[Ipopt] Trouble compiling 3.5.1 under MSYS/MinGW

[Raghunathan, Arvind U UTRC]

I compiled the project under MSYS/MinGW on Windows with MUMPS solver
(4.8.1).  I had errors in compiling the MUMPS files - specifically
mumps_io_err.c.  The error was that it could not find pthread.h  I was
able to compile without errors using the flag  -DWITHOUT_PTHREAD.  Is
this really necessary?  Has anyone had success without this?

Regards
Arvind 
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