Using Microsoft Visual Studio

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.