Ipopt使用笔记：windows下的安装

本笔记介绍如何在windows操作系统下安装ipopt. 参考http://www.coin-or.org/Ipopt/documentation/node15.html#WindowsInstall

需要安装的软件：

1. MSVC

2. Intel fortran 

在windows7系统安装Ipopt

1. 下载源码。

在目标文件夹右键，选择tortoiseSVN/checkout。网址为：https://projects.coin-or.org/svn/Ipopt/stable/3.12

该网址会进行更新，可参考IPOPT官方网站上的下载说明，进行相应修改。IPOPT代码下载官方链接

2. 下载ASL,BLAS,LAPACK.

Note that you only need to obtain the ASL if you intend to use IPOPT from AMPL. It is not required if you want to specify your optimization problem in a programming language (C++, C, or Fortran). Also, currently, Lapack is only required if you intend to use the quasi-Newton options implemented in IPOPT.

当前我借助linux操作系统下载需要的文件。可以用VMWare虚拟机安装ubuntu系统。

在第一步下载得到的ipopt文件夹下，可以找到 $IPOPTDIR/ThirdParty/Blas 文件夹下的 get.Blas 文件。将其拷贝到虚拟机下文件夹中 运行./get.Blas 即开始下载。ASL和LAPACK可以按同样的方法下载。

3.Download HSL Subroutines 

1. Go to http://hsl.rl.ac.uk/ipopt.
2. Choose whether to download either the Archive code or the HSL 2011 code. To download, select the relevant ``source'' link.
3. Follow the instructions on the website, read the license, and submit the registration form.
4. Wait for an email containing a download link (this should take no more than one working day).

4. 使用HSL（可选）

• Compile the HSL code as part of IPOPT. See the instructions below.

unpack the archive, then move and rename the resulting directory so that it becomes  $IPOPTDIR/ThirdParty/HSL/coinhsl . I POPT  may then be configured as normal.