Ipopt

- better support for custom algorithm development [r2659]
(by Gabriel Hackebeil) https://github.com/coin-or/Ipopt/pull/5:
"Reorganization of the AlgorithmBuilder class to allow easier
customization of the Ipopt algorithm. In particular, we wanted to
make use of the code that creates the SymLinearSolver object to
implement our own SymLinearSolver without copy-pasting everything
in AlgorithmBuilder.
AlgorithmBuilder::BuildBasicAlgorithm now consists of 8 method calls
that build the core components passed into the arguments of the
IpoptAlgorithm class. These calls are ordered based on any dependencies
they might have. In addition, all code for creating the PDSystemSolver,
AugSystemSolver, and SymLinearSolver has been moved into separate factory
methods.
Also, included is a change to install a few more header files with Ipopt.
Some of these are required to subclass AlgorithmBuilder, and the others
are simply some matrix types that we require."
- extend build system to work without Fortran compiler [r2660,r2661]
If no Fortran compiler is available (F77=unavailable), then
the build system checks for functions in Blas, Lapack, and
Pardiso via C linkage. This seems to work when using the Intel MKL,
thus allowing to build Ipopt with C/C++ compilers and MKL only.
The linear solver loader and the CuteR interface are disabled when
no Fortran compiler is available. A user may have to adjust the
definition of F77_FUNC in Ipopt/src/Common/IpoptConfig.h.

- changed fptr from long to void*: the Fortran side needs to
make sure that it uses a big enough integer type to store a
C pointer, thus void* can be used on the C side [r2599]
- added additional second-order-correction method, which can be
selected by setting the new option soc_method to 1 (by Wei Wan)
[r2606, r2607]
- added parameter allow_clobber with default value false to
IpoptApplication::Initialize and OptionsList::ReadFromStream

- option to use regularized Hessian when doing a curvature test
without inertia information (neg_curv_test_tol > 0), new
option neg_curv_test_reg to switch back to original behavior
(by N.-Y. Chiang and V. Zavala Tejeda) [r2579]
- sIpopt: Added access to sensitivity directional derivative
vector (ds/dp*(p-p0) Eq. 14 sIpopt implementation paper). Also,
added an option to compute the sensitivity matrix and provide
access to it. Finally, added an example that shows how to
access the new information. (by R. Lopez-Negrete)
- use workaround for failing check for random number generator
with any gcc 4.8.x (x >= 2)

- revised integration of doxygen documentation into build system
(by T. Ralphs)

- fixes to build system for dependency linking and library versioning
- Ipopt will now report an NLP with inconsistent variable bounds
or inconsistent constraints sides as infeasible instead of
throwing an invalid TNLP exception (by T. Kelman) [r2548]

- Library dependencies are now recorded in shared library builds,
which is intended to simplify linking against the Ipopt library.
However, the pkg-config and ipopt_addlibs files do not reflect
this change yet (it is rather experimental, imho). To restore
the previous behavior, use --disable-dependency-linking as
configure option. In case of problems, contact Ted Ralphs.
- If linking against Intel MKL for Blas/lapack, use of Pardiso
from MKL is now automatically enabled. Note, that this will
change the default solver on Ipopt builds without any of the
linear solvers MA27, MA57, MA97, and MA86 (these take preference
over Pardiso). [216]
- dropped support for old HSL sources (<2013; ThirdParty/HSLold)
- updated ASL sources, now downloaded from AMPL-MP (github)
- some internal changes to data structures (improved use of compound
component spaces) and addition of IpLapackDppsv (by Gabe Hackebeil)