There are several ways to install IPOPT on Windows systems. The first two option, described in Sections 2.4.1 and 2.4.2, is to use Cygwin (see www.cygwin.com), which offers a comprehensive UNIX-like environment on Windows and in which the installation procedure described earlier in this section can be used. If you want to use the (free) GNU compilers, follow the instructions in Section 2.4.1. If you have the Microsoft C++ compiler and possibly a ``native'' Fortran compiler (e.g., the Intel Fortran compiler) and want to use those to compile IPOPT, please see Section 2.4.2. If you use MSYS/MinGW (a light-weight UNIX-like environment for Windows), please consider the notes in Section 2.4.3. The IPOPT distribution also includes projects files for the Microsoft Visual Studio (see Section 2.4.4).
NEW: Some binaries for IPOPT are available on the COIN website at
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