IPOPT 和 CppAD

IPOPT doc: https://coin-or.github.io/Ipopt/

IPOPT Home page

IPOPT messages

IPOPT options

IPOPT documentation (html)

IPOPT documentation (pdf)

IPOPT (Internal Point OPTimizer) is a powerful general non-linear optimization engine. IPOPT is incorporated in SmartFolio Professional Edition to solve various portfolio optimization problems

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转载自www.cnblogs.com/flyinggod/p/12952807.html