[Ipopt] ipopt on windows?

[Gus Gassmann]

On 13 Dec 2010 at 14:19, Erim Kardes wrote:

> Hello,
> I wonder if IPOPT works fine on windows 7, and if so, any pointers to where I can find instructions? Thank you very much for your help.

Ipopt and Windows is not the happiest combination, but it can be done. The 
main problem is that Ipopt requires external routines for its matrix 
factorization, and the ones supported are written in Fortran. (I don't know if 
there are any C/++ packages that would do the same.) So you will need a 
fortran compiler, which is not standard with Visual Studio. Ifort is perhaps 
the easiest.

If you have a Fortran compiler, it is probably best to get a unix-look-alike 
system for the build (I would recommend MSYS or MinGW). I have not tried 
with the latest versions, but Ipopt 3.8.1 used to work on my machine (using 
XP, but that should not matter.)

If you are adventurous and tight with your money, you /can/ get away with 
the f2c translator that translates F77 (so you must use the Harwell 
Subroutine Library for the factorizations, not Mumps). f2c can be 
downloaded from the netlib site.

There is also documentation on the ipopt page at COIN-OR:
https://projects.coin-or.org/Ipopt


Hope that helps to get you started.

Cheers

gus