A modern, light-weight, Eigen-based C++ interface to Nonlinear Programming solvers, such as Ipopt and Snopt. An optimization problem consists of multiple independent variable- and constraint-sets. Each set represents a common concept, e.g. a set of variables might represents spline coefficients, another footstep positions. Similarly, a constraint-set groups similar constraints together. ifopt allows users to define each of these sets independently in separate classes and then builds the overall problem from these sets. (No more worrying adapting indices when adding or removing sets).