CasADi + IPOPT + HSL.md

How to install CasADi + IPOPT + HSL

The tutorial has been moved in: https://github.com/ami-iit/ami-commons/blob/master/doc/casadi-ipopt-hsl.md

Click me if you are interested in the original tutorial

This guide should help you to install CasADi with IPOPT and HSL support.

0. Install some dependencies sudo apt-get install build-essential gfortran liblapack-dev libmetis-dev libopenblas-dev
1. mkdir -p ~/robot-code/CoinIpopt && cd ~/robot-code/CoinIpopt
2. Get coinbrew
   1. wget https://raw.githubusercontent.com/coin-or/coinbrew/master/coinbrew
   2. chmod u+x coinbrew
3. Run ./coinbrew Ipopt and follow the instruction to fetch IPOPT and all the dependencies (Today the latest version of IPOPT is 3.13.4)
4. mkdir install
5. Build ipot ./coinbrew build Ipopt --prefix=install --test --no-prompt --verbosity=3 (have a ☕)
6. Obtain an archive with HSL source code from http://www.hsl.rl.ac.uk/ipopt/. (I'm currently using coinhsl-2019.05.21)
7. Unzip the folder coinhsl-2019.05.21.zip into ~/robot-code/CoinIpopt/ThirdParty/HSL/ and rename it coinhsl.
8. cd ~/robot-code/CoinIpopt
9. Build ipopt ./coinbrew build Ipopt --prefix=install --test --no-prompt --verbosity=3 (have a ☕)
10. Run ./coinbrew install Ipopt --no-prompt
11. cd ~/robot-code/CoinIpopt/install/lib
12. ln -s libcoinhsl.so libhsl.so
13. Add to the .bashrc the following lines

    export IPOPT_DIR=~/robot-code/CoinIpopt/install
    export PKG_CONFIG_PATH=${PKG_CONFIG_PATH}:${IPOPT_DIR}/lib/pkgconfig
    export LD_LIBRARY_PATH=${LD_LIBRARY_PATH}:${IPOPT_DIR}/lib
    
    # ipopt this is required for casadi
    export PATH=${PATH}:${IPOPT_DIR}/lib
    
    # this may speed up ipopt 
    export OMP_NUM_THREADS=1

14. Clone CasADi cd ~/robot-code && git clone https://github.com/casadi/casadi.git
15. mkdir -p casadi/build && cd casadi/build
16. Run cmake -DWITH_IPOPT:BOOL=ON -DWITH_HSL:BOOL=ON -DINCLUDE_PREFIX:PATH=include -DCMAKE_PREFIX:PATH=lib/cmake/casadi -DLIB_PREFIX:PATH=lib -DBIN_PREFIX:PATH=bin ..
17. make and make install
18. Enjoy CasADi with IPOPT and HSL solvers 🚀

Thanks @GiulioRomualdi, I confirm that the procedure works also on MacOS.

The required changes, with respect to the list above, are the following:

• at 0.
  The dependencies can be installed using homebrew.
  The following two are required:
  brew install pkg-config
brew install metis
  (more info can be found in the official Ipopt documentation)

• at 12.
  ln -s libcoinhsl.so libhsl.so -> ln -s libcoinhsl.dylib libhsl.dylib

• at 13.
  export LD_LIBRARY_PATH=${LD_LIBRARY_PATH}:${IPOPT_DIR}/lib
  -> export DYLD_LIBRARY_PATH=${DYLD_LIBRARY_PATH}:${IPOPT_DIR}/lib

@GiulioRomualdi can you add a redirect/link to https://github.com/ami-iit/ami-commons/blob/master/doc/casadi-ipopt-hsl.md so that people can propose changes with PRs ? Thanks!