The following sections describe the installation procedures on UNIX/Linux, macOS, and Windows systems.
The configuration script and Makefiles in the Ipopt
distribution have been created using GNU's autoconf and automake. In general, you can see the list of options and variables that can be set for the configure script by typing configure --help
.
Many Linux distributions will come with all necessary tools. All you should need to do is check the compiler versions. On a Debian-based distribution, you can obtain all necessary tools with the following command:
sudo apt-get install gcc g++ gfortran git patch wget pkg-config liblapack-dev libmetis-dev
Replace apt-get with your relevant package manager, e.g. dnf
for RedHat-based distributions, pacman
for Arch, etc. The g++ and gfortran compilers may need to be specified respectively as gcc-c++
and gcc-gfortran
with some package managers.
You need either the Xcode Command Line Tools or a community alternative such as Homebrew to install the GNU compilers:
brew update brew install bash gcc brew link --overwrite gcc
Further, pkg-config is required, which can be installed via Homebrew by
brew install pkg-config
If you have Xcode installed, the Command Line Tools are available under Preferences, Downloads. These items unfortunately do not come with a Fortran compiler, but you can get gfortran from http://gcc.gnu.org/wiki/GFortranBinaries#MacOS. In the past, we have been able to compile Ipopt
using default Xcode versions of gcc and g++ and a newer version of gfortran from this link, but consistent version numbers may be an issue in future cases.
If you intend to use MUMPS or one of the DOWNLOAD_HSL "HSL linear solvers", then they may profit from an installation of METIS. This can be accomplished via
brew install metis
For Windows, one can compile Ipopt
under MSYS2/MinGW, which is a light-weight UNIX-like environment for Windows.
MSYS2/MinGW can be obtained from https://www.msys2.org/. After installation, a number of additional packages need to be installed:
pacman -S binutils diffutils git grep make patch pkg-config
(I might have forgotten something.) If you also want to use GNU compilers, then install them, too:
pacman -S mingw-w64-x86_64-gcc mingw-w64-x86_64-gfortran
When using MinGW, it is convenient to install MinGW's Lapack and METIS as well:
pacman -S mingw-w64-x86_64-lapack mingw-w64-x86_64-metis
To use MSYS2/MinGW to compile Ipopt
with native MSVC/Intel compilers, the basic version MSYS2 version without MinGW is sufficient. To use the GNU compilers, MinGW is required.
If you want to use the native MSVC or Intel compiler, you need to make sure that environment variables are setup for the compilers. One way is to create a shell script that executes the batch files that are provided by Microsoft and Intel for this purpose before starting MSYS2. For using MSVC, this script may have a form similar to
set MSYS2_PATH_TYPE=inherit call "C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\vcvarsall.bat" C:\msys64\msys2.exe exit 0
For using Intel C/C++ and Fortran compilers, the 2nd line may be replaced by something like
call "C:\Program Files (x86)\IntelSWTools\compilers_and_libraries\windows\bin\ipsxe-comp-vars.bat" intel64 vs2017
You might have to search around a bit. The important thing is that, after your change, you can type cl
and it finds the Microsoft C++ compiler and, if installed, you can type ifort
and it finds the Intel Fortran compiler.
Ipopt
by default first looks for GCC and Clang before the Intel and MS compilers. To disable this, specify the flag --enable-msvc
as argument to configure below.Ipopt
uses a few external packages that are not included in the Ipopt
source code distribution, for example ASL (the AMPL Solver Library if you want to compile the Ipopt
AMPL solver executable), Blas, Lapack.
Ipopt
also requires at least one linear solver for sparse symmetric indefinite matrices. There are different possibilities, see below. It is important to keep in mind that usually the largest fraction of computation time in the optimizer is spent for solving the linear system, and that your choice of the linear solver impacts Ipopt
's speed and robustness. It might be worthwhile to try different linear solver to experiment with what is best for your application.
Since this third party software is released under different licenses than Ipopt
, we cannot distribute their code together with the Ipopt
packages and have to ask you to go through the hassle of obtaining it yourself. Keep in mind that it is still your responsibility to ensure that your downloading and usage of the third party components conforms with their licenses.
For ASL, HSL, and MUMPS, COIN-OR provides specialized build systems that produce libraries which are easy to use with the build system of Ipopt
. Some of the specialized build systems also come with a script that makes it easy to download the code using wget
or curl
.
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 (e.g., C++, C, or Fortran).
The COIN-OR Tools project ThirdParty-ASL can be used to download the ASL code and build an ASL library that is recognized by Ipopt. To do so, execute
git clone https://github.com/coin-or-tools/ThirdParty-ASL.git cd ThirdParty-ASL ./get.ASL ./configure make sudo make install
Ipopt
's build system tries to find an installation of BLAS and LAPACK in your system. On Ubuntu, such libraries can be made available by installing liblapack-dev. Other Linux distributions typically also offer a way to install Blas and Lapack via its package manager. On macOS, Ipopt
's build system should pick up the Blas and Lapack from the Accelerate framework.
--with-lapack
flag when running configure
(see Compiling and Installing Ipopt): ./configure --with-lapack="-L$HOME/lib -lf77blas -lcblas -latlas"The configure script already tries to find Intel MKL libraries on some systems. If that fails, e.g., because the libraries are not available in a standard search path, then also use the
--with-lapack
flag to explictly state what flags are necessary to use MKL, e.g., ./configure --with-lapack="-L${MKLROOT}/lib/intel64 -Wl,--no-as-needed -lmkl_intel_lp64 -lmkl_sequential -lmkl_core -lm"
There are two versions of HSL available:
Ipopt
supports the HSL Full codes from 2013 and later.To obtain the HSL code, you can follow the following steps:
You may either:
Ipopt
code and use the shared library loading mechanism. See the documentation distributed with the HSL package for information on how to do so.To compile the HSL code via the COIN-OR Tools project ThirdParty-HSL, run
git clone https://github.com/coin-or-tools/ThirdParty-HSL.git cd ThirdParty-HSL
Now unpack the HSL sources archive, move and rename the resulting directory so that it becomes ThirdParty-HSL/coinhsl
. Then, in ThirdParty-HSL
, configure, build, and install the HSL sources:
./configure make sudo make install
Ipopt
algorithm). By default, MC19 is only used to scale the linear system when using one of the HSL solvers, but it can also be switched on for other linear solvers (which usually have internal scaling mechanisms). Further, also the package MA28 can be omitted, since it is used only in the experimental dependency detector, which is not used by default.CoinHslConfig.h
header file and the linker flags for this library with the flags --with-hsl-cflags
and --with-hsl-lflags
flags, respectively, when running configure
of Ipopt
(see Compiling and Installing Ipopt).You can also use the (public domain) sparse linear solver MUMPS. Please visit the MUMPS home page for more information about the solver. MUMPS is provided as Fortran 90 and C source code. You need to have a Fortran 90 compiler (e.g., the GNU compiler gfortran) to be able to use it.
The COIN-OR Tools project ThirdParty-Mumps can be used to download the MUMPS 4.10.0 code and build a MUMPS library that is recognized by Ipopt. To do so, execute
git clone https://github.com/coin-or-tools/ThirdParty-Mumps.git cd ThirdParty-Mumps ./get.Mumps ./configure make sudo make install
Ipopt
within an MPI program together with MUMPS, the code will not run. You will have to modify the MUMPS sources so that the MPI symbols inside the MUMPS code are renamed.Ipopt
. However, initial experiments on the CUTEst testset have shown that performance with MUMPS 5.2.x is worse than with Mumps 4.10.0 on average.To compile Ipopt
with a precompiled MUMPS library, you need to specify the -I
flag to have the compiler find the directory containing the MUMPS header files with the --with-mumps-cflags
flag of Ipopt
's configure, e.g.,
--with-mumps-cflags="-I$HOME/MUMPS/include"
and you also need to provide the linker flags for MUMPS with the --with-mumps-lflags
flag.
If you would like to compile Ipopt
with Pardiso, you need to obtain either Intel's MKL library or the Pardiso library from http://www.pardiso-project.org for your operating system.
From http://www.pardiso-project.org, you can obtain a limited time license of Pardiso for academic or evaluation purposes or buy a non-profit or commercial license. Make sure you read the license agreement before filling out the download form.
To compile Ipopt
with the linear solver Pardiso from the Pardiso project website, you need to specify the link flags for the library with the --with-pardiso
flag, including required additional libraries (except for Lapack) and flags. For example, if you want to compile Ipopt
with the parallel version of Pardiso (located in $HOME/lib
) on a GNU/Linux system, you should add the flag
--with-pardiso="$HOME/lib/libpardiso600-GNU800-X86-64.so -fopenmp -lgfortran"
For best performance on Linux, use Pardiso from the Pardiso project website together with linear algebra routines from Intel MKL (see BLAS and LAPACK).
If you are using the parallel version of Pardiso, you need to specify the number of processors it should run on with the environment variable OMP_NUM_THREADS
, as described in the Pardiso manual.
If you want to compile Ipopt
with the Pardiso library that is included in Intel MKL, it is sufficient to ensure that MKL is used for the linear algebra routines (Blas/Lapack), see BLAS and LAPACK.
If you would like to compile Ipopt
with WSMP, you need to obtain the WSMP library for your operating system. Information about WSMP can be found at http://www.research.ibm.com/projects/wsmp.
At this website you can download the library for several operating systems including a trial license key for 90 days that allows you to use WSMP for "educational, research, and benchmarking purposes by non-profit academic institutions" or evaluation purposes by commercial organizations; make sure you read the license agreement before using the library. Once you obtained the library and license, please check if the version number of the library matches the one on the WSMP website.
If a newer version is announced on that website, you can (and probably should) request the current version by sending a message to wsmp@us.ibm.com
. Please include the operating system and other details to describe which particular version of WSMP you need.
To compile Ipopt
with the linear solver WSMP, you need to specify the linker flags for the library with the --with-wsmp
flag, including required additional libraries and flags. For example, if you want to compile Ipopt
with WSMP (located in $HOME/lib
) on an Intel IA32 Linux system, you may use the configure
flag
--with-wsmp="$HOME/lib/wsmp/wsmp-Linux/lib/IA32/libwsmp.a -lpthread -lblas -llapack -lpthread -lm -lgfortran"
But the actual flags depend on WSMP library and your preference for the Blas/Lapack libraries.
By default, Ipopt
will be compiled with a mechanism, the Linear Solver Loader, which can dynamically load shared libraries with MA27, MA57, HSL_MA77, HSL_MA86, HSL_MA97, or the Pardiso linear solver at runtime.
This means, if you obtain one of those solvers after you compiled Ipopt
, you don't need to recompile to use it. Instead, you can just put a shared library called libhsl.so
or libpardiso.so
into the shared library search path, LD_LIBRARY_PATH
. These are the names on most UNIX platforms, including Linux. On macOS, the names are libhsl.dylib
, libpardiso.dylib
, and DYLD_LIBRARY_PATH
. On Windows, the names are libhsl.dll
, libpardiso.dll
, and PATH
.
The Pardiso shared library can be downloaded from the Pardiso website. To create a shared library containing the HSL linear solvers, follow the instructions from HSL (Harwell Subroutines Library), but rename the resulting library to libhsl.so
.
If you have problems compiling this feature, you can disable this by specifying --disable-linear-solver-loader
for the configure
script.
Ipopt
is available from the COIN-OR group at GitHub. You can either download the code using git
or simply retrieve a tarball (compressed archive file). While the tarball is an easy method to retrieve the code, using the git system allows users the benefits of the version control system, including easy updates and revision control.
Of course, the git client must be installed on your system if you want to obtain the code this way (the executable is called git
). Information about git and how to download it can be found at http://git-scm.com.
To obtain the Ipopt
source code via git, change into the directory in which you want to create a subdirectory Ipopt
with the Ipopt
source code. Then follow the steps below:
git clone https://github.com/coin-or/Ipopt.git
Ipopt
distribution:cd Ipopt
In the following, $IPOPTDIR
will refer to the directory in which you are right now (output of pwd
).
To use the tarball, follow the steps below:
Ipopt-x.y.z.tgz
, where x.y.z
is the version number, such as 3.12.0.gunzip Ipopt-x.y.z.tgz tar xvf Ipopt-x.y.z.tar
mv Ipopt-x.y.z Ipopt
Ipopt
distribution:cd Ipopt
In the following, $IPOPTDIR
will refer to the directory in which you are right now (output of pwd
).
Ipopt
can be easily compiled and installed with the usual configure, make, make install commands. We follow the procedure that is used for most of the COIN-OR projects, based on the GNU autotools.
Below are the basic steps for the Ipopt
compilation that should work on most systems. For special compilations and for some troubleshooting see Flags to configure before creating an issue or sending a message to the mailing list.
Create a directory where you want to compile Ipopt
, for example
mkdir $IPOPTDIR/build
and change into this directory
cd $IPOPTDIR/build
Ipopt
source must not have any configuration and compiled code.Run the configure script:
$IPOPTDIR/configure
One might have to give options to the configure script, e.g., in order to choose a non-default compiler, or to tell it where to install Ipopt eventually, see Flags to configure.
If the last output line reads configure: Main configuration of Ipopt successful
then everything worked fine. Otherwise, look at the screen output, have a look at the config.log
output file and/or consult Flags to configure.
The default configure (without any options) is sufficient for most users that downloaded and installed the source code for the linear solver and other dependencies. If you want to see the configure options, consult Flags to configure.
Build the code:
make
Note: If you are using GNU make, you can also try to speed up the compilation by using the -jN
flag (e.g., make -j3
), where N
is the number of parallel compilation jobs. A good number for N
is the number of available processors plus one. Under some circumstances, this fails, and you might have to re-issue the command, or omit the -j
flag.
If you want, you can run a short test to verify that the compilation was successful. For this, you just enter
make test
This will test if the AMPL solver executable works (if you got the ASL code) and if the included C++, C, Java, and Fortran examples work.
Ipopt
library to some Fortran or C code that you wrote you don't need to worry about this. If you do want to link the Ipopt
library with a C or Fortran compiler, you need to find out the C++ runtime libraries (e.g., by running the C++ compiler in verbose mode for a simple example program) and run configure
again, and this time specify all C++ runtime libraries with the CXXLIBS
variable (see also Flags to configure).Install Ipopt
:
sudo make install
sudo
has been added here as make install
installs files into /usr/local
, where only system administrators have write permissions. This installs
Ipopt
and sIpopt
AMPL solver executables (if ASL source was downloaded) in /usr/local/bin
,Ipopt
and sIpopt
libraries (libipopt.so
, libipopt.a
or similar) in /usr/local/lib
,Ipopt
and sIpopt
libraries (ipopt.pc
, sipopt.pc
) in /usr/local/lib/pkgconfig
.Ipopt
and sIpopt
header files /usr/local/include/coin-or
.You can change the default installation directory (here /usr/local
) by using the --prefix
switch for configure
. If this is a directory that you have write permissions for, sudo
can be omitted for make install
.
In general, you can see the list of options and variables that can be set for the configure script by typing configure --help
.
Below a few particular options are discussed:
If you want to specify that you want to use particular compilers, you can do so by adding the variables definitions for CXX, CC, and F77 to the ./configure
command line, to specify the C++, C, and Fortran 77 compiler, respectively. For example,
./configure CXX=g++-8.0.0 CC=gcc-8.0.0 F77=gfortran-8.0.0
In order to set the compiler flags, you should use the variables CXXFLAGS
, CFLAGS
, FFLAGS
. Note, that the Ipopt
code uses dynamic_cast
. Therefore it is necessary that the C++ code is compiled including RTTI (Run-Time Type Information). Some compilers need to be given special flags to do that (e.g., -qrtti=dyna
for the AIX xlC
compiler).
Ipopt
library is compiled as a shared library, on systems where this is supported. If you want to generate a static library, you need to specify the --disable-shared
flag. If you want to compile both shared and static libraries, you should specify the --enable-static
flag. This is no possible on Windows.It is possible to compile the Ipopt
library in a debug configuration, by specifying --enable-debug
. This switches the default compiler flags (CFLAGS, CXXFLAGS, FFLAGS) to instruct the compiler to include debug information into object files and disables compiler optimization.
Also, you can tell Ipopt
to do some additional runtime sanity checks, by specifying the flag --with-ipopt-checklevel=1
.
This usually leads to a significant slowdown of the code, but might be helpful when debugging something.
If you want to link the Ipopt
library with a main program written in C or Fortran, the C and Fortran compiler doing the linking of the executable needs to be told about the C++ runtime libraries. Unfortunately, the current version of autoconf does not provide the automatic detection of those libraries. We have hard-coded some default values for some systems and compilers, but this might not work all the time.
If you have problems linking your Fortran or C code with the Ipopt
library libipopt.a and the linker complains about missing symbols from C++ (e.g., the standard template library), you should specify the C++ libraries with the CXXLIBS
variable. To find out what those libraries are, it is probably helpful to link a simple C++ program with verbose compiler output.
For example, for the Intel compilers on a Linux system, you might need to specify something like
./configure CC=icc F77=ifort CXX=icpc CXXLIBS='-L/usr/lib/gcc-lib/i386-redhat-linux/3.2.3 -lstdc++'
./configure AR='ar -X64' NM='nm -X64' CC='xlc -q64' F77='xlf -q64' CXX='xlC -q64' CFLAGS='-O3 -bmaxdata:0x3f0000000' FFLAGS='-O3 -bmaxdata:0x3f0000000' CXXFLAGS='-qrtti=dyna -O3 -bmaxdata:0x3f0000000'(Alternatively, a simpler solution for AIX is to set the environment variable
OBJECT_MODE
to 64.)Ipopt's Java interface JIpopt
uses the Java Native Interface (JNI), which is a programming framework that allows Java code running in the Java Virtual Machine (JVM) to call and be called by native applications and libraries written in languages such as C and C++.
configure tries to find a Java compiler and the necessary compiler flags to locate the JNI header files automatically. You can influence this automated check by setting the environment variable JAVA_HOME
to the directory that contains your JDK.
C:\Program Files\Java
, try setting JAVA_HOME
to the DOS equivalent C:\Progra~1\Java
(or similar).You can disable the checks for Java and build of the Java interface by specifying the configure flag --disable-java
. This is also the default if JAVA_HOME
contains a space or the build of shared libraries has been disabled as JIpopt
needs to be able to load the Ipopt
library dynamically at runtime.
--disable-sipopt
.Configure flags specific to the use of Ipopt
's dependencies were discussed in the corresponding sections of Download, build, and install dependencies.
On sufficiently prepared systems, an alternative way to download, build, and install Ipopt
with dependencies ASL, HSL, and MUMPS is to use the coinbrew script from https://coin-or.github.io/coinbrew/
After obtaining the script, run
/path/to/coinbrew fetch Ipopt --no-prompt /path/to/coinbrew build Ipopt --prefix=/dir/to/install --test --no-prompt --verbosity=3 /path/to/coinbrew install Ipopt --no-prompt
The coinbrew script will take care of building and installing the dependencies ASL and Mumps before building Ipopt
. To use HSL sources, change to the ThirdParty/HSL
directory created by coinbrew fetch
and follow the download instructions (i.e., skip the build step) from HSL (Harwell Subroutines Library). Then proceed with the coinbrew build
step.
More details on using coinbrew can be found at the instructions on Getting Started with the COIN-OR Optimization Suite.
The ipoptr
interface can be build after Ipopt
has been build and installed. In the best case, it is sufficient to execute the following command in R:
install.packages('$IPOPTDIR/build/contrib/RInterface', repos=NULL, type='source')
After installation of the ipoptr
package, it should be possible to load the package in R and to view the help page:
library('ipoptr') ?ipoptr