If you would like to compile IPOPT with the Parallel Sparse Direct Linear Solver (Pardiso), you need to obtain the Pardiso library for your operating system. Information about Pardiso can be found at
You can obtain a free download for Pardiso if you want to use it for ``non-commercial and non-profit internal research purposes'' and are an ``academic, non-profit, or government agency'' (taken from the license agreement). Instructions for this are on the above mentioned website; make sure you read the license agreement before filling out the download form.
Note: Pardiso is included in Intel's MKL library. However, that version does not include the changes done by the Pardiso developers to make the linear solver work smoothly with IPOPT.
Please consult Appendix D to find out how to configure your IPOPT installation to work with Pardiso.