[Ipopt] Cannot build Ipopt on Windows with MSVC

[Chuan Liu]

I'm trying to insatll Ipopt on windows with msvc according to Installation
with Cygwin using the MSVC++ compiler
<http://www.coin-or.org/Ipopt/documentation/node15.html>. I followed the
instructions first install Cygwin with necessary components, and download
the external codes including:

   - downloading BLAS, LAPACK, ASL, Mumps and Metis with "./get.BLAS",
   "./get.LAPACK", "./get.ASL", "./get.Mumps" and "./get.Metis".
   - downloading HSL source *coinhsl-2014.01.10.zip *from
   http://hsl.rl.ac.uk/ipopt, and unzip it to
   CoinIpopt/ThirdParty/HSL/coinhsl

Then I add following 2 lines to Cygwin.bat

> call "D:\Microsoft Visual Studio 12.0\VC\vcvarsall.bat"
> call
> D:\IntelSWTools\compilers_and_libraries_2016.3.207\windows\bin\ifortvars.bat
> -arch ia32_intel64 vs2013 -platform linux


And then in Cygwin command line, I enter

> ./configure -enable-doscompile=msvc


After a while, errors comes out says:

> configure: for BLAS in MKL (32bit) using C linkage
> checking for daxpy... no
> configure: for BLAS in MKL (64bit) using C linkage
> checking for daxpy... no
> checking whether -lblas has BLAS... no
> checking for COIN-OR package Blas... skipped check via pkg-config,
> redirect to fallback
> checking for COIN-OR package Blas (fallback)... no, dependency coinblas
> not available
> configure: error: Required package BLAS not found.
> configure: error: /bin/sh './configure' failed for Ipopt

The full configure output information is in the attachment.

It seems that complier cannot find the BLAS, but I indeed download it to
CoinIpopt/ThirdPart/BLAS.
Does anyone know what is wrong and how to fix it?
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