[Ipopt] Problem with linear solver in GAMS

[Stefan Vigerske]

Hi,

> Dear all
> I've been trying (unsuccesfully) to change the ipopt default linear solver in GAMS (MUMPS) to MA27. I tried creating the shared library and adding it to environment variable PATH (under windows), but the solver still doesn't recognize it and exits. Any help would be appreciated. Thank you.
> Manuel Ramos

To provide an own HSL library for the Ipopt on Windows in GAMS, I 
believe the library need to be build with a MS-compiler compatible 
compiler (since the ipopt library is build that way).
I tried with the intel fortran compiler and after a while got a library 
that seems to work for me.

The main steps were
1. checkout ThirdParty/HSL and put HSL fortran code there
2. configure with
    F77=ifort
    OPT_FFLAGS="-O3 -fpp -nologo -arch:ia32 -iface:cref"
    --enable-loadable-library
3. create object files via make
4. create a libhsl.def file with the content
    LIBRARY libhsl.dll
    EXPORTS
    ma27ad
    ma27id
    ma27bd
    ma27cd
    ma28ad
    mc19ad
5. link libhsl.dll via
    cl -LD -Felibhsl.dll *.obj -link -def:libhsl.def

I am not sure whether resetting the FFLAGS is really necessary.

Stefan

-- 
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
http://www.math.hu-berlin.de/~stefan