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mexIPOPT

by Enrico Bertolazzi

This is my rewrite of Peter Carbonetto MATLAB interface for IPOPT a software package for large-scale ​nonlinear optimization.

Source code and documentation for IPOPT can be downloaded from:

https://projects.coin-or.org/Ipopt

On OSX IPOPT can be installed using Homebrew (http://brew.sh).

Why do a job already done?

The original MATLAB interface (https://projects.coin-or.org/Ipopt/wiki/MatlabInterface) seems not maintained for OSX and do not work with recent MATLAB distributions. I have reorganized and simplified the original interface (only internally) and eliminated the bug (due to MATLAB change in the managing of sparse pattern) in the interfacing of sparse pattern between MATLAB and IPOPT. Moreover I tried to improve error catching.

How to install

Use the toobox installer at

download and run in MATLAB to install following the instruction.

How to compile

Compilation shuold be not necessary. To (re-)compile the mex file for your architecture

  • change the working directory to the toolbox directory.
  • run the script CompileIpoptMexLib.

if all the thing go well open

  • run the script setup and them ../IPOPT-toolbox.prj to compile the toolbox.

at this point you find the recompiled toolbox at

  • ../IPOPT-toolbox.mltbx

Examples

In the directory toolbox/example you find the original examples of Peter Carbonetto which shows the usage of the interface.

In the directory test_TRAIN you find a complex example of an Optimal Control Problem solved using direct trascription and transformed to an NLP solved using IPOPT. The descriptin of the problem is at

MA57, MA77, MA86, MA97, PARDISO

IPOPT can can use HSL library (https://www.hsl.rl.ac.uk) and PARDISO (https://pardiso-project.org). These libraries can improve the performance of the solver. Due to copyright issues these libraries cannot be included in IPOPT executable. Read README_HSL.md to see how to use these libraries in your applications.

Author:

Enrico Bertolazzi
Department of Industrial Engineering
University of Trento
[email protected]

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mexipopt's Issues

precompiled lib?

I want to use the dll and hpp in the folder "binary" on Windows (in C language). When I run the code, Visual Studio told me 'error LNK2019: unresolved external symbol "IpoptSolve"'. I think that I may lose the lib file of ipopt? Can you support the lib file? thanks

Problems with funcs.iterfunc

The description of funcs.iterfunc reports:

% funcs.iterfunc (optional)
%
% An additional callback routine that is called once per algorithm
% iteration. It takes three inputs: the first is the current iteration
% of the algorithm, the second is the current value of the objective,
% and the third is a structure containing fields x, inf_pr, inf_du, mu,
% d_norm, regularization_size, alpha_du, alpha_pr, and ls_trials. This
% function should always return true unless you want IPOPT to terminate
% prematurely for whatever reason. If you would like to use the third
% input to iterfunc along with auxdata functionality, you will need to
% modify the appropriate section of ipopt_auxdata.m.

however auxdata struct does not contain the value of the current solution x.
Matlab output is

auxdata =

struct with fields:

             inf_pr: 0
             inf_du: 0.1052
                 mu: 1
             d_norm: 0
regularization_size: 0
           alpha_du: 0
           alpha_pr: 0
          ls_trials: 0

bug with gcc>10

The code doesn't work when compile with gcc version > 9 due to this part of code in ipopt.m
elseif isunix if strcmp( cmp, 'GLNXA64') == 1 myCCompiler = mex.getCompilerConfigurations('C','Selected'); switch myCCompiler.Version(1:1) case {'1','2','3','4','5'} error('mexIPOPT do not support gcc < gcc6'); case {'6'} [x,info] = ipopt_linux_3(varargin{:}); case {'7','8'} [x,info] = ipopt_linux_4(varargin{:}); otherwise [x,info] = ipopt_linux_5(varargin{:}); end elseif strcmp( cmp, 'x86_64-pc-linux-gnu') == 1 % Octave [x,info] = ipopt_linux_5(varargin{:}); else error('IPOPT: No support for architecture %s\n', cmp ); end
It only checks the first digit of the version so any version great than 9 won't work.

suggestion to move binaries to separate repo

First, thanks @ebertolazzi, for your work on keeping the IPOPT MEX interface alive.

I had a quick suggestion. In my opinion, it would be ideal to split this into at least two separate repositories.

The first, and main one would consist of a minimal repository with only the source and files for the MEX interface itself, with no binaries, and independent of any particular IPOPT version, OS platform or version, MATLAB/Octave version, etc. Essentially this would include everything you need to build the MEX for a system that already has IPOPT and MATLAB/Octave installed. This would hopefully change very rarely.

Anything specific to a particular build, i.e. lPOPT sources and/or libraries, MEX binaries, etc, on the other hand, could be kept in a separate repository (or repositories). You could either dump all of this in a single repository, or it might make sense to have a separate build-specific repository for each build with a README with details of the build environment (OS, IPOPT, MATLAB/Octave versions) and the MEX file and any libraries it depends on.

What do you think?

error in compile_win.m

I wanna create ipopt.mex by compile_win.m but below error was appeared. how can
handle this?
1

Crash ipopt mex file in matlab compiler sdk

Hi
I write a c# code and in this code was used Matlab dll with ipopt mex file. when dll want to use ipopt mex file, C# code crash without any error. in the other word, Matlab dll works correctly but crash when want use ipopt mex file.

ipopt.m shadows ipopt.mexa64

It is not a real bug, just an advice. On my machine (Ubuntu 14.04 64 bit, Matlab R2015 b), it turned out that the ipopt.m file shadows the mex function ipopt.mexa64 which results in an error. I know, that it shouldn't be the case as the mex files should be evaluated before the .m files. But this issue can easily be fixed by renaming ipopt.m to e.g. ipopt_MATLAB.m as it is just a pure comment file and not a wrapper for the mex function.

Installation Problem

Hello,
Here is the error which I received when I tried to run the CompileIpoptMexLib.m file. I am using window 11, matlab 2022. I have visual studio 2019 and 2022 installed before (just mentioned to check if there is a conflict with the IPOPT installer).


mex -largeArrayDims -Isrc ./src/ipopt.cc ./src/IpoptInterfaceCommon.cc -DOS_WIN -I../Ipopt/include_win_mingw//coin-or -output bin/windows_mingw/ipopt_win_mingw -Lbin/windows_mingw/ -lipopt -lcoinmumps
Building with 'Microsoft Visual C++ 2019'.
Error using mex
Creating library
E:\Projects\Matlab\mexIPOPT-1.1.4\toolbox\bin\windows_mingw\ipopt_win_mingw.lib and object
E:\Projects\Matlab\mexIPOPT-1.1.4\toolbox\bin\windows_mingw\ipopt_win_mingw.exp
ipopt.obj : error LNK2019: unresolved external symbol "public: __cdecl
Ipopt::IpoptApplication::IpoptApplication(bool,bool)" (??0IpoptApplication@Ipopt@@qeaa@_N0@Z)
referenced in function "void __cdecl IpoptInterface::mexFunction_internal(int,struct
mxArray_tag * * const,int,struct mxArray_tag const * * const)"
(?mexFunction_internal@IpoptInterface@@YAXHQEAPEAUmxArray_tag@@HQEAPEBU2@@z)
ipopt.obj : error LNK2019: unresolved external symbol "public: virtual __cdecl
Ipopt::IpoptApplication::~IpoptApplication(void)" (??1IpoptApplication@Ipopt@@UEAA@XZ)
referenced in function "void __cdecl IpoptInterface::mexFunction_internal(int,struct
mxArray_tag * * const,int,struct mxArray_tag const * * const)"
(?mexFunction_internal@IpoptInterface@@YAXHQEAPEAUmxArray_tag@@HQEAPEBU2@@z)
ipopt.obj : error LNK2019: unresolved external symbol "public: virtual enum
Ipopt::ApplicationReturnStatus __cdecl Ipopt::IpoptApplication::Initialize(bool)"
(?Initialize@IpoptApplication@Ipopt@@UEAA?AW4ApplicationReturnStatus@2@_N@Z) referenced in
function "void __cdecl IpoptInterface::mexFunction_internal(int,struct mxArray_tag * *
const,int,struct mxArray_tag const * * const)"
(?mexFunction_internal@IpoptInterface@@YAXHQEAPEAUmxArray_tag@@HQEAPEBU2@@z)
ipopt.obj : error LNK2019: unresolved external symbol "public: virtual enum
Ipopt::ApplicationReturnStatus __cdecl Ipopt::IpoptApplication::OptimizeTNLP(class
Ipopt::SmartPtr const &)"
(?OptimizeTNLP@IpoptApplication@Ipopt@@UEAA?AW4ApplicationReturnStatus@2@AEBV?$SmartPtr@VTNLP@Ipopt@@@2@@z)
referenced in function "void __cdecl IpoptInterface::mexFunction_internal(int,struct
mxArray_tag * * const,int,struct mxArray_tag const * * const)"
(?mexFunction_internal@IpoptInterface@@YAXHQEAPEAUmxArray_tag@@HQEAPEBU2@@z)
ipopt.obj : error LNK2019: unresolved external symbol "public: virtual class
Ipopt::SmartPtr __cdecl
Ipopt::IpoptApplication::Statistics(void)"
(?Statistics@IpoptApplication@Ipopt@@UEAA?AV?$SmartPtr@VSolveStatistics@Ipopt@@@2@XZ)
referenced in function "void __cdecl IpoptInterface::mexFunction_internal(int,struct
mxArray_tag * * const,int,struct mxArray_tag const * * const)"
(?mexFunction_internal@IpoptInterface@@YAXHQEAPEAUmxArray_tag@@HQEAPEBU2@@z)
IpoptInterfaceCommon.obj : error LNK2019: unresolved external symbol "public: __cdecl
Ipopt::Journal::Journal(class std::basic_string<char,struct std::char_traits,class
std::allocator > const &,enum Ipopt::EJournalLevel)"
(??0Journal@Ipopt@@qeaa@AEBV?$basic_string@DU?$char_traits@D@std@@v?$allocator@D@2@@std@@W4EJournalLevel@1@@z)
referenced in function "public: __cdecl Ipopt::MatlabJournal::MatlabJournal(enum
Ipopt::EJournalLevel)" (??0MatlabJournal@Ipopt@@qeaa@W4EJournalLevel@1@@z)
IpoptInterfaceCommon.obj : error LNK2019: unresolved external symbol "public: virtual __cdecl
Ipopt::Journal::~Journal(void)" (??1Journal@Ipopt@@UEAA@XZ) referenced in function "public:
virtual __cdecl Ipopt::MatlabJournal::~MatlabJournal(void)" (??1MatlabJournal@Ipopt@@UEAA@XZ)
IpoptInterfaceCommon.obj : error LNK2001: unresolved external symbol "public: virtual void
__cdecl Ipopt::Journal::SetPrintLevel(enum Ipopt::EJournalCategory,enum
Ipopt::EJournalLevel)"
(?SetPrintLevel@Journal@Ipopt@@UEAAXW4EJournalCategory@2@W4EJournalLevel@2@@z)
IpoptInterfaceCommon.obj : error LNK2001: unresolved external symbol "public: virtual void
__cdecl Ipopt::Journal::SetAllPrintLevels(enum Ipopt::EJournalLevel)"
(?SetAllPrintLevels@Journal@Ipopt@@UEAAXW4EJournalLevel@2@@z)
IpoptInterfaceCommon.obj : error LNK2001: unresolved external symbol "public: virtual bool
__cdecl Ipopt::Journal::IsAccepted(enum Ipopt::EJournalCategory,enum
Ipopt::EJournalLevel)const "
(?IsAccepted@Journal@Ipopt@@UEBA_NW4EJournalCategory@2@W4EJournalLevel@2@@z)
E:\Projects\Matlab\mexIPOPT-1.1.4\toolbox\bin\windows_mingw\ipopt_win_mingw.mexw64 : fatal
error LNK1120: 10 unresolved externals

Error in CompileIpoptMexLib (line 129)
eval(CMD);

native Apple Silicon version

I'd like to compile a version with a native Apple Silicon version of MATLAB.

I have successfully built Ipopt (using coinbrew) and an Octave MEX interface, but I am afraid I don't know how to get mexIPOPT to recognize the version of Ipopt I built from source when building for MATLAB.

Can you give me some pointers here? Or do you have a precompiled version for a native Apple Silicon version of MATLAB?

Thanks.

Add other solvers like MA57

I am thankful for your work. Now I want to use MA57 from the HSL Mathematical Software Library
(see http://www.hsl.rl.ac.uk). Do you know how to build IPOPT using MA57 this solver? Is it just need to add the file in ThirdParty and chang the path directing to MA57? I just applied for the download for MA57. Hope you can give me some suggestions.

mexIPOPT interface for new version of IPOPT

Hello!

I have installed the latest version of IPOPT (3.14) using coinbrew on my PC. I would like to use this version of IPOPT with mexIPOPT on my MATLAB. But it seems like that the recent release of mexIPOPT comes already with an IPOPT (v3.13.3). How can I compile mexIPOPT to use the newer version of IPOPT? Further, in future if I install a new linear solver for IPOPT then how to make sure mexIPOPT uses that new solver. Any leads are appreciated!

Best,
Rahul

Missing library on M1

When trying to use the toolbox on an M1 Mac (under Rosetta), the interface just dies with

Invalid MEX-file '/Users/.../Library/Application Support/MathWorks/MATLAB
Add-Ons/Toolboxes/IPOPT-toolbox/bin/osx/ipopt_osx.mexmaci64': dlopen(/Users/.../Library/Application Support/MathWorks/MATLAB
Add-Ons/Toolboxes/IPOPT-toolbox/bin/osx/ipopt_osx.mexmaci64, 0x0006): Library not loaded: /usr/local/opt/ampl-mp/lib/libasl.3.dylib
  Referenced from: <51786EB4-570D-3571-900E-D6010E56D3CD> /Users/.../Library/Application Support/MathWorks/MATLAB
  Add-Ons/Toolboxes/IPOPT-toolbox/bin/osx/libipoptamplinterface.3.dylib
  Reason: tried: '/usr/local/opt/ampl-mp/lib/libasl.3.dylib' (no such file),
  '/System/Volumes/Preboot/Cryptexes/OS/usr/local/opt/ampl-mp/lib/libasl.3.dylib' (no such file),
  '/usr/local/opt/ampl-mp/lib/libasl.3.dylib' (no such file), '/usr/local/lib/libasl.3.dylib' (no such file),

  '/usr/lib/libasl.3.dylib' (no such file, not in dyld cache)

It seems that libasl.3.dylib should be provided in the toolbox, but it is not being provided. Moreover, per otool, there seems to be hard-coded link to a version in /usr/local/ in libipoptamplinterface.3.dylib.

Or is there a way to install an x86 version of the library using homebrew?

Unrecognized function or variable 'ipopt_osx'

Hi,

I am following your instruction and tried the "test_ipopt.m", but the Matlab stoped with the error message Unrecognized function or variable 'ipopt_osx'. How do I fix this problem? My system is Mac Sonoma.

Upgrade version of IPOPT to latest?

The latest version of IPOPT is v3.14.14. Could we please see a new release of this mex interface for IPOPT that updates the underlying version to this release?

Thank you!

Cannot find libhsl in newer versions of MATLAB and mexIPOPT

I am recently having some issues with MA57 that were not there before, so I did some tests and here is what I found.

I am running the file test_BartholomewBiggs.m using different versions of the toolbox and using MUMPS and MA57 linear solvers.

Windows 11, MATLAB R2022a:

mexIPOPT version MUMPS MA57
1.0.0 Invalid MEX-file Invalid MEX-file
1.1.1 std::bad_alloc std::bad_alloc
1.1.2 std::bad_alloc std::bad_alloc
1.1.3 EXIT: Optimal Solution Found. Error 126 while loading libhsl.dll
1.1.4 EXIT: Optimal Solution Found. Error 126 while loading libhsl.so

Ubuntu 20.04, MATLAB R2021a:

mexIPOPT version MUMPS MA57
1.0.0 EXIT: Optimal Solution Found. EXIT: Optimal Solution Found.
1.1.1 EXIT: Optimal Solution Found. libhsl.so: cannot open shared object file
1.1.2 EXIT: Optimal Solution Found. libhsl.so: cannot open shared object file
1.1.3 EXIT: Optimal Solution Found. libhsl.so: cannot open shared object file
1.1.4 EXIT: Optimal Solution Found. libhsl.so: cannot open shared object file

Looks like MA57 is not working anymore in anything but mexIPOPT v1.0.0. Any ideas?

Compilation under Octave

Hello,

I tried to compile the mex interface under Octave but there are some minor problems. The main issue it that mxArray is defined as a void under Octave, so function definitions with parameters like:

MatlabFunctionHandle::bind( mxArray const p[], char const error_msg[] )

Give an error, as arrays of voids aren't allowed under C++. To work it needs to be defined as:

MatlabFunctionHandle::bind( mxArray const * p, char const error_msg[] )

I think this different definition should have no adverse effect in the Matlab environment, but I couldn't check as I don't have Matlab.

At the end a patch which fix the few function definitions having the problem, and ipopt.m in order to accept the architectures used by Octave under Windows. This probably needs further fixes to work with Octave under Linux or Mac, but I have no way to check the architectures reported by the computer() function under those operating systems.

Thanks for this very well designed interface.

Bye,

Denis Sbragion

************** Patch following **************

diff -ru mexIPOPT.orig/toolbox/lib/ipopt.m mexIPOPT/toolbox/lib/ipopt.m
--- mexIPOPT.orig/toolbox/lib/ipopt.m	2021-07-24 00:08:51.000000000 +0200
+++ mexIPOPT/toolbox/lib/ipopt.m	2021-09-09 10:22:41.849937500 +0200
@@ -249,7 +249,7 @@
 function [x,info] = ipopt( varargin )
   cmp = computer;
   if ispc
-    if strcmp( cmp, 'PCWIN64') == 1
+    if strcmp( cmp, 'PCWIN64') == 1 || strcmp( cmp, 'x86_64-w64-mingw32') == 1 || strcmp( cmp, 'i686-w64-mingw32') == 1
       [x,info] = ipopt_win(varargin{:});
     else
       error('IPOPT: No support for architecture %s\n', cmp );
@@ -263,12 +263,12 @@
   elseif isunix
     if strcmp( cmp, 'GLNXA64') == 1
       myCCompiler = mex.getCompilerConfigurations('C','Selected');
-      switch str2num(myCCompiler.Version)
-      case {1,2,3,4,5}
+      switch myCCompiler.Version(1:1)
+      case {'1','2','3','4','5'}
         error('mexIPOPT do not support gcc < gcc6');
-      case {6}
+      case {'6'}
         [x,info] = ipopt_linux_3(varargin{:});
-      case {7,8}
+      case {'7','8'}
         [x,info] = ipopt_linux_4(varargin{:});
       otherwise
         [x,info] = ipopt_linux_5(varargin{:});
diff -ru mexIPOPT.orig/toolbox/src/IpoptInterfaceCommon.cc mexIPOPT/toolbox/src/IpoptInterfaceCommon.cc
--- mexIPOPT.orig/toolbox/src/IpoptInterfaceCommon.cc	2021-07-24 00:08:51.000000000 +0200
+++ mexIPOPT/toolbox/src/IpoptInterfaceCommon.cc	2021-09-08 17:30:35.533599800 +0200
@@ -286,7 +286,7 @@
   // is up to the user to ensure that the MATLAB array is a valid
   // function handle.
   void
-  MatlabFunctionHandle::bind( mxArray const p[], char const error_msg[] ) {
+  MatlabFunctionHandle::bind( mxArray const * p, char const error_msg[] ) {
 
     IPOPT_DEBUG("In MatlabFunctionHandle::bind");
 
@@ -324,9 +324,9 @@
   void
   MatlabFunctionHandle::eval(
     Index           n_lhs,
-    mxArray       * lhs[],
+    mxArray       ** lhs,
     Index           n_rhs,
-    mxArray const * rhs[]
+    mxArray const ** rhs
   ) const {
 
     IPOPT_DEBUG("In MatlabFunctionHandle::eval");
diff -ru mexIPOPT.orig/toolbox/src/IpoptInterfaceCommon.hh mexIPOPT/toolbox/src/IpoptInterfaceCommon.hh
--- mexIPOPT.orig/toolbox/src/IpoptInterfaceCommon.hh	2021-07-24 00:08:51.000000000 +0200
+++ mexIPOPT/toolbox/src/IpoptInterfaceCommon.hh	2021-09-08 17:29:04.261774400 +0200
@@ -134,7 +134,7 @@
     // It is up to the user to ensure that the MATLAB array is a valid
     // function handle.
     void
-    bind( mxArray const p[], char const error_msg[] );
+    bind( mxArray const * p, char const error_msg[] );
 
     // This method is used to call the MATLAB function, provided inputs
     // to the function. It is up to the user to make sure that the
@@ -143,9 +143,9 @@
     void
     eval(
       Index           n_lhs,
-      mxArray       * lhs[],
+      mxArray       ** lhs,
       Index           n_rhs,
-      mxArray const * rhs[]
+      mxArray const ** rhs
     ) const;
 
     // Returns true if and only if the function handle is not null.
@@ -170,7 +170,7 @@
 
     void setup( mxArray * ptr );
     void getStructure( Index rows[], Index cols[] ) const;
-    void getValues( std::string const & func, mxArray ptr[], Number values[] ) const;
+    void getValues( std::string const & func, mxArray * ptr, Number values[] ) const;
   } SparseMatrix;
 
   /*
@@ -214,7 +214,7 @@
     // this MATLAB array must be a structure array in which each field
     // is a function handle.
     explicit
-    CallbackFunctions( mxArray const mx_x0[], mxArray const ptr[] );
+    CallbackFunctions( mxArray const * mx_x0, mxArray const * ptr );
 
     // The destructor.
     ~CallbackFunctions();
@@ -225,7 +225,7 @@
     std::vector<Number> const & getx0() const { return m_x0; }
 
     bool
-    from_cell_array( mxArray const ptr[], Index n, Number * x ) const;
+    from_cell_array( mxArray const * ptr, Index n, Number * x ) const;
 
     Index numVariables() const { return mx_x_nv; }

Couldn't use finite-difference gradient and jacobian approximation

I found the options to use finite-difference gradient and jacobian in the following link.
https://coin-or.github.io/Ipopt/OPTIONS.html

I try to use those options like this:

options.nlp.jacobian_approximation = 'finite-difference-values';
options.nlp.gradient_approximation = 'finite-difference-values';

or

options.ipopt.jacobian_approximation = 'finite-difference-values';
options.ipopt.gradient_approximation = 'finite-difference-values';

But they don't seem to work.

Gradient and jacobian computation

I have a simulator written in matlab. I want to couple with IPOPT. is there any option in ipopt to compute the gradient of objective function and jacobian of constraints internally. Because, if i compute them with the simulator it will take more time for convergence. kindly help in this aspect

Using intermediate callback crashes matlab

Hi!

I love your new interface to Ipopt! However, I seem to have an issue when I run examplehs038.m. It crashes matlab, when I turn off the intermediate callback, it works just fine. Is this a known issue or did I do something wrong? All other examples work just fine. I noticed that the examples are copies of the ones distributed with the older ipopt mex code, and when I build that one and try examplehs038 it works fine.

Cheers,
Manuel

Unix Compiler Version Check Bug Report

Hi, I think I found a bug in lib/ipopt.m.

I'm working on Ubuntu 22.04 and gcc-11.3. But in line 272, you are still using the first digit (myCCompiler.Version(1:1)) to check the compiler version. So the gcc-11.3 will be mistakenly recognized as gcc-1.

I'm ignoring all the version checks for now. But the mex file still can not work on my system and always crashes my Matlab.

I appreciate your work! I will let you know if I'm able to fix this. Thanks!

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