Solver wish list

[mpowelson]

This is a short wish list of solvers that we could add to trajopt_optimizers. We should also consider pushing some of them back to IFOPT if there is interest in that community.

• Develop solver interface test suite
• OptimLib
• Gurobi interface in trajopt_sqp - We should try SNOPT before we put too much effort into it, but an interface to Gurobi might be nice.
• Pagmo2 - "A C++ scientific library for massively parallel optimization"
• HQP - Doesn't look very active, but it is open source (LGPL). It might be worth trying out.
• HPIPM - BSD licensed interior point solver. THIS package has an interface to it that may be used as a reference.
• SOLNP - "This is a C++ implementation of the SOLNP algorithm by Yinyu Ye (1989) with Python Wrappers. The algorithm was originally implemented in Matlab, and have gained some fame through it's R implementation (RSOLNP). Various implementations of the algorithm exists already, however, this version utilizes the power of DLIB and C++11."
• Optizelle - "An open source software library designed to solve general purpose nonlinear optimization problems of the form"

This web page has many options that we could explore

[mpowelson]

If anyone goes looking, I've got the start of a pagmo interface here.