[Ipopt] Third Party and github

[Brad Bell]

It seems that the ThirdPary directory has been removed from the Ipopt source on github; see
https://github.com/coin-or/Ipopt

It also seems that it is now in a separate project for each package; e.g.,
https://github.com/coin-or-tools/ThirdParty-Mumps

How does one run
https://github.com/coin-or-tools/ThirdParty-Mumps/blob/master/get.Mumps
and other ThirdParty package get routines so that ipopt can find them during it configuration ?