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.
Using the Linear Solver Loader
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.