MEX interface for IPOPT solver

Hi I am trying to install the IPOPT solver for nonconvex optimization (I think there is no solver for this case in the Matlab optimization toolbox, right?). Now I need the MEX interface so that the solver can be used from MATLAB (see https://projects.coin-or.org/Ipopt/wiki/MatlabInterface). I don't really understand how this works. I also read the documentation on C mex file applications but I think I didn't get it. What are the specific steps to configure MATLAB such that it builds MEX files? Thanks for any hints.

[Mads]

I managed to get the Ipopt mex-file for win 10, from OPTI Toolbox, but I had prefered to have for Mac. Which OS did you need it for and have you gotten it?

[Haozheng Xue]

Hi Mads could you please share your IPOPT mex-file for win 10 please?

Answer 1

[Mary Fenelon]

Give fmincon in Optimization Toolbox a try using its default interior-point algorithm. If it converges, it will be to a local optima, the same as IPOPT.

[Mingyang Sun]

No...... the fmincon in Optimization Toolbox is a horrible interior-point solver for large scale non-convex problem, comparing to the IPOPT. OPTI-toolbox or MexIPOPT is recommanded.