Ipopt Documentation  
Installing Ipopt

The following sections describe the installation procedures on UNIX/Linux, Mac OS X, 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.

Getting System Packages (Compilers, ...)

Linux distributions

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.

Mac OS X

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

Windows with MSYS2/MinGW

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.

Note
The build systems of 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.

Download, build, and install dependencies

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.

ASL (Ampl Solver Library)

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

BLAS and LAPACK

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 Mac OS X, Ipopt's build system should pick up the Blas and Lapack from the Accelerate framework.

Note
It is highly recommended that you obtain an efficient implementation of the BLAS and LAPACK library, tailored to your hardware; Section Prerequisites lists a few options. For instance, to have configure pick up a local installation of ATLAS in $HOME/lib, one would use the --with-lapack flag when running configure (see Compiling and Installing Ipopt):
./configure --with-lapack="-L$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"

HSL (Harwell Subroutines Library)

There are two versions of HSL available:

  • HSL Archive: contains outdated codes that are freely available for personal commercial or non-commercial usage. Note that you may not redistribute these codes in either source or binary form without purchasing a licence from the authors. This version includes MA27, MA28, and MC19.
  • HSL Full: contains more modern codes that are freely available for academic use only. This version includes the codes from the HSL Archive and additionally MA57, HSL_MA77, HSL_MA86, and HSL_MA97. Ipopt supports the HSL Full codes from 2013 and later.

To obtain the HSL code, you can follow the following steps:

  1. Go to http://hsl.rl.ac.uk/ipopt.
  2. Choose whether to download either the Archive code or the HSL Full 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).

You may either:

  • Compile the HSL code via the COIN-OR Tools project ThirdParty-HSL. See the instructions below.
  • Compile the HSL code separately either before or after the 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
Attention
The build system of Ipopt currently requires that MA27 is part of a HSL library, if a HSL library is provided.
Note
Whereas it is essential to have at least one linear solver, the package MC19 could be omitted (with the consequence that you cannot use this method for scaling the linear systems arising inside the 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.
If you are an academic or a student, we recommend you download the HSL Full package as this ensures you have access to the full range of solvers. MA57 can be considerably faster than MA27 on some problems.
If you have a precompiled library containing the HSL codes, you can specify the directory containing the 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).
The linear solvers MA57, HSL_MA77, HSL_MA86, HSL_MA97 can make use of the matrix ordering algorithms implemented in METIS. ThirdParty-HSL will look automatically for a METIS installation in your system and should work with both METIS 4 and METIS 5.

MUMPS Linear Solver

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
Note
MUMPS will perform better if the matrix ordering algorithms implemented in METIS are available on the system.
MUMPS uses internally a fake implementation of MPI. If you are using 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.
Branch mumps5 of project ThirdParty-Mumps can be used to build a a library of MUMPS 5.2.x that is usable with 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.

Pardiso (Parallel Sparse Direct Linear Solver)

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.

WSMP (Watson Sparse Matrix Package)

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.

Note
Only the interface to the shared-memory version of WSMP is currently supported.

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 should use the configure flag

--with-wsmp="$HOME/lib/wsmp/wsmp-Linux/lib/IA32/libwsmp.a -lpthread"

Using the Linear Solver Loader

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 Mac OS X, 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.

Getting the Ipopt Code

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.

Getting the Ipopt code via git

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:

  1. Download the code from the repository:
    git clone https://github.com/coin-or/Ipopt.git
  2. Change into the root directory of the Ipopt distribution:
    cd Ipopt

In the following, $IPOPTDIR will refer to the directory in which you are right now (output of pwd).

Getting the Ipopt code as a tarball

To use the tarball, follow the steps below:

  1. Download the desired tarball from http://www.coin-or.org/download/source/Ipopt, it has the form Ipopt-x.y.z.tgz, where x.y.z is the version number, such as 3.12.0.
  2. Issue the following commands to unpack the archive file:
    gunzip Ipopt-x.y.z.tgz
    tar xvf Ipopt-x.y.z.tar
  3. Rename the directory you just extracted:
    mv Ipopt-x.y.z Ipopt
  4. Change into the root directory of the Ipopt distribution:
    cd Ipopt

In the following, $IPOPTDIR will refer to the directory in which you are right now (output of pwd).

Compiling and Installing Ipopt

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.

  1. Create a directory where you want to compile Ipopt, for example

    mkdir $IPOPTDIR/build

    and change into this directory

    cd $IPOPTDIR/build
    Note
    You can choose any location, including $IPOPTDIR itself, as the location of your compilation. However, on COIN-OR we recommend to keep the source and compiled files separate as this comes in handy when you want to compile the code with different compilers, compiler options, or different operating system that share a common file system. For this to work, the directories with the Ipopt source must not have any configuration and compiled code.
  2. 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.

  3. 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.

  4. 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.

    Note
    The configure script is not able to automatically determine the C++ runtime libraries for the C++ compiler. For certain compilers we enabled default values for this, but those might not exist or be wrong for your compiler. In that case, the C and Fortran example in the test will most probably fail to compile. If you don't want to hook up the compiled 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).
  5. 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

    • the Ipopt and sIpopt AMPL solver executables (if ASL source was downloaded) in /usr/local/bin,
    • the Ipopt and sIpopt libraries (libipopt.so, libipopt.a or similar) in /usr/local/lib,
    • pkg-config files for use of the 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.

Flags to configure

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).

  • By default, the 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++'
  • Compilation on an AIX 64bit system sometimes requires some special consideration. We recommend the following configuration
    ./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.

    Note
    The build procedure currently cannot deal with spaces in the path to the JDK. If you are on Windows and have Java in a path like 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.

  • sIpopt is build and installed together with Ipopt. If you do not need sIpopt, you can disable it via --disable-sipopt.

Configure flags specific to the use of Ipopt's dependencies were discussed in the corresponding sections of Download, build, and install dependencies.

Using CoinBrew

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.

Compiling and Installing the R Interface ipoptr

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