[Ipopt] Binaries for Windows

[jesseperla at gmail.com]

> I presume that because of ABI incompatibilities, these binaries will

> only be useful to other users of the Intel C++ compiler, unless people

> happen to be using the C interface.

I don't know that much about this stuff, but I think they will also be  
compatible with MSVC. Certainly not with cygwin though... which doesn't  
bother me. It is fine for building standalone applications, but I found  
cygwin to cause incredible head-scratching when using to build libraries.  
And since Intel C++/Fortran is cheap on Windows for academia/students, free  
on Linux, and has MKL built in, it seems like a reasonable compiler to  
standardize on.


> Also, I'd note that you're probably not allowed to publicly distribute  
> anything containing those HSL binaries.

Definitely true. The binaries I built only contain IPOPT code. HSL, LAPACK,  
BLAS, MUMPS, METIS, MPI, etc. are all linked in separately.

Due to popular support, I will write up some rough notes. Should I put  
notes on this on the page?:  
https://projects.coin-or.org/Ipopt/wiki/CompilationHints

BTW, as I will describe, I did pretty much everything in CMake. If the  
IPOPT developers are considering an update to the build system, I found it  
far easier to just rewrite the simple makefiles in CMake than to try and  
mess with MSYS to use the Intel compiler directly. And if CMake is used,  
you would get most platforms for free and have an easy and consistent way  
to manage all of the build options for the project.

-Jesse
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