[Ipopt] Seeking to use HSL linear solvers with Ipopt, and call from R or Julia, on Windows 10 64-bit machine

Mon Jun 5 13:15:29 EDT 2017

Hi all,

I am spinning my wheels so much that I must ask for help. I know little
about configure...make... and think I am messing things up with
experimentation re path, compiler setting, compiler flags, etc. I don't
really understand these things very well.

Goal: use HSL linear solvers with Ipopt, and call Ipopt from R or Julia
(just one will do), on Windows 10 64-bit machine (AMD 8-core FX-8350, 32gb
RAM)

I am hoping you can recommend one or two approaches to accomplish this.
Details follow.

I have academic license to HSL source. Have been unsuccessful at dozens and
dozens of attempts to either (1) compile HSL with Ipopt , or (2) compile
HSL as libhsl.dll (along with libmetis.dll, which libhsl.dll needs) to use
with Ipopt.

Either of two alternative approaches would be great for me:

1. R:  Compile libhsl.dll (and libmetis.dll I think) in a manner that works
with my existing Ipoptr package interface. (I have had success using Ipoptr
with the pardiso dll, so I think this should work).

Considerations: (a) in 2015 I compiled Ipoptr with Ipopt 3.12 successfully
after dozens of attempts but have never been able to recompile since, (b) I
used (i) the Rtools 3.3 toolchain and (ii) R's Rblas.dll and Rlapack.dll. I
am assuming if I compile an HSL dll to load, I should build it with the
same (?) toolchain, and Rblas and Rlapack.

2. Julia: Compile libhsl.dll and libmetis.dll. (I have had success using
Ipopt.jl with the pardiso dll so I think this should work.) I assume I do
not have to compile with the Rtools toolchain or with Rblas.dll and
Rlapack.dll, but could. Also, I assume I would not have to compile Ipopt,
as Julia installs it so nicely in Ipopt.jl (that would be an enormous
relief).

#2 might be best, as (a) Julia will be fast, and (b) it would force me to
learn more Julia.

(Another option that would be fine is (3) full compilation of HSL with
Ipopt, for use with Ipoptr in R, or for use with Ipopt.jl in Julia, but
that seems harder since I fail at all attempts to compile Ipopt by itself.)

My attempts:

I am not sure what information to provide because I have failed at probably
50 or more variations.

Let me describe my most recent failure to build libhsl.dll, since building
that might be the most desirable outcome. I can provide any follow-up
information that is needed.

1. Computer environment:

1.1 Compilers:
Rtools 3.3, freshly re installed today, as administrator, from
https://cran.rstudio.com/bin/windows/Rtools/Rtools34.exe, located in
C:\Rtools\mingw_64

I have deleted all other compilers from my system to avoid confusion.
(Deleted separate MinGW installation, and separate TDM installation.)

1.2  Bash and its environment
- msys.bat and the MinGW tools, reinstalled today, as administrator:
installed mingw32-base, msys-base, and mingw-developer-toolkit. Did not
install compilers.
- edited fstab file to include 1 and only 1 substantive line:
      C:/Rtools/mingw_64 /mingw

1.3 Path

Path=C:\Ipopt2017\Pardiso\libpardiso500-WIN-X86-64;C:\Program
Files\RStudio\bin\pandoc;C:\ProgramData\Oracle\Java\javapath;C:\PROGRA~1\R\R-34~1.0\bin\x64;C:\Program
Files\R\R-3.4.0\bin;C:\WINDOWS;C:\WINDOWS\System32\Wbem;C:\WINDOWS\System32\WindowsPowerShell\v1.0\;C:\Program
Files (x86)\ATI Technologies\ATI.ACE\Core-Static;C:\Program
Files\EmEditor;C:\Strawberry\c\bin;C:\Strawberry\perl\site\bin;C:\Strawberry\perl\bin;%SystemRoot%\system32;%SystemRoot%;%SystemRoot%\System32\Wbem;%SYSTEMROOT%\System32\WindowsPowerShell\v1.0\;C:\ProgramData\chocolatey\bin;C:\Program
Files\Java\jdk1.7.0_79\bin;C:\Program Files\MiKTeX
2.9\miktex\bin\x64\;C:\Program Files\TortoiseSVN\bin;C:\Program
Files\Mosek\8\tools\platform\win64x86\bin;c:\mingw\msys\1.0\bin

2. Sources:

2.1 HSL routines
- downloaded coinhsl-2014.01.10.zip
- extracted to its own directory per the HSL README (renamed it to coinhsl
but don't think rename needed)

2.2 Metis
- downloaded Metis 4.0.4 from
http://glaros.dtc.umn.edu/gkhome/fetch/sw/metis/OLD/metis-4.0.3.tar.gz and
put in its own subdirectory of coinhsl, named metis-4.0.3

3. Build environment
Created subdirectory ../coinhsl/build/x64 as location for the build

3. Configuration
3.0 Opened Msys script shell as administrator

3.1 Preliminaries:
where make gives:
C:\MinGW\msys\1.0\bin\make.exe
(Not sure if I should want it to find the Rtools make instead)

3.2 Results of gcc -v
$ gcc -v
Using built-in specs.
COLLECT_GCC=C:\Rtools\mingw_64\bin\gcc.exe
COLLECT_LTO_WRAPPER=C:/Rtools/mingw_64/bin/../libexec/gcc/x86_64-w64-mingw32/4.9.3/lto-wrapper.exe
Target: x86_64-w64-mingw32
Configured with: ../../../src/gcc-4.9.3/configure --host=x86_64-w64-mingw32
--build=x86_64-w64-mingw32 --target=x86_64-w64-mingw32 --prefix=/mingw64
--with-sysroot=/home/Jeroen/mingw-gcc-4.9.3/x86_64-493-posix-seh-rt_v3-s/mingw64
--with-gxx-include-dir=/mingw64/x86_64-w64-mingw32/include/c++
--enable-static --disable-shared --disable-multilib
--enable-languages=c,c++,fortran,lto --enable-libstdcxx-time=yes
--enable-threads=posix --enable-libgomp --enable-libatomic --enable-lto
--enable-graphite --enable-checking=release --enable-fully-dynamic-string
--enable-version-specific-runtime-libs --disable-isl-version-check
--disable-cloog-version-check --disable-libstdcxx-pch
--disable-libstdcxx-debug --enable-bootstrap --disable-rpath
--disable-win32-registry --disable-nls --disable-werror --disable-symvers
--with-gnu-as --with-gnu-ld --with-arch=nocona --with-tune=core2
--with-libiconv --with-system-zlib
--with-gmp=/home/Jeroen/mingw-gcc-4.9.3/prerequisites/x86_64-w64-mingw32-static
--with-mpfr=/home/Jeroen/mingw-gcc-4.9.3/prerequisites/x86_64-w64-mingw32-static
--with-mpc=/home/Jeroen/mingw-gcc-4.9.3/prerequisites/x86_64-w64-mingw32-static
--with-isl=/home/Jeroen/mingw-gcc-4.9.3/prerequisites/x86_64-w64-mingw32-static
--with-cloog=/home/Jeroen/mingw-gcc-4.9.3/prerequisites/x86_64-w64-mingw32-static
--enable-cloog-backend=isl --with-pkgversion='x86_64-posix-seh, Built by
MinGW-W64 project' --with-bugurl=http://sourceforge.net/projects/mingw-w64
CFLAGS='-O2 -pipe
-I/home/Jeroen/mingw-gcc-4.9.3/x86_64-493-posix-seh-rt_v3-s/mingw64/opt/include
-I/home/Jeroen/mingw-gcc-4.9.3/prerequisites/x86_64-zlib-static/include
-I/home/Jeroen/mingw-gcc-4.9.3/prerequisites/x86_64-w64-mingw32-static/include'
CXXFLAGS='-O2 -pipe
-I/home/Jeroen/mingw-gcc-4.9.3/x86_64-493-posix-seh-rt_v3-s/mingw64/opt/include
-I/home/Jeroen/mingw-gcc-4.9.3/prerequisites/x86_64-zlib-static/include
-I/home/Jeroen/mingw-gcc-4.9.3/prerequisites/x86_64-w64-mingw32-static/include'
CPPFLAGS= LDFLAGS='-pipe
-L/home/Jeroen/mingw-gcc-4.9.3/x86_64-493-posix-seh-rt_v3-s/mingw64/opt/lib
-L/home/Jeroen/mingw-gcc-4.9.3/prerequisites/x86_64-zlib-static/lib
-L/home/Jeroen/mingw-gcc-4.9.3/prerequisites/x86_64-w64-mingw32-static/lib '
Thread model: posix
gcc version 4.9.3 (x86_64-posix-seh, Built by MinGW-W64 project)

3.3 Simple configuration from within ../coinhsl/build/x64
Configured with:
../../configure --enable-shared
--with-blas="-LC:/PROGRA~1/R/R-34~1.0/bin/x64 -lRblas"

To my inexpert eyes, it looks successful: config.log had exit 0. But there
seemed to be problems finding some lapack functions but I don't really
understand it or know what to look for.

4. Make
4.1 The make seemed to start out right but then it had a lot of undefined
references related to fortran code and functions that I gather are part of
lapack. Here are the first few lines in the make process that seem to
indicate problems:

libtool: link: if test "x`/bin/sed 1q .libs/libcoinhsl.def`" = xEXPORTS;
then cp .libs/libcoinhsl.def .libs/libcoinhsl-0.dll.def; else echo EXPORTS
> .libs/libcoinhsl-0.dll.def; cat .libs/libcoinhsl.def >>
.libs/libcoinhsl-0.dll.def; fi
libtool: link:  gfortran -shared .libs/libcoinhsl-0.dll.def
 common/.libs/deps90.o common/.libs/deps.o common/.libs/dump.o
mc19/.libs/mc19d.o ma27/.libs/ma27d.o ma28/.libs/ma28d.o ma57/.libs/ma57d.o
hsl_ma77/.libs/hsl_ma77d.o hsl_ma77/C/.libs/hsl_ma77d_ciface.o
hsl_ma86/.libs/hsl_ma86d.o hsl_ma86/C/.libs/hsl_ma86d_ciface.o
hsl_mc68/C/.libs/hsl_mc68i_ciface.o hsl_ma97/.libs/hsl_ma97d.o
hsl_ma97/C/.libs/hsl_ma97d_ciface.o loadmetis/.libs/loadmetis.o    -O2   -o
.libs/libcoinhsl-0.dll -Wl,--enable-auto-image-base -Xlinker --out-implib
-Xlinker .libs/libcoinhsl.dll.a
common/.libs/deps90.o: In function `update':
c:\Ipopt2017\hslnew\coinhsl\build\x64/../../common/deps90.f90:2402:
undefined reference to `dgemm_'
common/.libs/deps90.o: In function `update2':
c:\Ipopt2017\hslnew\coinhsl\build\x64/../../common/deps90.f90:2456:
undefined reference to `dcopy_'
c:\Ipopt2017\hslnew\coinhsl\build\x64/../../common/deps90.f90:2463:
undefined reference to `dgemm_'

4.2 And here are the last few lines of the make process:
c:\Ipopt2017\hslnew\coinhsl\build\x64/../../hsl_ma97/hsl_ma97d.f90:5900:
undefined reference to `dtrsm_'
hsl_ma97/.libs/hsl_ma97d.o: In function
`__hsl_ma97_double_MOD_ma97_solve_fredholm_double':
c:\Ipopt2017\hslnew\coinhsl\build\x64/../../hsl_ma97/hsl_ma97d.f90:4487:
undefined reference to `dnrm2_'
collect2.exe: error: ld returned 1 exit status
make[1]: *** [libcoinhsl.la] Error 1
make[1]: Leaving directory `/c/Ipopt2017/hslnew/coinhsl/build/x64'
make: *** [all] Error 2

So that's about it. I can provide config.log, etc., if at all useful. All
other things I have tried have resulted in errors, too, but often different
kinds of errors. I would much appreciate advice.

Again, I would be very happy to have this work under Julia or under R, in
Windows 64-bit - an HSL dll would be ideal, but full compilation of HSL
with Ipopt also would be fine.

Thank you very much in advance.

Don Boyd
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