ipopt-hs

a haskell binding to the nonlinear programming solver Ipopt. Bindings to NLopt are also included. A embedded language, similar to the one provided by glpk-hs, is defined in Ipopt.NLP. The goal is to define problems at a level similar to other algebraic modeling languages, but retain some of the safety and flexibility available in haskell. There is some overhead http://code.haskell.org/~aavogt/ipopt-hs/examples/bench.html but perhaps it is negligible for your uses. Current limitations include: copying in every iteration happens between between Data.Vector.Storable and Data.Vector might be avoidable somehow. Currently it is done because AD needs a Traversable structure, but Storable vectors are not traversable. Note that there is a Numeric.AD.Mode.Forward.Double but as yet none for Vectors of Double sparseness of derivatives isn't used no binding to sensitivity parts as-implemented in ipopt