Ipopt is a solver for large-scale nonlinear continuous
optimization. It can be used from modeling environments, such as
AMPL, GAMS, or Matlab, and it is also available as a callable library with
interfaces to C++, C, and Fortran. Ipopt uses an interior point
method, together with a filter linear search procedure. Ipopt is
part of the larger COIN-OR initiative (Computational Infrastructure
for Operations Research).