Closed klamike closed 4 weeks ago
Agreed. We should also upgrade the compat to HSL_jll v2, which is based on libHSL
rather than juliaHSL
.
That one has been compiled with Lib BLAS Trampoline, which allows to use the same BLAS backend in HSL as the one in julia.
In particular, that lets the user specify the number of BLAS threads, and it automatically switches to MKL if the user loads it.
I can take care of it.
We have our own instructions in the README but I think it's safer to trust Ipopt.jl and direct users there instead since the steps may change in the future. For example there are already some specific steps for macOS due to some security features which are not documented in our README, but are in Ipopt.jl's.