Tuesday, October 5, 2010

IPOPT and F#

Theoretically, the C# interface that I developed for IPOPT should make it possible to access IPOPT from all .NET languages. To illustrate this, I recently implemented the basic HS071 example in C# and VB.NET versions.

As a proof-of-concept and as a first attempt to learn F#, I have now also implemented the HS071 example in F#. The F# source code can be found here. This is my first F# program ever, so I am sure it can be substantially improved. Nonetheless, it did compile and efficiently solved the HS071 example. Needless to say, I am pleased to have reached this far :-)

I have not yet packaged the F# example in a regular csipopt release, but the latest revision of the source code can be downloaded via a Subversion client. For further instructions, see this page.