[Ipopt] IPOPT build causes crash inside MATLAB

[Joel Andersson]

Hello all,

I am working on adding a MATLAB front-end to CasADi that will enable
formulating and solving large-scale NLPs with efficient automatic
calculation of Jacobians and Hessians.

I am experiencing problems of getting our IPOPT plugin to work inside
MATLAB. While it appears to work fine in OS X, I get segfaults in Linux
(Ubuntu 14.04, 64-bit, gcc 4.7) with the following stack trace:

Stack Trace (from fault):
[  0] 0x00007f607282eb0c
 /usr/local/MATLAB/R2014b/bin/glnxa64/mkl.so+31877900
mkl_blas_cnr_def_xdcopy+00000252
[  1] 0x00007f6070ca3778
 /usr/local/MATLAB/R2014b/bin/glnxa64/mkl.so+02996088
mkl_blas_dcopy+00000200
[  2] 0x00007f6070b1381c
 /usr/local/MATLAB/R2014b/bin/glnxa64/mkl.so+01357852 dcopy+00000080
[  3] 0x00007f6074f76565
/usr/local/lib/libipopt.so.0+01639781
_ZN5Ipopt11IpBlasDcopyEiPKdiPdi+00000085
[  4] 0x00007f6074e65762
/usr/local/lib/libipopt.so.0+00522082
_ZN5Ipopt11TNLPAdapter16GetStartingPointENS_8SmartPtrINS_6VectorEEEbS3_bS3_bS3_bS3_b+00001106
[  5] 0x00007f6074ebdc78
/usr/local/lib/libipopt.so.0+00883832
_ZN5Ipopt15GradientScaling30DetermineScalingParametersImplENS_8SmartPtrIKNS_11VectorSpaceEEES4_S4_NS1_IKNS_11MatrixSpaceEEES7_NS1_IKNS_14SymMatrixSpaceEEERKNS_6MatrixERKNS_6VectorESD_SG_RdRNS1_ISE_EESJ_SJ_+00000232
...

Anyone has any idea of what could be the cause of this or how it can be
resolved? It appears to be related to BLAS which I find perplexing since
IPOPT is not linked to the MEX function, but to a plugin (shared library)
which is loaded dynamically using dlopen(..., RTLD_LAZY | RTLD_LOCAL). I
thought that would provide enough encapsulation to avoid problems like this.

I tried building IPOPT explicitly avoid MKL blas by setting
"--with-build=BUILD --with-lapack=BUILD":

../configure --prefix=/usr/local --with-build=BUILD --with-lapack=BUILD
ADD_FFLAGS=-fPIC ADD_CFLAGS=-fPIC ADD_CXXFLAGS=-fPIC

But that doesn't appear to have any effect.

Best regards and thanks in advance,
Joel
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