[Ipopt] IPOPT Binary Status and linear solver choices.

[Jesse Perla]

>
> > Maybe I need to bite the bullet and do my own build on windows...
>
> Also good idea, if you can find a fortran compiler...
>
I will give it a shot with Intel Fortran.  But the instructions in the
visual studio project files say to use f2c if I remember?  Am I better off
just compiling that part of the solution with Fortran?


>
> >> > 2) If it is linked in, any chance of getting a binary build with the
> >> No chance ;-). It's a headache to build on Windows, if I find time,
> >> maybe I'll do it.So why you use it? ;-)
>
A very reasonable question.
Answer 1: I am addicted to the visual studio debugger/dev environment and
can't find anything even remotely close for linux.  gdb is utterly useless
for mediocre developers like me.
Answer 2: Now that I am using cmake for crossplatform, I don't need to use
the idiotic visual studio project files and figure I can do development on a
different platform than the cluster I will deploy on.
Answer 3: A lot of my fellow economists are using Windows, and trying to
sell coauthors/etc. using my libraries to move to linux is a hard sell.

Another question:
I am planning to get BonMin up and running as well at some point.  Looking
at the Bonmin-1.0.1 distribution, it looks like they are distributing an
older copy of ipopt.  Can I setup ipopt-3.5.5 and then use it with this
version of bonmin?  Or should I build the one they have in the distribution.

And if people aren't sick of me yet, can I ask a few general optimization
questions?:
1) What open source optimizer do you guys suggest for minimizing nonlinear
constrained continuous problems where: I cannot calculate a derivative
analytically, nor with auto-differentiation, it probably won't be convex,
and my function will probably be expensive to calculate?  The number of
policy variables would be in the order of 2-50.  The DFO on COIN doesn't
seem to be very active and is in Fortran.  Is it still the right one to use?
 What about the algorithms in
http://www-unix.mcs.anl.gov/tao/docs/manual/manual.html or
http://trilinos.sandia.gov/packages/moocho/
  <http://trilinos.sandia.gov/packages/moocho/>And for some of my problems,
the calculation of the function will be REALLY expensive (~30 seconds per
evaluation), so if there is a good optimizer out there that can distribute
function evaluations and anything else intelligent to overcome this, I would
love it.

2)  Do you guys have any idea of a good open source interpolator
(cubicsplines hopefully) written for arbitrary dimension N?  I don't mind if
it is C or Fortran since I have basically given up on a C++ one.  This seems
like something people have done a million times and I can't find out for the
life of me.

3) On the same vein, do you guys know of a good open general quadrature
library for arbitrary dimension N?  C or Fortran is fine here as well.

Thanks for all your help and these great libraries.
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