Ipopt (Interior Point OPTimizer)
Nonlinear optimization problems arise in numerous business and industry settings: portfolio optimization, optimal power flow, nonlinear model predictive control, among many others. Ipopt is an established engine in numerous applications, known for its high efficiency and robustness. Panua-Ipopt is a high-performance multi-core implementation of the popular open-source Ipopt optimization software with improved algorithmic features, based on the powerful Panua-Pardiso linear solver package. The core state-of-the-art interior-point algorithm enables it to solve very large nonconvex constrained continuous optimization problems to high precision. Its parallelization feature is unrivaled among the leading nonlinear optimization solvers.