[Ipopt] Binaries for Windows

[Jesse Perla]

>
> > We have no intention to change the build system. What we have now is
> > based on autotools and has been working pretty well on most platforms,
> > including Windows via Cygwin or MSys. The Ipopt configure and build
> > system is also aligned with the rest of COIN; making any change here
> > has mayor painful consequences ;-)
> I second that -- I use Mingw/MSYS on Windows and consider support for
> that platform as well as MinGW GCC to be a 'must-have' in IPOPT.
>

Sorry everyone, I didn't mean to audaciously suggest that everything should
move to CMake and that Mingw/MSYS shouldn't be supported.  All I meant was
that it was very easy to port to CMake and  that you get everything for free
after that.  And since IPOPT is distributing a set of "Visual Studio"
projects, and what I meant to suggest was that CMake was a good alternative
to this Visual Studio distribution.  It is easily decouple library
dependencies, easier to write/maintain, and you get a build on any other
platform for free.  Anytime I have mentioned variations on windows binaries
for debug, etc., the answer has been that it is a pain in the ass.  Which it
is... but with CMake, it would be a few simple batch file to generate every
permutation of windows binaries.

With that said, I think people in the linux world tend to overestimate the
value of mingw/msys for libraries.  It is certainly necessary, but the
binary incompatibility with Intel/MSVC makes it almost useless for a lot of
applications with libraries. Cygwin/msys builds tend to force you to
recompile everything on your own which makes concurrent integration with
other libraries than IPOPT tough.  I received a number of personal emails
after my last post, so believe me when I say there is a lot of demand for
native windows.

I am over-committed on work right now, but I will post up CMake files and
notes as soon as I get a chance.  In the meantime, contact me at will:
jesse.perla at nyu.edu and if anyone is interested in using MUMPS, they could
try out: http://sourceforge.net/projects/winmumps/

May we one day be free from the shackles of autohell and those godawful
visual studio project files.
-Jesse
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