SIP is a sparse interior point solver for nonlinear optimization problems of
the form
$$
\begin{aligned}
\min_x \quad & f(x) \\
\textrm{s.t.}\quad & c(x) = 0, \\
& g(x) \leq 0, \\
& l \leq x \leq u.
\end{aligned}
$$
Internally, SIP introduces positive slack variables and solves the equivalent
system
$$
c(x) = 0, \qquad g(x) + s = 0, \qquad s > 0.
$$
The functions $f$, $c$, and $g$ are required to be continuously differentiable.
The user provides callbacks for model evaluation, matrix-vector products, and a
linear solver for the Newton-KKT systems.
Documentation is available at
sip-docs.readthedocs.io.
Examples and solver integrations are maintained in: