
  • disable error in LibraryHandler.c if snprintf detection failed [r2751]

3.12.11 (2018-09-16)

  • fill MUMPS struct with zeros when allocating in MUMPS interface [r2724]
  • minor fix in build-system of ThirdParty/ASL

3.12.10 (2018-06-02)

  • fixed setting for parallel solve when using MKL Pardiso (by t1393988511) [r2711]: parallel solve was disabled (which is not the default); note, that the setting for parallel factorization was not affected
  • fixed invalid read in AMPL interface for problems without objective function [r2715, #305]
  • updated ThirdParty/ASL to retrieve updated ASL (20180528) [#305]
  • name JIpopt library libjipopt.dylib on Mac OS X [r2718, #275]

3.12.9 (2018-01-15)

  • fixed memory leak in MA86 interface (by mhahn) [r2700,#283]
  • fixed handling of time limit when reoptimizing: CPU time spend was accumulated when reoptimizing, while it should have been reset for each solve (by paul-scott) [r2702,r2703]
  • fixed sign in Jacobian finite-difference approximation when point was close to variable upper bounds (by Enrico Bertolazzi) [r2704]

3.12.8 (2017-06-12)

  • add define for FORTRAN_INTEGER_TYPE to config_ipopt_default.h
  • IpoptApplication::RethrowNonIpoptException() now returns whether non-ipopt exceptions were rethrown before the method was called.

3.12.7 (2017-02-25)

  • removed compiler flag -pedantic-errors to avoid problems with some configure tests when using recent GCC versions
  • fixed rare bug in handling variable/constraint names in AmplTNLP (by G. Hackebeil) [r2673]
  • the get.Mumps script in ThirdParty/Mumps now renames libseq/mpi.h to libseq/mumps_mpi.h to avoid conflicts when building in a MPI environment (by T. Ralphs); note that if updating an existing checkout/download of Ipopt, you may have to rerun get.Mumps

3.12.6 (2016-07-20)

  • better support for custom algorithm development [r2659] (by Gabriel Hackebeil): "Reorganization of the AlgorithmBuilder class to allow easier customization of the Ipopt algorithm. In particular, we wanted to make use of the code that creates the SymLinearSolver object to implement our own SymLinearSolver without copy-pasting everything in AlgorithmBuilder. AlgorithmBuilder::BuildBasicAlgorithm now consists of 8 method calls that build the core components passed into the arguments of the IpoptAlgorithm class. These calls are ordered based on any dependencies they might have. In addition, all code for creating the PDSystemSolver, AugSystemSolver, and SymLinearSolver has been moved into separate factory methods. Also, included is a change to install a few more header files with Ipopt. Some of these are required to subclass AlgorithmBuilder, and the others are simply some matrix types that we require."
  • extend build system to work without Fortran compiler [r2660,r2661]: If no Fortran compiler is available (F77=unavailable), then the build system checks for functions in Blas, Lapack, and Pardiso via C linkage. This seems to work when using the Intel MKL, thus allowing to build Ipopt with C/C++ compilers and MKL only. The linear solver loader and the CuteR interface are disabled when no Fortran compiler is available. A user may have to adjust the definition of F77_FUNC in Ipopt/src/Common/IpoptConfig.h.

3.12.5 (2016-04-30)

  • changed fptr from long to void*: the Fortran side needs to make sure that it uses a big enough integer type to store a C pointer, thus void* can be used on the C side [r2599]
  • added additional second-order-correction method, which can be selected by setting the new option soc_method to 1 (by Wei Wan) [r2606, r2607]
  • added parameter allow_clobber with default value false to IpoptApplication::Initialize() and OptionsList::ReadFromStream()

3.12.4 (2015-08-09)

  • option to use regularized Hessian when doing a curvature test without inertia information (neg_curv_test_tol > 0), new option neg_curv_test_reg to switch back to original behavior (by N.-Y. Chiang and V. Zavala Tejeda) [r2579]
  • sIpopt: Added access to sensitivity directional derivative vector (ds/dp*(p-p0) Eq. 14 sIpopt implementation paper). Also, added an option to compute the sensitivity matrix and provide access to it. Finally, added an example that shows how to access the new information. (by R. Lopez-Negrete)
  • use workaround for failing check for random number generator with any gcc 4.8.x, x >= 2

3.12.3 and 3.11.11 (2015-04-15)

  • fixed bug in MA97 interface that lead to conversion issues (by J. Hogg) [r2566, #260]

3.12.2 (2015-04-04)

  • revised integration of doxygen-generated documentation into build system (by T. Ralphs)

3.12.1 (2015-02-13)

  • fixes to build system for dependency linking and library versioning
  • Ipopt will now report an NLP with inconsistent variable bounds or inconsistent constraints sides as infeasible instead of throwing an invalid TNLP exception (by T. Kelman) [r2548]

3.12.0 (2015-01-23)

  • Library dependencies are now recorded in shared library builds, which is intended to simplify linking against the Ipopt library. However, the pkg-config and ipopt_addlibs files do not reflect this change yet (it is rather experimental, imho). To restore the previous behavior, use --disable-dependency-linking as configure option.
  • If linking against Intel MKL for Blas/lapack, use of Pardiso from MKL is now automatically enabled. Note, that this will change the default solver on Ipopt builds without any of the linear solvers MA27, MA57, MA97, and MA86 (these take preference over Pardiso). [#216]
  • dropped support for old HSL sources (<2013; ThirdParty/HSLold)
  • updated ASL sources, now downloaded from AMPL-MP (github)
  • some internal changes to data structures (improved use of compound component spaces) and addition of IpLapackDppsv (by Gabe Hackebeil)

3.11

3.11.10 (2015-01-18)

  • fix a memory allocation in Java interface in cases where jint has a different size than int [r2513]
  • the buildsystem now tries the Accelerate framework instead of vecLib for finding Blas/Lapack on MacOS X

3.11.9 (2014-08-16)

  • fix compilation issue of Java interface on systems where Index and jint have different size [r2498, #241]
  • work around failing check for random number generator with gcc 4.8.3 [r2495, r2496]
  • readded IpTaggedObject.cpp to list of sources to compile in MSVS v8-ifort project file [r2492]
  • work around missing support for thread-local storage with gcc < 4.5 on MacOS X [r2491, #243]
  • fix call to MKL Pardiso init function [r2489]
  • speed up Triplet to CSR converter [r2487, #234]
  • fixed a bug in equilibration scaling where average values were computed incorrectly (by V. Zverovich) [r2483]

3.11.8 (2014-04-08)

  • fixed a bug, introduced with Ipopt 3.11.0, where the tag in the Ipopt's caching mechanism was not unique over time, which lead to failures of Ipopt that were difficult to debug or recognize (e.g., Ipopt may have stopped with an restoration failure for instances that solved fine with Ipopt 3.10) [r2472, r2473] I'm very thankful to Gabriel Hackebeil and Kurt Majewski for their debugging effort on this issue.
  • building Mumps with pthreads is now disabled by default [#229]
  • fixed setting of LD on Windows (now set to link only iff using MS/Intel compilers) [#230]
  • fixed download link for Gnumex [r2471]
  • for some messages about too-few-degrees-of-freedom and restoration failure, the message level changed from error to strong-warning [r2460, r2469]
  • revised calls to MPI_Init and MPI_Finalize in MUMPS interface [r2467] (MPI_Init is now called only if function MPI_Initialized is available and MPI has not been initialized already; MPI_Finalize is only called if Ipopt also called MPI_Init; ...)

3.11.7 (2013-12-18)

  • adapted PARDISO parameters when using MKL PARDISO to be close to using Basel PARDISO
  • added options pardiso_max_iterative_refinement_steps and pardiso_order; the former defaults to 1 in case of MKL PARDISO, which may help on instances that otherwise fail due to numerical issues
  • removed duplicate code in IpQualityFunctionMuOracle.cpp [#225, r2445]
  • fixed bug in triplet to csr converter [#226, r2446]
  • minor changes in buildsystem

3.11.6 (2013-11-16)

  • updates to Matlab Interface build system (by T. Kelman)
  • fix to updates of R Interface [r2416, #223]
  • fixed SHAREDLIBEXT in v8-ifort's config.h [r2426, #224]
  • minor fixes to the buildsystem

3.11.5 (2013-10-26)

  • added method IpoptApplication::RethrowNonIpoptException() to enable rethrowing of non-ipopt and non-bad_alloc exceptions catched in the *Optimize() and Initialization() methods; default is still to return with NonIpopt_Exception_Thrown status
  • minor fixes to the buildsystem [#215, #222]

3.11.4 (2013-09-12)

  • hopefully fixed non-working linear solver loader in DLLs build with MSVS/v8-ifort project files [r2365]
  • allow MC19 to be loaded via linear solver loader (by J. Currie) [r2366]
  • fixed new point flag when running dependency detector [r2368]
  • experimental: adapt Pardiso interface to work with MKL Pardiso (by J. Currie, T. Kelman) [r2369, #216]:
    • in a few tests it has been found that Pardiso from Intel MKL nowadays seems to work fine with Ipopt
    • to use Intel MKL with Ipopt 3.11, one has to specify the MKL libs via --with-pardiso and add -DHAVE_PARDISO_MKL -DHAVE_PARDISO_PARALLEL to the compiler flags
    • note that this is still an experimental feature (and thus not enabled by default)
  • updated Ipopt/R interface to version 0.8.4 [r2373]
    • additional variables have been included in the object returned from ipoptr:
      • z_L: final values for the lower bound multipliers
      • z_U: final values for the upper bound multipliers
      • constraints: final values for the constraints
      • lambda: final values for the Lagrange multipliers
    • removed ipoptr_environment as argument in ipoptr (see also r2372)
  • fixed bug in penalty term for centrality in quality function (not used by default) [#219, r2374]
  • minor bugfixes in AMPL interface, debug print statements, and compound matrix (by G. Hackebeil) [#218, r2371, r2377, r2378, r2379]
  • download scripts for ASL, Blas, and Lapack now first try to download tarball copies from the COIN-OR server

3.11.3 (2013-08-08)

  • get.* scripts for ThirdParty/{ASL,Blas,Lapack} now work around broken ftp access to www.netlib.org.

3.11.2 (2013-07-01)

  • changed default for option option_file_name to ipopt.opt; specifying an empty string for this option now disables reading of an option file [r2339]
  • missing initial values are now set to 0.0, projected onto variable bounds, in AMPL interface [r2340, #205]
  • fixed missing variable initialization in MA97 interface [r2341, #206]

3.11.1 (2013-06-14)

  • the setup for the v8-ifort MSVS project changed to use dynamic runtime DLLs instead of static linking, which caused crashes in debug mode (by M. Roelofs) [r2301]
  • fixed memory leaks in Java Interface (by javier) [#200, r2312]
  • updates and fixes to MA77 and MA87 interfaces, adding support of HSL 2013 codes (by J. Hogg); HSL 2012 still supported when compiled with Ipopt, but the linear solver loader to dynamically load a HSL library at runtime now assumes HSL 2013
  • added option ma97_solve_blas3 (by J. Hogg) [r2329]
  • changed default for option ma27_meminc_factor from 10.0 to 2.0 [r2330]
  • fixed bug in ipopt_auxdata of MATLAB Interface related to iterfunc [r2325]

3.11.0 (2013-05-07)

Miscellaneous

  • update and extension of Ipopt documentation
  • updated build of doxygen-generated documentation to comply with other COIN-OR projects
  • localized global variables in TaggedObject and RegisteredOption, so that Ipopt should now be threadsafe as long as Ipopt objects (esp. SmartPtr's) are not shared between threads and a threadsafe linear solver is used (e.g., MA27) [#167]
  • no more need for whitespace character at end of options file
  • added options print_frequency_iter and print_frequency_time to regulate which iteration summary lines should be printed [#161]
  • function evaluation timings are now available in OrigIpoptNLP [#86]
  • some fixes to uncommon issues with the Ipopt SmartPtr [#162]

Linear Solver Interfaces

  • new build system for Harwell codes (ThirdParty/HSL), which requires the coin-hsl archives from http://www.hsl.rl.ac.uk/ipopt/; previously downloaded HSL sources can still be used by placing them into ThirdParty/HSLold, but this option will be removed in a future Ipopt version
  • new interfaces for Harwell codes HSL_MA77, HSL_MA86, and HSL_MA97; see http://www.hsl.rl.ac.uk/ipopt/ about help on when to use which solver; especially MA57 and HSL_MA97 should be considered as replacement for MA27; however, MA27 is still the default for now
  • changed default of ma57_automatic_scaling to no (faster in general, but for higher reliability, you may want to set this option to yes)

Ipopt Interfaces

  • major improvements for building the MATLAB interface (see documentation)

  • MATLAB interface now returns number of function evaluations, too

  • the MA57 interface can now be used with the MA57 library that comes with MATLAB (configure option --enable-matlab-ma57; cannot use Metis)

  • auxdata is now handled by a wrapper function ipopt_auxdata.m instead of internally within the MEX code (replace Matlab call to ipopt with ipopt_auxdata if using auxiliary data in any callbacks) [r2282]

  • exposed more intermediate Ipopt information to iterfunc callback [r2283]

  • fixes to JIpopt buildsystem (now may work on windows and uses libtool)

  • JIpopt now reads options file ipopt.opt by default, if present

  • removed predefined KEY_ strings in JIpopt

  • renamed API functions that retrieve solution values in JIpopt

  • simplified installation of R interface

3.10

3.10.4 (2013-05-05)

  • fixed sign of dual values in AMPL solution again (with help of Gabe) [r2169, r2170, r2184, #183]
  • fixed bugs with reoptimizing a TNLP with all variables fixed [r2172, r2173, #179]
  • fixed more issues with sparse data structures and non-double numbers in Matlab interface (by T. Kelman) [r2191]
  • added missing final int for Ipopt return code Maximum_CpuTime_Exceeded in Java interface [r2216]
  • fixed bug when trying to warmstart Ipopt in Java interface [r2253]
  • fixed wrong use of SmartPtr's in Java interface [r2255, r2263]
  • fixed bug in returning final solution in Java interface [r2258]
  • included patch in ThirdParty/Mumps to work around bugs in Mumps matrix ordering routines AMF and QAMD (now give preference to AMD and METIS)

3.10.3 (2012-11-19)

  • minor fixes in MA86 interface (by Jonathan Hogg) [r2069, r2086]
  • fix in IpTripletToCSRConverter for CSR forms with extra entries (by Jonathan Hogg) [r2087]
  • workaround problems with Mac OS X Lion's blas library (by Frederic Hetch) [r2102, #181]
  • the C interface now catches also Ipopt exceptions thrown within the OptimizeTNLP call and returns Ipopt::Unrecoverable_Exception as status [r2094, #144]
  • fixed segmentation fault in adaptive barrier parameter update rule when using the mehrotra option on unconstrained problems [r2114, #114]
  • fixed segmentation fault in case no iterate is available in case of catastrophic failure in restoration phase [r2115]
  • fixed default for mumps_dep_tol to work with current Mumps versions [r2116]
  • fixed sign of dual values in AMPL solution [r2123, #183]
  • fixed issue with sparse gradients in Matlab interface (by T. Kelman) [r2133, #187]
  • sIPOPT (by H. Pirnay):
    • starting values in C++ version of parametric example now match AMPL version [r2098]
    • numerical values in parametric example now match publication [r2099]
    • added options n_sens_steps and sens_boundcheck as AMPL options [r2099]
    • any non-zero suffix value is now accepted for sens_init_constr [r2100]
    • fix typo in AMPL interface (by Weifeng Chen) [r2110]
    • fix bug when compiling without AMPL interface [r2113]
  • build system:
    • updated instruction on using nowadays HSL sources (by T. Kelman)
    • fixed issue with libdir being <prefix>/lib64
  • other minor fixes

3.10.2 (2012-02-12)

  • updates to HSL interface (by Jonathan Hogg):
    • MC68 can now be loaded dynamically, too
    • MA86 exploits built-in scaling
    • MA86 can choose best ordering from AMD and Metis
    • fix for return code of MA86 for singular matrices
  • corrected computation of Upsilon (norm of step SQUARED)
  • updates to MSVS v8-ifort project files and addition of vc10 project files (using vc8-generated IpoptFSS.dll) (by Marcel Roelofs)
  • minor bugfixes, include updates in BuildTools

3.10.1 (2011-09-20)

  • include updates in BuildTools, including new ThirdParty/Metis (fix for URL to download Metis 4.0.3 release)
  • linear solver loader prints error code when failing to load library under Windows
  • message on failure when reallocating memory in Mumps now includes size of memory that was tried to be allocated
  • added missing include of cstdio/stdio.h in IpJournalist.hpp
  • minor fixes to build system

3.10.0 (2011-06-20)

  • move to new COIN-OR configuration and installation convention
  • primal infeasibility output is now true infeasibility in original problem formulation

3.9

3.9.3 (2011-04-07)

  • include updates in BuildTools, including new ThirdParty/Metis (required to work with current metis release)

3.9.2 (2010-12-22)

  • converted from Common Public License to Eclipse Public License
  • some bugfixes from BuildTools

3.9.1 (2010-11-26)

  • improved Hessian update for restoration phase
  • added intermediate callback feature to C and Fortran interface

3.9.0 (2010-11-05)

  • switching to new BuildTools system
  • added R interface (contributed by Jelmer Ypma)
  • updates in AsNMPC (by Hans Pirnay)

3.8

3.8.3 (2010-06-29)

  • restated SolveStatistics::TotalCPUTime method for backward compatibility

3.8.2 (2010-06-16)

  • uses MUMPS version 4.9 and Lapack version 3.2.1
  • added AsNMPC contribution made by Hans Pirnay
  • enhanced MA57 options
  • several bug fixes and minor additions

3.8.1 (2009-10-30)

  • Bugfix in NLP function evaluation timing measurement. The time for the objective function gradient had been forgotten.

3.8.0 (2009-10-30)

  • Added MSVC solution with Intel Fortran compiler to generate DLLs (contributed by Marcel Roelofs). To make this work, a lot of methods in exported headers have been made virtual
  • changed default convergence tolerance in restoration phase (now same as regular tolerance)
  • output is flushed after each iteration

3.7

3.7.1 (2009-10-06)

  • bugfix for square problems
  • correct timing information (obj gradient was forgotten)
  • flush output buffer after each iteration
  • first code for iterative WSMP version (experimental and undocumented)

3.7.0 (2009-07-16)

  • a number of fixes (including those from 2009 COIN-OR Bug Squashing Party)
  • changes in some exposed header files to provide access to internal data structures for specific applications

3.6

3.6.1 (2009-05-01)

  • minor corrections in tutorial files

3.6.0 (2009-04-29)

  • new Matlab interface
  • added new option to limit cpu time: max_cpu_time
  • added ThirdParty directory for Metis to be used with MUMPS or MA57
  • updated CUTEr Makefile to make it work with CUTEr2
  • added files for a tutorial (including coding exercise)

3.5

3.5.5 (2009-01-13)

  • minor fixes regarding compilation
  • undocumented version of inexact method

3.5.4 (2008-09-29)

  • changed to MUMPS version 4.8.3 in externals (Mumps developers seem to have removed 4.8.1).

3.5.3 (2008-09-19)

  • changed back to MUMPS version 4.8.1 since there seem to be issues on Windows

3.5.2 (2008-09-18)

  • changed to latest version of MUMPS (4.8.2)
  • some bugfixes (linear algebra objects, automatic problem scaling)
  • made sure the subversion revision number is correct in all files
  • allowed general additional data and cq in IpData and IpCq

3.5.1 (2008-08-26)

  • changed to latest version of MUMPS (4.8.1)

3.5.0 (2008-08-25)

  • added ComputeRowAMax and ComputeColAMax methods to Matrix base class
  • changed externals for MUMPS to stable/1.1
  • call finalize_solution in more failure cases (this means that AMPL writes .sol file in more situations)
  • added IpTNLPReducer as simple way to exclude constraints from problem
  • several fixes, also from COIN-OR Bug Squashing Party 2008

3.4

3.4.2 (2008-07-18)

  • some bug fixes
  • added wallclock time routine
  • penalty function version does no longer crash if it wants to go to restoration phase (not that this really helps convergence though)

3.4.1 (2008-05-30)

  • some bug fixes
  • deleted v9 MSVC files again (since v8 works fine for v9)
  • print Ipopt version in default print level
  • added option that allows to change name of options file (option_file_name)

3.4.0 (2008-04-25)

  • added support to dynamically load HSL or Pardiso: If Ipopt has been compiled without some HSL or Pardiso solver, it can now load those solvers from a shared library at runtime without recompilation. This will make distribution of binaries easier. Does not work on all platforms yet.
  • several bugfixes
  • ensured compilation of MSVS project files (v8 and v9)
  • new special return code for square problems (Feasible_Point_Found returned if dual inf not small)
  • new initialization option for bound multipliers (see option bound_mult_init_method)
  • added simple penalty function line search option (line_search_method=penalty) - not guaranteed to converge, see Ipopt implementation paper (in MathProg)
  • some very basic method to approximate constraint Jacobian by finite differences (not efficient, but will hopefully be extended)

3.3

3.3.5 (2008-02-28)

  • corrected links for Ipopt mailing list
  • added missing Makefile.in for Matlab interface
  • the addlibs* files are now installed in share/doc/coin/Ipopt instead of lib
  • updates in Matlab interface
  • bugfix for ticket #56

3.3.4 (2007-12-27)

  • headers are now installed in include/coin (no longer in include/ipopt)
  • default for dual_inf_tol is now 1 (instead of 1e-4)
  • In matlab interface, here the text from Peter Carbonetto: There have been several significant changes made to the MATLAB interface since the last release. The most important two changes are:
    1. Following the "warm start" feature of IPOPT, you may pass in initial estimates for the Lagrange multipliers.
    2. Callback routines for computing the objective, gradient (etc.) are now specified using function handles instead of strings. (Thanks to Marcus Brubaker at the University of Toronto for the initial suggestion.)

3.3.3 (2007-09-25)

  • minor changes, bug fixes

3.3.1 (2007-06-20)

Synchronized with all changes in trunk; probably more than to be remembered. In the following a few:

  • support for Mumps linear solver (contributed by Damian Hocking)
  • --print-options flag for ipopt ASL solver executable to see all Ipopt options (available through ipopt.opt file)
  • added Matlab interface (contributed by Peter Carbonetto)
  • added support for f2c compiler to compiler Fortran code with MSVC++ compiler
  • new MSVS support (now within MSVS project and also with f2c)
  • a number of small changes/bug fixes/improvements
  • small change in interface (e.g., FinalizeSolution method)

3.2

3.2.4 (2007-04-24)

  • updated download script for Blas to fit netlib's recent changes
  • using a more recent version of BuildTools

3.2.3 (2006-11-29)

  • updated download script for Lapack to fit to netlib's recent changes

3.2 r795 (2006-10-11)

  • Bugfix in L-BFGS update
  • fix in configure with detection of sizeof(int*) on Cygwin

3.2.1 (2006-07-14) - dev release number 764

  • Bugfix in least square multiplier estimate. It mainly showed up in LBFGS with restoration phase as seg fault

3.2.0 (2006-07-07) - dev release number 757

  • changed installation procedure and directory structure to conform with new COIN-OR convention

3.1

3.1.0 (2006-04-08) - dev release number 714

Several bug-fixes, improvements and additions. In particular:

  • new quasi-Newton approximation using L-BFGS
  • interfaces to linear solver MA57, WSMP, Pardiso (MUMPS and TAUCS not yet completed)
  • derivative checker
  • unit test
  • configure supports compilation under Cygwin with native Windows compilers
  • ScalableExample
  • user call-back method in TNLP

3.0

3.0.1 (2005-12-04)

  • Several corrections to Windows files
  • Fix termination if number of iterations is exceeded in restoration phase

3.0.0 (2005-08-26) - dev release number 510

  • First official release of the new C++ implementation of Ipopt.

2.2

no new release (2005-08-19)

  • corrected detection of BLAS libraries for SUN (make sure the example Makefiles work)
  • upgrade LICENSE file to CPL version 1.0 as retrieved from www.opensource.org

2.2.1e (2005-05-30)

  • fixed sign of multipliers returned to AMPL (bug reported by Rhoda Baker and Karsten Theissen)
  • switched to automake 1.9.5

no new release (2005-01-07)

  • bugfix for the limited memory BFGS in case of square problems (bug reported by Wanhe Zhang and Ned Nedialkov)

2.2.1d (2004-10-05)

  • Added outlev as an option to the AMPL solver as a synonym for iprint
  • For iprint = 0, the output lines per iteration are now suppressed
  • corrected two bugs in configure script (test for size of long etc before Fortran libraries as added to LIBS; prevent cycling in make -j 1 test)
  • internally renamed subroutine ERROR to OPTERROR (ERROR had a name clash for some Fortran compiler)
  • avoid uninitialized variable in update_b_lm.f
  • minor correction in computation of residual in get_step_full.F
  • minor change for slack correction in filter.F

2.2.1c (2004-07-20)

  • corrected bug leading to very small QTAU in rare circumstances

2.2.1b (2004-05-21)

  • Make DFILLINFACT option available through AMPL interface
  • Now, later increase of memory requirement for Harwell solvers is also based on DFILLINFACT, instead of using a fixed values of 10.

2.2.1a (2004-05-13)

  • fix in IPOPT/ipopt/mainloop.F: The multipliers were not scaled back for low printlevel.

no new release (2004-04-28)

  • fix in IPOPT/AMPL_interface/ipoptAMPL.c: Now the mulitpliers for the constraints are passed back to AMPL.
  • Added download scripts using wget to get ASL, BLAS, and LAPACK more easily. Thanks to Frank Wuebbeling for the hint.

2.2.1 (2004-04-25)

  • AMPL solver executable is now called ipopt (instead of ipoptAMPL). This fixed also problem with assigning IPOPT options from within AMPL. (reported by Karsten Theissen)
  • default value for number of iterations is now 10000 (instead of 1000)
  • new option: IMAXCPUSEC to be set to the maximum number of CPU seconds after which the algorithm should stop. The check is performed only at certain points in the algorithm, so that the executable might run longer than specified. The algorithm also stops (as before) when the file "STOP" is detected in the current directory. Finally, a call to USER_REQUESTED_STOP has been added if the preprocessor macro USE_USER_REQUESTED_STOP has been defined. If this LOGICAL function returns .TRUE., the algorithm also stops. This feature was requested by David Ternet.
  • if IPOPT is run several time in a row, the counting of function evaluations is restarted after every new call of IPOPT.
  • in get_step_full, now check if the number of negative eigenvalues is LESS than then number constraints. If so, increase the pivot tolerance, and if that doesn't help, pretend that the system is singular. (this fixed a problem reported by Hans Mittelmann)
  • decrease default values for DPIVTOLMAX
  • suppress superflous leading zeros in iteration output. For long output (ioutput=1) include CPU time
  • a few changes regarding the inertia correction (get_step_full.F). This decreases CPU time significantly in a few cases.
  • corrected problem in C-files related to names for struct's (some GNU compiler complained)
  • changed default options for GNU compilers (now -O3 -funroll-loops, no longer -O2 and -mieee-fp)
  • no reference to MC35 in resto_tron if HAVE_MC35 is not defined
  • #error preprocessor directive removed from *.F files, since not all compilers understand it (reported by Hans Mittelmann)
  • switch to automake 1.8.3

2.2.0 (2004-03-10)

Many things have changed since the last official release. Here a few highlights:

  • easier installation procedure with autoconf
  • algorithm made more robust and efficient
  • new restoration phase for filter method (TRON no longer needed for full-space option anymore)
  • C-interface