Using Microsoft Visual Studio

NEW: Some binaries for IPOPT are available on the COIN website at

http://www.coin-or.org/download/binary/Ipopt/

There are also precompiled versions of Ipopt as DLLs (generated from the MSVC solution in IPOPT's subdirecotry $IPOPTDIR/Ipopt/MSVisualStudio/v8-ifort. Look at the README files for details. An example how to use these DLLs from your own MSVC project is in
$IPOPTDIR/Ipopt/MSVisualStudio/BinaryDLL-Link-Example.

The IPOPT distribution includes project files that can be used to compile the IPOPT library, the AMPL solver executable, and a C++ example within the Microsoft Visual Studio. The project files have been created with Microsoft Visual 8 Express. Fortran files in the third party dependencies need to be converted to C code using the f2c Fortran to C compiler¹².

In order to use those project files, download the IPOPT source code, as well as the required third party code (put it into the ThirdParty $\backslash$Blas, ThirdParty $\backslash$Lapack, ThirdParty $\backslash$HSL, ThirdParty $\backslash$ASL directories. Detailed step-by-step instructions on how to install f2c, translate the Fortran code to C files, and further details are described in the file

$IPOPTDIR $\backslash$Ipopt $\backslash$MSVisualStudio $\backslash$v8 $\backslash$README.TXT

After that, you can open the solution file

$IPOPTDIR $\backslash$Ipopt $\backslash$MSVisualStudio $\backslash$v8 $\backslash$Ipopt.sln

If you are compiling IPOPT with different linear solvers, you need to edit the configuration header file Ipopt $\backslash$src $\backslash$Common $\backslash$IpoptConfig.h, in the section after

/***************************************************************************/
/*             HERE DEFINE THE CONFIGURATION SPECIFIC MACROS               */
/***************************************************************************/

and include the corresponding source files in Ipopt $\backslash$src $\backslash$Algorithm $\backslash$LinearSolvers and add the corresponding libraries to your project.