[ENH] Option to compile against IDAES Ipopt?

[Robbybp]

IDAES distributes Ipopt binaries compiled with HSL. (Binaries can be found here. They can do this because they pay for an HSL distribution license.) I would like to use CyIpopt with this version of Ipopt. Right now, this is fairly easy except on Windows. I can do this on Windows with the idaes-ipopt branch of CyIpopt, which patches handle_ext_modules_win_32_other_ipopt to use the libraries IDAES distributes rather than those in the official Ipopt Windows binaries.

I am wondering if CyIpopt can be configured to use a "custom Ipopt" on Windows? Assuming this is not currently possible, I could see a couple of ways to do what I want:

1. Add a handle_ext_modules_win_32_idaes_ipopt function that gets called if IPOPTWINDIR is something like USE_IDAES_IPOPT. This would have to track changes in IDAES's Ipopt distribution if e.g. the name of a library changes.
2. Allow IPOPT_INCLUDE_DIRS, IPOPT_LIBS, IPOPT_LIB_DIRS, and DATA_FILES to be configured using environment variables. We would still probably need something like IPOPTWINDIR=USE_CUSTOM_IPOPT to know to do this instead of just assuming we're using the official Windows binaries.

Would you accept a patch to CyIpopt to do either of the above? (Or let me know if it is already possible to use a "custom Ipopt" on Windows.)

[moorepants]

Yes, in short. If you want to make it more flexible to build against different ipopt binaries on Windows that's fine. Maybe suggestion 2. is best so we don't have to track IDAE's code.

[moorepants]

Another possible option is that the pkg_config command could be used on Windows. I noticed that it is available on conda forge for windows, but I don't know how easy it is to install in general on Windows.