Argonne National Laboratory

Winners of 2011 Wilkinson Prize for Numerical Software Announced

April 19, 2011

Andreas Waechter (IBM T. J. Watson Research Center) and Carl Laird (Texas A&M University) have been awarded the 2011 Wilkinson Prize for Numerical Software. The prize, sponsored by Argonne National Laboratory and the Numerical Algorithms Group and National Physical Laboratory, is awarded every four years to the entry that best addresses all phases of the preparation of numerical software.

The breakthrough software developed by Waechter and Laird, called IPOPT, is an object-oriented library for solving large-scale continuous optimization problems. Interfaces for modeling languages (AMPL, GAMS), and for MATLAB, R, Java, and Python are included. In addition, IPOPT allows the use of several third-party solvers of sparse, symmetric indefinite linear systems.

“IPOPT clearly was designed with users in mind,” said Jorge Moré, chairman of the Wilkinson Prize Board of Trustees and Argonne distinguished fellow. “By including extensive documentation and a tutorial, the developers have enabled users to easily install and use the package.”

The open source package can be downloaded from the COIN-OR repository.

IPOPT has already proved invaluable in a wide range of applications, including automatic tuning of transistor widths, inverse kinematics of a humanoid robot, dynamic optimization of chemical processes, portfolio optimization and risk management, water and wastewater management, hyperthermia treatment planning, optimal design of masks in wafer lithography, and simulation of complex dynamical systems.

The 2011 Wilkinson Prize was formally presented at the International Congress on Industrial and Applied Mathematics (ICIAM 2011) in Vancouver, BC, Canada, July 18-22, 2011.