Ubuntu20.04 安装 Ipopt + cppAD流程，一键到底没有废话(复制流攻略)

Ipopt 和cppAD是用于求解二次规划问题等的C++库，其安装成败对科研、工作相当重要，故贴次流程。本教程参照官方教程，这里不贴链接，因为你不需要，这个教程足够你成功配置。

一、 Ipopt 安装

（注意：后面有直接命令安装ipopt的教程。。。经过测试使用该源码安装方法安装的ipopt在使用一段时间后可能出现报错无法求解情况。。。求稳建议直接采用命令安装（二、命令行安装））
1. 安装依赖

sudo apt-get install gcc g++ gfortran git patch wget pkg-config liblapack-dev libmetis-dev

2. 创建一个专属目录方便管理

mkdir ~/Ipopt_pkg
cd Ipopt_pkg

2. 安装ASL

git clone https://github.com/coin-or-tools/ThirdParty-ASL.git
cd ThirdParty-ASL
sudo ./get.ASL
sudo ./configure
sudo make
sudo make install
cd ..

3. 安装.BLAS 和LAPACK

 sudo apt-get install libblas-dev 
 sudo apt-get install liblapack-dev 

4. 安装HSL
这个安装需要两个步骤，注意！第一步你可能要多动动小手。

a. 下载coinhsl文件(这个文件可以在其他地方下，不过我不建议，因为懒得找)
链接：https://pan.baidu.com/s/1BfGxoH-ReSBS1dphB9n-tQ
提取码：oc8a

b. 安装

 git clone https://github.com/coin-or-tools/ThirdParty-HSL.git
 cd ThirdParty-HSL
 #注意这里要把步骤a.的文件coinhsl解压拷贝到ThirdParty-HSL目录下再执行下面的命令
sudo ./configure
sudo make
sudo make install
cd ..

5. 安装MUMPS

git clone https://github.com/coin-or-tools/ThirdParty-Mumps.git
cd ThirdParty-Mumps
sudo ./get.Mumps
sudo ./configure
sudo make
sudo make install
cd ..

6. 安装Ipopt

git clone https://github.com/coin-or/Ipopt.git
cd Ipopt
mkdir build
cd build
sudo ../configure
sudo make
sudo make test
sudo make install

7. 完善环境1.0

cd /usr/local/include
sudo cp coin-or coin -r

8. 完善环境2.0

sudo ln -s /usr/local/lib/libcoinmumps.so.3 /usr/lib/libcoinmumps.so.3
sudo ln -s /usr/local/lib/libcoinhsl.so.2 /usr/lib/libcoinhsl.so.2
sudo ln -s /usr/local/lib/libipopt.so.3 /usr/lib/libipopt.so.3

完成安装

二、命令行直接安装IPOPT

sudo apt-get install coinor-libipopt-dev

安装完成后编译工程会报一个错误，可以通过如下操作修复：

sudo vim /usr/include/coin/IpSmartPtr.hpp

修改文件的预处理部分，如下内容（注释为修改部分的两条语句）：

#define HAVE_CSTDDEF // 修改部分
#ifdef HAVE_CSTDDEF
# include <cstddef>
#else
# ifdef HAVE_STDDEF_H
#  include <stddef.h>
# else
#  error "don't have header file for stddef"
# endif
#endif
#undef HAVE_CSTDDEF // 修改部分

完成安装（实测该方法比源码稳定，也方便）

三、 cppAD 安装

sudo apt-get install cppad

找个例程跑跑：cppad_ipopt_demo.cpp

#include <iostream>
#include <cppad/ipopt/solve.hpp>

using namespace std;

namespace {
using CppAD::AD;
class FG_eval {
public:
    typedef CPPAD_TESTVECTOR(AD<double>) ADvector;
    void operator()(ADvector& fg, const ADvector& x)
    {
        assert(fg.size() == 3);
        assert(x.size() == 4);
        // variables
        AD<double> x1 = x[0];
        AD<double> x2 = x[1];
        AD<double> x3 = x[2];
        AD<double> x4 = x[3];
        // f(x) objective function
        fg[0] = x1 * x4 * (x1 + x2 + x3) + x3;
        // constraints
        fg[1] = x1 * x2 * x3 * x4;
        fg[2] = x1 * x1 + x2 * x2 + x3 * x3 + x4 * x4;
        return;
    }

};

}

bool get_started(void)
{
    bool ok = true;
    size_t i;
    typedef CPPAD_TESTVECTOR(double) Dvector;

    size_t nx = 4; // number of varibles
    size_t ng = 2; // number of constraints
    Dvector x0(nx); // initial condition of varibles
    x0[0] = 1.0;
    x0[1] = 5.0;
    x0[2] = 5.0;
    x0[3] = 1.0;

    // lower and upper bounds for varibles
    Dvector xl(nx), xu(nx);
    for(i = 0; i < nx; i++)
    {
        xl[i] = 1.0;
        xu[i] = 5.0;
    }
    Dvector gl(ng), gu(ng);
    gl[0] = 25.0;    gu[0] = 1.0e19;
    gl[1] = 40.0;    gu[1] = 40.0;
    // object that computes objective and constraints
    FG_eval fg_eval;

    // options
    string options;
    // turn off any printing
    options += "Integer print_level  0\n";
    options += "String sb            yes\n";
    // maximum iterations
    options += "Integer max_iter     10\n";
    //approximate accuracy in first order necessary conditions;
    // see Mathematical Programming, Volume 106, Number 1,
    // Pages 25-57, Equation (6)
    options += "Numeric tol          1e-6\n";
    //derivative tesing
    options += "String derivative_test   second-order\n";
    // maximum amount of random pertubation; e.g.,
    // when evaluation finite diff
    options += "Numeric point_perturbation_radius   0.\n";


    CppAD::ipopt::solve_result<Dvector> solution; // solution
    CppAD::ipopt::solve<Dvector, FG_eval>(options, x0, xl, xu, gl, gu, fg_eval, solution); // solve the problem

    cout<<"solution: "<<solution.x<<endl;

    //
    //check some of the solution values
    //
    ok &= solution.status == CppAD::ipopt::solve_result<Dvector>::success;
    //
    double check_x[]  = {1.000000, 4.743000, 3.82115, 1.379408};
    double check_zl[] = {1.087871, 0.,       0.,       0.      };
    double check_zu[] = {0.,       0.,       0.,       0.      };
    double rel_tol    = 1e-6; // relative tolerance
    double abs_tol    = 1e-6; // absolute tolerance
    for(i = 0; i < nx; i++)
    {
        ok &= CppAD::NearEqual(
                    check_x[i], solution.x[i], rel_tol, abs_tol);
        ok &= CppAD::NearEqual(
                    check_zl[i], solution.zl[i], rel_tol, abs_tol);
        ok &= CppAD::NearEqual(
                    check_zu[i], solution.zu[i], rel_tol, abs_tol);
    }

    return ok;
}

int main()
{
    cout << "CppAD : Hello World Demo!" << endl;
    get_started();
    return 0;
}

找个例程跑跑：.CMakeLists.txt

cmake_minimum_required(VERSION 2.8.3)
project(cppad_ipopt_demo)
set(CMAKE_CXX_STANDARD 14)
add_executable(cppad_ipopt_demo
  cppad_ipopt_demo.cpp
)
target_link_libraries(cppad_ipopt_demo
  m
  ipopt
)

好了，你已经配置完了，去工作吧