Windows and MacOS relevant parts of Enrico Bertolazzi and Peter Carbonetto's MATLAB interface for Ipopt with MUMPS and HSL linear solvers and detailed compilation instructions.

MacOS arm64

Tested with MacBook Air M3 Sonoma and MATLAB R2024b

1. Set up environment
   • Save current directory

   DIR=$(pwd)
   export PREFIX=$DIR/install
   export LIBDIR=$PREFIX/lib
   export INCLUDEDIR=$PREFIX/include/coin-or
   

   • Install toolchain and compilers

   brew update
   brew upgrade
   brew install bash gcc
   brew link --overwrite gcc
   brew install pkg-config
   brew install metis
   

2. Compile MUMPS

git clone https://github.com/coin-or-tools/ThirdParty-Mumps.git mumps
cd mumps
./get.Mumps
mkdir ./build
cd build
../configure --prefix="$PREFIX"
make
make install

3. Compile Ipopt
   • Get Ipopt code, compile, build, and test Ipopt

   cd $DIR
   git clone https://github.com/coin-or/Ipopt.git
   cd Ipopt
   mkdir ./build
   cd build
   ../configure --prefix="$PREFIX" LDFLAGS="-Wl,-rpath,@loader_path"
   make
   make test
   

   • If all tests pass, compilation is successful, move the binaries in the install directory

   make install
   

4. Compile HSL
   • Get COIN-OR Tools project ThirdParty-HSL

   cd $DIR
   git clone https://github.com/coin-or-tools/ThirdParty-HSL.git hsl
   

   • Download Coin-HSL Full from https://www.hsl.rl.ac.uk/ipopt/ and unpack the HSL sources archive, move and rename the resulting directory so that it becomes hsl/coinhsl.
   • Configure, build, and install the HSL sources

   cd hsl
   mkdir ./build
   cd build
   ../configure --prefix="$PREFIX" --enable-openmp
   make
   make install
   

5. Compile the mex file
   • Get modified Ipopt MATLAB interface

   cd $DIR
   git clone https://github.com/rlkamalapurkar/ipopt_mex.git
   

   • Make sure C and C++ compilers are set up in MATLAB. Navigate to the ipopt_mex/src folder and run

   mex -setup 
   mex -setup c++
   

   • Navigate to the ipopt_mex/src folder and run CompileIpoptMexLib.m.
6. Make the installation portable
   • Adjust install names

   cd $LIBDIR
   install_name_tool -change $LIBDIR/libipopt.3.dylib @loader_path/libipopt.3.dylib ipopt.mexmaca64
   install_name_tool -change $LIBDIR/libsipopt.3.dylib @loader_path/libsipopt.3.dylib ipopt.mexmaca64
   install_name_tool -change $LIBDIR/libcoinmumps.3.dylib @loader_path/libcoinmumps.3.dylib libipopt.3.dylib
   install_name_tool -change $LIBDIR/libipopt.3.dylib @loader_path/libipopt.3.dylib libsipopt.3.dylib
   

   • Change the name of the library so it can be loaded by Ipopt at runtime

   cp ./libcoinhsl.dylib ./libhsl.dylib
   

The complete toolbox with MUMPS and HSL linear solvers should now be in the install folder. The toolbox should be portable to any MacOS arm64 computer. As long as the directory install/lib is on your MATLAB path, Ipopt should work.

Test your setup by running the examples in the install/examples directory. In MATLAB, navigate to the install directory and run

addpath(fullfile(pwd,'lib'));
cd examples
test_BartholomewBiggs

Windows x86-64

Tested with Windows 11 and MATLAB R2024b

1. Set up the environment
   • Install MSYS2 (In the following, MSYSDIR refers to the folder where MSYS2 is installed)
   • Install toolchain and compilers

   pacman -S --needed binutils diffutils git grep make patch pkgconf
   pacman -S --needed mingw-w64-x86_64-gcc mingw-w64-x86_64-gcc-fortran
   pacman -S --needed mingw-w64-x86_64-lapack mingw-w64-x86_64-metis
   

   • Restart MSYS2, make sure to launch the MSYS2 MinGW x64 shortcut and not the MSYS2 MSYS app.
   • Store current directory

   DIR=$(pwd)
   export PREFIX=$DIR/install
   export LIBDIR=$PREFIX/lib
   export INCLUDEDIR=$PREFIX/include/coin-or
   

2. Compile MUMPS

git clone https://github.com/coin-or-tools/ThirdParty-Mumps.git mumps
cd mumps
./get.Mumps
mkdir ./build
cd build
../configure --prefix="$PREFIX"
make
make install

3. Compile HSL
   • Get COIN-OR Tools project ThirdParty-HSL

   cd $DIR
   git clone https://github.com/coin-or-tools/ThirdParty-HSL.git hsl
   

   • Download Coin-HSL Full from https://www.hsl.rl.ac.uk/ipopt/ and unpack the HSL sources archive, move and rename the resulting directory so that it becomes hsl/coinhsl.
   • In ThirdParty-HSL, configure, build, and install the HSL sources

   cd hsl
   mkdir ./build
   cd build
   ../configure --prefix="$PREFIX"
   make
   make install
   

4. Compile Ipopt
   • Get Ipopt code, compile, build, and test Ipopt

   cd $DIR
   git clone https://github.com/coin-or/Ipopt.git
   cd Ipopt
   mkdir ./build
   cd build
   ../configure --prefix="$PREFIX"
   make
   make test
   

   • If all tests passed, then install Ipopt

   make install
   

5. Manage dependencies on the target PC (replace $MSYSDIR with your MSYS2 installation folder)

cd $MSYSDIR/mingw64/bin
cp libblas*.dll libgcc_s_seh*.dll libgfortran*.dll libgomp*.dll liblapack*.dll libmetis*.dll libquadmath*.dll libstdc++*.dll libwinpthread*.dll $LIBDIR
cd $DIR
mv $PREFIX/bin/* $LIBDIR

6. Compile the mex file
   • Get modified Ipopt MATLAB interface

   cd $DIR
   git clone https://github.com/rlkamalapurkar/ipopt_mex.git
   

   • Make sure mingw64 is set as the C and C++ compiler. In MATLAB, navigate to the ipopt_mex\src folder ($DIR\ipopt_mex\src) and run (replace $MSYSDIR with your MSYS2 installation folder)

   setenv('MW_MINGW64_LOC',$MSYSDIR\mingw64')
   mex -setup 
   mex -setup c++
   

   • Navigate to the ipopt_mex\src folder and run CompileIpoptMexLib.m.

The complete toolbox with MUMPS and HSL linear solvers should now be in $DIR\install. The toolbox should be portable to any Windows computer. As long as the directory $DIR\install\lib is on your MATLAB path, Ipopt should work.

Test your setup by running the examples in the $DIR\install\examples directory. In MATLAB, navigate to the install directory and run

addpath(fullfile(pwd,'lib'));
cd examples
test_BartholomewBiggs

Linux (MUMPS, MA27, MA57, and MA97)

MATLAB on linux ships Intel MKL, which includes LAPACK. The MKL library uses 64-bit integers, but Ipopt expects 32-bit integers, which causes a segmentation fault. I could not figure out how to get dynamically linked Ipopt to use openblas instead of MKL, but statically linked Ipopt works.

1. Install linux toolchain

   sudo apt install gcc g++ gfortran git patch wget pkg-config liblapack-dev libopenblas-dev libmetis-dev make
   

2. Copy the static blas library to the install folder

DIR=$(pwd)
export PREFIX=$DIR/install
export LIBDIR=$PREFIX/lib
export INCLUDEDIR=$PREFIX/include/coin-or
mkdir install
mkdir install/lib
cp /usr/lib/x86_64-linux-gnu/libopenblas.a $LIBDIR/libopenblas.a

3. Compile MUMPS as a static library

git clone https://github.com/coin-or-tools/ThirdParty-Mumps.git mumps
cd mumps
./get.Mumps
mkdir ./build
cd build
../configure --prefix="$PREFIX" --with-lapack-lflags="$LIBDIR/libopenblas.a -lm" --disable-shared
make
make install

4. Compile HSL (MA27, MA57, and MA97 work, others cause segmentation faults)
   • Get COIN-OR Tools project ThirdParty-HSL

   cd $DIR
   git clone https://github.com/coin-or-tools/ThirdParty-HSL.git hsl
   

   • Download Coin-HSL Full from https://www.hsl.rl.ac.uk/ipopt/ and unpack the HSL sources archive, move and rename the resulting directory so that it becomes hsl/coinhsl.
   • In ThirdParty-HSL, configure, build, and install the HSL sources

   cd hsl
   mkdir ./build
   cd build
   ../configure --prefix="$PREFIX" --with-lapack-lflags="$LIBDIR/libopenblas.a -lm" --disable-shared
   make
   make install
   

5. Compile Ipopt as a static library
   • Get Ipopt code, compile, and build Ipopt

   cd $DIR
   git clone https://github.com/coin-or/Ipopt.git
   cd Ipopt
   mkdir ./build
   cd build
   ../configure --prefix="$PREFIX" --with-lapack-lflags="$LIBDIR/libopenblas.a -lm" --with-mumps-cflags="-I$INCLUDEDIR/mumps" --with-mumps-lflags="$LIBDIR/libcoinmumps.a" --with-hsl-cflags="-I$INCLUDEDIR/hsl" --with-hsl-lflags="$LIBDIR/libcoinhsl.a $LIBDIR/libopenblas.a -lgfortran -lm" --disable-shared
   make
   make install
   

   • If you run make test, the tests will fail since they are not linked against libcoinmumps.a, but the mex file will be, so ignore the tests.
6. Compile the mex file
   • Get modified Ipopt MATLAB interface

   cd $DIR
   git clone https://github.com/rlkamalapurkar/ipopt_mex.git
   

   • Make sure mex compilers are set up correctly (gcc and g++)

   mex -setup 
   mex -setup c++
   

   • Navigate to the ipopt_mex\src folder and run CompileIpoptMexLib.m.

IMPORTANT: On Linux, MATLAB ships its own C++ library which may have a version conflict with the standard library. If you run into issues related to libstdc++, launch MATLAB from a terminal by running

export LD_PRELOAD=$LD_PRELOAD:/usr/lib/x86_64-linux-gnu/libstdc++.so.6
matlab

(replace /usr/lib/x86_64-linux-gnu/ by the appropriate standard library path if needed).

The complete toolbox with MUMPS and HSL linear solvers should now be in $DIR\ipopt_mex\src\install. The toolbox should be portable to any Linux computer. As long as the directory $DIR\install\lib is on your MATLAB path, Ipopt should work.