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, or the Pardiso linear solver at runtime⁹. This means, if you obtain one of those solvers after you already had compiled IPOPT, you don't need to recompile IPOPT to now use them. 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 Darwin, the names are libhsl.dylib, libpardiso.dylib, and DYLD_LIBRARY_PATH. On Windows (where IPOPT cannot be used with Pardiso), the names are libhsl.dll and PATH.

The Pardiso shared library can be downloaded from the Pardiso website. To create a shared library containing the HSL linear solvers, read the instructions in $IPOPTDIR/ThirdParty/HSL/INSTALL.HSL.