Use of MINLP in Julia

If I recall correctly, the .deb file didn’t work for me because the latest released version of SCIP required a version of Ipopt that’s newer than what’s available through apt on Ubuntu 18.04, so installation failed. I don’t remember if I tried tarbalIs, but at that point I decided to build both SCIP and the latest version of Ipopt from source, also because I wanted to have SCIP use CPLEX.

Building Ipopt then required HSL from HSL for IPOPT (or at least that’s what my labmate told me is the fastest linear solver package). I needed to add its lib directory to LD_LIBRARY_PATH and also needed to symlink (or rename) libcoinhsl.so to libhsl.so, as that’s what Ipopt is looking for (must have been renamed at some point).

Then, for SCIP itself, I needed to edit one of their CMake files, as I was getting linking errors when using their CMake build with CPLEX. In gcg/cmake/Modules/FindCPLEX.cmake, I added dl and util to CPLEX_LIBRARIES.

After that, I built using

mkdir install
mkdir build
cd build
CC=clang-7 CXX=clang++-7 cmake -D CMAKE_BUILD_TYPE=Release -D BUILD_TESTING=OFF -D IPOPT_DIR=/home/twan/code/ipopt/Ipopt-3.12.12 -D CPLEX=ON -D CPLEX_DIR=/opt/ibm/ILOG/CPLEX_Studio128/cplex -D CMAKE_INSTALL_PREFIX=../install ..
make -j 20
make install
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