[Ipopt] Help with IPOPT linking problems on Windows MSVC

[Stefan Vigerske]

Hi,

>  >I could try making binaries of Ipopt in optimized (-MT) and debug mode
>  >(-MTd) using the new Mumps and the Netlib LAPACK/BLAS, and having
>  >everything compiled with Intel C++ and Fortran compilers. Would that be
>  >helpful?
> 
> That would be great, if we can get a visual studio sample app that has the right 
> combination of linker settings to go with it.  Also, I am not entirely sure how 
> the threading stuff works, but if the runtime libraries are different for the  
> -MD and -MDd (the multithreaded dll builds which seems to be the default with 
> new projects), that might be necessary.  And  probably it makes sense to link in 
> the blas/lapack separately to your projects since many would be using MKL with 
> other libraries (e.g. boost::ublas) and would run into big conflicts.  Mumps 
> could be linked in to the library without problem for me at least, though I see 
> no issues with for me at least.

At http://www.coin-or.org/download/binary/Ipopt/ you find libraries of 
Ipopt 3.5.1 once compiled in default mode (with -MT) and once in debug 
mode (with -MTd). They have Mumps, Blas, and Lapack already linked in.
This is what I can do at the moment, because it is working by default.
For linkage, libraries from the Intel compiler might be needed. They can 
be found at http://www.gams.com/~svigerske/intel/win32/10.0

Setting up a Visual Studio Application is not my field and I'm not eager 
to spend a lot of time in it ;-).

Separating the library into ipopt + lapack + blas + mumps is more tricky 
than would I did now, and replacing one by another could make problems 
in linking due to fortran naming conventions. I don't think I'll do this 
in the next time.
If you wanna try HSL or Pardiso as linear solver, then you can have a 
look at the linear solver loader in Ipopt.

> Last, is there any move on Ipopt towards a cross-platform build environment with 
> ipopt or COIN-OR in general?

Not that I know.
The configure system has something for cross-platform builds, but I 
never tried it out and I'm quite sure it will not work just 
out-of-the-box ;-).

Best,
Stefan

-- 
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
http://www.math.hu-berlin.de/~stefan