Ipopt 3.14

.coin-or/Dependencies

@@ -1,4 +1,3 @@
 ThirdParty/ASL     https://github.com/coin-or-tools/ThirdParty-ASL   stable/2.0
-ThirdParty/Metis   https://github.com/coin-or-tools/ThirdParty-Metis stable/2.0
-ThirdParty/HSL     https://github.com/coin-or-tools/ThirdParty-HSL   stable/2.0
-ThirdParty/Mumps   https://github.com/coin-or-tools/ThirdParty-Mumps stable/2.0
+ThirdParty/HSL     https://github.com/coin-or-tools/ThirdParty-HSL   stable/2.2
+ThirdParty/Mumps   https://github.com/coin-or-tools/ThirdParty-Mumps stable/3.0

.coin-or/config.yml

@@ -0,0 +1,64 @@
+Description:
+  Slug: Ipopt
+  ShortName: Ipopt
+  LongName:
+  ShortDescription: A solver for general large-scale nonlinear continuous optimization.
+  LongDescription: |2
+    "Ipopt is an open-source solver for large-scale nonlinear continuous optimization.
+     It can be used from modeling environments, such as AIMMS, AMPL, GAMS, or Matlab, and it is also available as callable library with interfaces to C++, C, Fortran, Java, and R.
+     Ipopt uses an interior point method, together with a filter linear search procedure."
+  Manager: Andreas Waechter
+  Homepage: https://github.com/coin-or/Ipopt
+  License: Eclipse Public License 2.0
+  LicenseURL: http://www.opensource.org/licenses/EPL-2.0
+  Appveyor:
+    Slug: ipopt-5qaur
+  Language:
+    - C++
+  Categories:
+    - Optimization deterministic nonlinear
+
+Dependencies:
+  - Description: ThirdParty wrapper for building ASL
+    URL: https://github.com/coin-or-tools/ThirdParty-ASL
+    Version: stable/2.0
+    Required: Recommended
+  - Description: ThirdParty wrapper for building Mumps
+    URL: https://github.com/coin-or-tools/ThirdParty-Mumps
+    Version: stable/3.0
+    Required: Recommended
+  - Description: ThirdParty wrapper for building HSL codes
+    URL: https://github.com/coin-or-tools/ThirdParty-HSL
+    Version: stable/2.2
+    Required: Recommended
+  - Description: Parallel Sparse Direct Solver from Pardiso-Project
+    URL: http://www.pardiso-project.org/
+    Required: Recommended
+  - Description: Parallel Sparse Direct Solver from Intel MKL
+    URL: https://software.intel.com/content/www/us/en/develop/tools/math-kernel-library.html
+    Required: Optional
+  - Description: Watson Sparse Matrix Package
+    URL: http://researcher.ibm.com/view_project.php?id=1426
+    Required: Optional
+  - Description: Basic Linear Algebra Subroutines (BLAS)
+    URL: http://www.netlib.org/blas
+    Required: Required
+  - Description: Linear Algebra Package (LAPACK)
+    URL: http://www.netlib.org/lapack
+    Required: Required
+
+DevelopmentStatus:
+  activityStatus: Active
+  maturityLevel: 5
+  testedPlatforms:
+  - operatingSystem: Linux
+    compiler: gcc
+  - operatingSystem: macOS
+    compiler:
+    - gcc
+    - clang
+  - operatingSystem: Microsoft Windows with MSys2
+    compiler:
+    - gcc
+    - cl+ifort
+    - icl+ifort

.github/FUNDING.yml

@@ -0,0 +1,3 @@
+# These are supported funding model platforms
+
+github: [coin-or]

.travis.yml

@@ -1,22 +1,83 @@
 language: cpp
 
+git:
+   depth: 3
+
 matrix:
   include:
     - os: linux
+      dist: focal
       addons:
         apt:
           packages:
             - gfortran
             - liblapack-dev
-      env: ENABLEDEBUG=true
+            - libmetis-dev
+            - libhwloc-dev
+            - libudev-dev
+            - cppcheck
+      env: ENABLEDEBUG=true CPPCHECK=true
+    - os: linux
+      dist: focal
+      addons:
+        apt:
+          packages:
+            - gfortran
+            - liblapack64-dev
+            - cppcheck
+      env: INT64=true CPPCHECK=true
     - os: linux
       dist: bionic
       addons:
         apt:
           packages:
             - gfortran
             - liblapack-dev
+            - libmetis-dev
+      env: SINGLEPRECISION=true
+    - os: linux
+      dist: xenial
+      addons:
+        apt:
+          packages:
+            - gfortran
+            - liblapack-dev
+            - libmetis-dev
+            - libhwloc-dev
       env: VISHIDDEN=true
+    - os: freebsd
+      env: NOF77=true
+      addons:
+       pkg:
+        - lapack
+        - gcc10-devel
+    - os: linux
+      arch: arm64
+      addons:
+        apt:
+          packages:
+            - gfortran
+            - liblapack-dev
+            - libmetis-dev
+            - libhwloc-dev
+    - os: linux
+      arch: ppc64le
+      addons:
+        apt:
+          packages:
+            - gfortran
+            - liblapack-dev
+            - libmetis-dev
+            - libhwloc-dev
+    - os: linux
+      arch: s390x
+      addons:
+        apt:
+          packages:
+            - gfortran
+            - liblapack-dev
+            - libmetis-dev
+            - libhwloc-dev
     - os: osx
       osx_image: xcode11.3
       env: OSX=10.14 VISHIDDEN=true
@@ -26,37 +87,106 @@ matrix:
       env: OSX=10.14 VISHIDDEN=true NOF77=true
       compiler: clang
     - os: osx
-      osx_image: xcode10.1
-      env: OSX=10.13 ENABLEDEBUG=true
+      osx_image: xcode11.6
+      env: OSX=10.15 ENABLEDEBUG=true
       compiler: clang
     - os: osx
-      osx_image: xcode9.4
-      env: OSX=10.13
+      osx_image: xcode12.5
+      env: OSX=11 SINGLEPRECISION=true
       compiler: clang
 
 before_script:
   - export VISHIDDEN=${VISHIDDEN:-false}
   - export NOF77=${NOF77:-false}
   - export ENABLEDEBUG=${ENABLEDEBUG:-false}
-  - if [[ "$TRAVIS_OS_NAME" == "osx" ]] && ! $NOF77; then brew update; brew install bash gcc; export CC=gcc-9 ; export CXX=g++-9 ; $CC --version; $CXX --version; gfortran --version; fi
+  - export SINGLEPRECISION=${SINGLEPRECISION:-false}
+  - export INT64=${INT64:-false}
+  - export CPPCHECK=${CPPCHECK:-false}
+  - >
+    if [[ "$TRAVIS_OS_NAME" == "osx" ]] && ! $NOF77; then
+      brew update;
+      brew install bash gcc metis hwloc;
+      $SINGLEPRECISION && brew install lapack;
+      if [[ "$OSX" == 10.14 ]] ; then export CC=gcc-11 ; export CXX=g++-11 ;
+      elif [[ "$OSX" == 10.15 ]] ; then export CC=gcc-11 ; export CXX=g++-11 ;
+      elif [[ "$OSX" == 11 ]] ; then export CC=gcc-11 ; export CXX=g++-11 ; fi ;
+      $CC --version; $CXX --version; gfortran --version;
+    fi ;
+    if [[ "$TRAVIS_OS_NAME" == "freebsd" ]] ; then
+      export CC=gcc ; export CXX=g++ ;
+      $CC --version; $CXX --version
+    fi
 
 script:
-  - git clone --depth 1 https://github.com/coin-or-tools/ThirdParty-ASL
-  - pushd ThirdParty-ASL && ./get.ASL && ./configure --prefix=$HOME/install && make && make install && popd
-  - if $NOF77 ; then echo "Skipping Metis build." ; else git clone --depth 1 https://github.com/coin-or-tools/ThirdParty-Metis ; pushd ThirdParty-Metis && ./get.Metis && ./configure --prefix=$HOME/install && make && make install && popd ; fi
-  - if $NOF77 ; then echo "Skipping Mumps build." ; else git clone --depth 1 https://github.com/coin-or-tools/ThirdParty-Mumps ; pushd ThirdParty-Mumps && ./get.Mumps && ./configure --prefix=$HOME/install && make && make install && popd ; fi
+  # macOS VecLib doesn't work for single-precision routines (https://github.com/mcg1969/vecLibFort) - use homebrew lapack instead
+  - >
+    if $NOF77 || $SINGLEPRECISION || $INT64 ; then
+      echo "Skipping Spral build." ;
+    else
+      git clone --depth 1 --branch master https://github.com/ralna/spral.git &&
+      pushd spral &&
+      ./autogen.sh &&
+      if [[ "$TRAVIS_OS_NAME" == "osx" ]] ; then
+        CFLAGS=-fPIC CXXFLAGS=-fPIC FFLAGS=-fPIC FCFLAGS=-fPIC ./configure --prefix ${HOME}/spral --with-metis="-L/usr/local/Cellar/metis/5.1.0/lib -lmetis" --with-metic-inc-dir=/usr/local/Cellar/metis/5.1.0/include ;
+      else
+        CFLAGS=-fPIC CXXFLAGS=-fPIC FFLAGS=-fPIC FCFLAGS=-fPIC ./configure --prefix ${HOME}/spral ;
+      fi &&
+      make install &&
+      popd ;
+    fi
+  - >
+    mkdir -p $HOME/install/share && touch $HOME/install/share/config.site ;
+    ( $NOF77 && echo enable_f77=no ;
+      $ENABLEDEBUG && ( echo enable_debug=yes ; echo with_ipopt_checklevel=5 ; echo with_ipopt_verbosity=5 ) ;
+      $SINGLEPRECISION && echo "with_precision=single" ;
+      $SINGLEPRECISION && [[ "$TRAVIS_OS_NAME" == "osx" ]] && ! $NOF77 && echo "with_lapack=\"-L/usr/local/opt/lapack/lib -llapack -lblas\"" ;
+      $INT64 && echo "with_intsize=64" ;
+      [[ -d $HOME/spral ]] && echo "with_spral_cflags=-I${HOME}/spral/include" ;
+      [[ -d $HOME/spral ]] && [[ "$TRAVIS_OS_NAME" == "linux" ]] && echo "with_spral_lflags=\"-L${HOME}/spral/lib -lspral -lgfortran -lhwloc -lm -lmetis -llapack -lblas -fopenmp\"" ;
+      [[ -d $HOME/spral ]] && [[ "$TRAVIS_OS_NAME" == "osx" ]] && echo "with_spral_lflags=\"-L${HOME}/spral/lib -lspral -lgfortran -L/usr/local/Cellar/hwloc/2.5.0/lib -lhwloc -lm -L/usr/local/Cellar/metis/5.1.0/lib -lmetis -framework Accelerate -fopenmp\"" ;
+      [[ "$TRAVIS_OS_NAME" == "osx" ]] && ( echo "with_metis_cflags=-I/usr/local/Cellar/metis/5.1.0/include" ; echo "with_metis_lflags=\"-L/usr/local/Cellar/metis/5.1.0/lib -lmetis\"" ) ;
+    ) > $HOME/install/share/config.site ;
+    cat $HOME/install/share/config.site
+  - >
+    if [[ "$TRAVIS_OS_NAME" == "freebsd" ]] ; then
+      echo "Skipping ASL build." ;
+    else
+      git clone --depth 1 https://github.com/coin-or-tools/ThirdParty-ASL ;
+      pushd ThirdParty-ASL &&
+      ./get.ASL &&
+      ./configure --prefix=$HOME/install &&
+      make && make install &&
+      popd ;
+    fi
+  - >
+    if $NOF77 ; then
+      echo "Skipping Mumps build." ;
+    else
+      git clone --depth 1 https://github.com/coin-or-tools/ThirdParty-Mumps ;
+      pushd ThirdParty-Mumps &&
+      ./get.Mumps &&
+      ./configure --prefix=$HOME/install &&
+      make && make install &&
+      popd ;
+    fi
   - mkdir build
   - pushd build
   - export ADD_CFLAGS="-Wall -Wextra -Werror"
   - export ADD_CXXFLAGS="-Wall -Wextra -Werror"
-  - if $VISHIDDEN ; then ADD_CFLAGS="$CFLAGS -fvisibility=hidden" ; fi
-  - if $VISHIDDEN ; then ADD_CXXFLAGS="$CXXFLAGS -fvisibility=hidden" ; fi
-  - export CFGFLAGS=""
-  - if $NOF77 ; then CFGFLAGS="$CFGFLAGS --disable-f77" ; fi
-  - if $ENABLEDEBUG ; then CFGFLAGS="$CFGFLAGS --enable-debug --with-ipopt-checklevel=5 --with-ipopt-verbosity=5" ; fi
-  - ../configure --prefix=$HOME/install $CFGFLAGS
+  - if $VISHIDDEN ; then ADD_CFLAGS="$ADD_CFLAGS -fvisibility=hidden" ; fi
+  - if $VISHIDDEN ; then ADD_CXXFLAGS="$ADD_CXXFLAGS -fvisibility=hidden" ; fi
+  - ../configure --prefix=$HOME/install
   - make
-  - if $NOF77 ; then echo "skip test as no linear solver" ; else make test ; fi
+  - export OMP_CANCELLATION=TRUE
+  - >
+    if $NOF77 ; then echo "skip test as no linear solver" ;
+    else
+      make test || exit 1 ;
+      if [[ -d $HOME/spral ]] ; then
+        echo "linear_solver mumps" > test/ipopt.opt ;
+        make test ;
+      fi
+    fi
   - make install
   - pushd examples/Cpp_example
   - make
@@ -75,6 +205,23 @@ script:
   - make
   - if ! $NOF77 ; then ./solve_problem MBndryCntrl1 10 ; fi
   - popd
+  - pushd examples/recursive_nlp
+  - make
+  - if ! $NOF77 ; then ./recursive_nlp ; fi
+  - popd
+  - pushd contrib/sIPOPT/examples/parametric_cpp
+  - make
+  - if ! $NOF77 ; then ./parametric_driver ; fi
+  - popd
+  - pushd contrib/sIPOPT/examples/parametric_dsdp_cpp
+  - make
+  - if ! $NOF77 ; then ./parametric_dsdp_driver ; fi
+  - popd
+  - pushd contrib/sIPOPT/examples/redhess_cpp
+  - make
+  - if ! $NOF77 ; then ./redhess_cpp ; fi
+  - popd
+  - if $CPPCHECK ; then make cppcheck ; fi
 
 after_failure:
   - find . -name config.log -exec tail -n 1000 {} \;

AUTHORS

@@ -71,12 +71,9 @@ Contributors:
 - Stefan Vigerske (GAMS)
   Dynamic loading of linear solver shared libraries
 
-  src/contrib/LinearSolverLoader/HSLLoader.c
-  src/contrib/LinearSolverLoader/HSLLoader.h
-  src/contrib/LinearSolverLoader/LibraryHandler.c
-  src/contrib/LinearSolverLoader/LibraryHandler.h
-  src/contrib/LinearSolverLoader/PardisoLoader.c
-  src/contrib/LinearSolverLoader/PardisoLoader.h
+  src/Common/IpLibraryLoader.hpp
+  src/Common/IpLibraryLoader.cpp
+  HSL and Pardiso interface files
 
 - Marcel Roelofs (AIMMS)
   MSVC project files for Intel Fortran compiler, creating a DLL
@@ -114,18 +111,35 @@ Contributors:
   R interface with examples, all files in directory (and subdirectory of)
 
   contrib/RInterface
-  
+
 - Tony Kelman (Berkeley)
   improvements to Matlab interface
-  
+
   Ipopt/contrib/MatlabInterface
 
 - Gabriel Hackebeil
   improved use compound component spaces
-  
+
 - Nai-Yuan Chiang and Victor M. Zavala Tejeda (Argonne National Laboratory)
   inertia free curvature test in solution of primal-dual system (full approach)
 
+- Brad Bell
+  recursive NLP example
+
+  examples/recursive_nlp/recursive_nlp.cpp
+
+- Mitchell Clement
+  support for use of single-precision floating point number
+
+  many source files affected, see https://github.com/coin-or/Ipopt/pull/428
+
+- Byron Tasseff (LANL, University of Michigan)
+  Spral interface
+
+  src/Algorithm/LinearSolvers/IpSpralSolverInterface.hpp
+  src/Algorithm/LinearSolvers/IpSpralSolverInterface.cpp
+
+
 Contributors of code that is no longer included in Ipopt distribution:
 
 - Yifan Hu (Wolfram): Contributed TAUCS interface, implemented in the files