SIP

SIP is a sparse interior point solver for nonlinear optimization problems of the form

$$\begin{aligned} \min_x \quad & f(x) \\ \textrm{s.t.}\quad & c(x) = 0, \\ & g(x) \leq 0, \\ & l \leq x \leq u. \end{aligned}$$

Internally, SIP introduces positive slack variables and solves the equivalent system

$$c(x) = 0, \qquad g(x) + s = 0, \qquad s > 0.$$

The functions $f$, $c$, and $g$ are required to be continuously differentiable. The user provides callbacks for model evaluation, matrix-vector products, and a linear solver for the Newton-KKT systems.

Examples

Examples and solver integrations are maintained in:

• SIP Examples