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CppAD & IPOPT Install Tips

1. Eigen

sudo apt-get install libeigen3-dev

2. fmt

sudo apt-get install libfmt-dev

3. CppAD

sudo apt-get install cppad

4. IPOPT

sudo apt-get install -y gfortran libncurses5-dev libncursesw5-dev coinor-libipopt-dev libmetis-dev

To avoid strange compilation errors after installation, we need to make appropriate modifications in /usr/include/coin/IpSmartPtr.hpp, like this :

#define HAVE_CSTDDEF	// add code
#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 	// add code

5. osqp

git clone --recursive https://github.com/osqp/osqp
cd osqp
mkdir build
cd build
cmake .. -DBUILD_SHARED_LIBS=ON
make
sudo make install

6. osqp-eigen

git clone https://github.com/robotology/osqp-eigen.git
cd osqp-eigen
mkdir build 
cd build
cmake ..
make
sudo make install