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Ipopt (Interior Point OPTimizer, pronounced eye-pea-Opt) is a software 
package for large-scale nonlinear optimization.

Ipopt is written in C++ and is released as open source code under the 
Eclipse Public License (EPL). It is available from the COIN-OR 
initiative. The code has been written by Carl Laird and Andreas Wchter, 
who is the COIN project leader for Ipopt.

The Ipopt distribution can be used to generate a library that can be 
linked to one's own C++, C, or Fortran code, as well as a solver 
executable for the AMPL modeling environment. The package includes 
interfaces to CUTEr optimization testing environment, as well as the 
MATLAB and R programming environments. IPOPT can be used on Linux/UNIX, 
Mac OS X and Windows platforms.

An excellent reference for this library can be found in:

Wachter and L. T. Biegler, On the Implementation of a Primal-Dual Interior 
Point Filter Line Search Algorithm for Large-Scale Nonlinear Programming, 
Mathematical Programming 106(1), pp. 25-57, 2006

WWW: https://projects.coin-or.org/Ipopt