Ipopt is an open source software package for large-scale nonlinear optimization. It can be obtained as precompiled binary package from various sources, but in order to get the most efficient implementation you will probably need to compile it from source and supply all of the dependencies, including one of the supported linear solvers and their dependencies (BLAS, Lapack, OpenMP, etc.), which are all linked during the build process. Satisfying all the dependencies is not always a straightforward process and requires a lot of attention. This repository contains examples and tutorials of building Ipopt with various configurations on different platforms (Linux, MacOS).
Ipopt is written in C++. If your code is written in different language (Matlab, Python, Julia, etc.) you will need to obtain an appropriate interface and configure it to run with the C++ Ipopt library you have just successfuly compiled. This repository provides tutorials for configuring several interfaces to use a custom build Ipopt from the previous part.