Don't use pkgconfig to find ipopt and allow to give cmake a hint where to find...

Don't use pkgconfig to find ipopt and allow to give cmake a hint where to find the library. The reason for this is that find_package doesn't allow to give a preferred search path which is unflexible for multiple installed ipopt libraries.
Further also look for the libraries DL and HSL which are needed if the IpOpt solver shall be used with more elaborate linear solvers.

cmake/modules/FindIPOpt.cmake

-find_package(PkgConfig REQUIRED)
 include(FindPackageHandleStandardArgs)
 
-pkg_check_modules(IPOPT ipopt)
-find_package_handle_standard_args(Ipopt DEFAULT_MSG IPOPT_FOUND)
-find_library(IPOPT_LIBRARY ipopt HINTS "${IPOPT_LIBDIR}")
+#find_package(PkgConfig REQUIRED)
+#pkg_check_modules(IPOPT ipopt)
+
+# some versions of Ipopt need the DL library
+find_library(DL_LIBRARY dl)
+
+find_path(IPOPT_INCLUDE_DIR
+  NAMES "IpNLP.hpp"
+  HINTS ${IPOPT_PREFIX} ${IPOPT_ROOT}
+  PATH_SUFFIXES "include" "include/coin"
+)
+
+find_library(IPOPT_LIBRARY
+  NAMES ipopt
+  HINTS ${IPOPT_PREFIX} ${IPOPT_ROOT}
+  PATH_SUFFIXES "lib"
+)
+
+# If you want to want to use other linear solver
+find_library(HSL_LIBRARY
+  NAMES coinhsl
+  HINTS ${IPOPT_PREFIX} ${IPOPT_ROOT}
+  PATH_SUFFIXES "lib"
+)
+
+find_package_handle_standard_args(hsl DEFAULT_MSG HSL_LIBRARY)
+find_package_handle_standard_args(dl DEFAULT_MSG DL_LIBRARY)
+find_package_handle_standard_args(Ipopt DEFAULT_MSG IPOPT_INCLUDE_DIR IPOPT_LIBRARY)
+
 set(HAVE_IPOPT ENABLE_IPOPT)
 
 if(IPOPT_FOUND)
-  set(DUNE_IPOPT_CFLAGS ${IPOPT_CFLAGS} -DENABLE_IPOPT=1)
-  foreach(dir ${PSURFACE_INCLUDE_DIRS})
-    set_property(GLOBAL APPEND PROPERTY ALL_PKG_FLAGS "-I${dir}")
-  endforeach()
+    set(DUNE_IPOPT_CFLAGS -I${IPOPT_INCLUDE_DIR})
+    set_property(GLOBAL APPEND PROPERTY ALL_PKG_FLAGS "-DENABLE_IPOPT")
+    set_property(GLOBAL APPEND PROPERTY ALL_PKG_FLAGS ${DUNE_IPOPT_CFLAGS})
+    set(IPOPT_LIBRARY ${IPOPT_LIBRARY})
+    if (HSL_FOUND)
+        set (IPOPT_LIBRARY ${HSL_LIBRARY} ${IPOPT_LIBRARY})
+    endif(HSL_FOUND)
+    if (DL_FOUND)
+        set (IPOPT_LIBRARY ${DL_LIBRARY} ${IPOPT_LIBRARY})
+    endif(DL_FOUND)
 endif(IPOPT_FOUND)