Installing SMS++

If you are new to SMS++ and you are looking for a zero-waste way to install all dependencies in the default locations, we suggest using the ad-hoc INSTALL files (Bash for Linux/macOS, PowerShell for Windows).

If you instead want to install SMS++ manually, step by step (e.g. to use existing pre-installed dependencies, customise paths, or just understand what the scripts do), follow this guide.

[[TOC]]

One-shot install scripts

Without cloning the repository

# Windows (from a PowerShell as administrator)
Set-ExecutionPolicy -Scope Process -ExecutionPolicy Bypass -Force
& ([scriptblock]::Create((New-Object System.Net.WebClient).DownloadString('https://gitlab.com/smspp/smspp-project/-/raw/develop/INSTALL.ps1'))) -installRoot <your-custom-path>

# Linux (curl)
curl -s https://gitlab.com/smspp/smspp-project/-/raw/develop/INSTALL.sh | sudo bash -s -- --install-root=<your-custom-path>

# Linux (wget)
wget -qO- https://gitlab.com/smspp/smspp-project/-/raw/develop/INSTALL.sh | sudo bash -s -- --install-root=<your-custom-path>

# macOS (curl, no sudo)
curl -s https://gitlab.com/smspp/smspp-project/-/raw/develop/INSTALL.sh | bash -s -- --install-root=<your-custom-path>

# macOS (wget, no sudo)
wget -qO- https://gitlab.com/smspp/smspp-project/-/raw/develop/INSTALL.sh | bash -s -- --install-root=<your-custom-path>

If <your-custom-path> is not specified, the default installation root is /opt on Linux, /Library on macOS, and C:\ on Windows. On macOS the script also falls back to $HOME if sudo is not available, the standard output is not a TTY, or the environment variable CI is set (e.g. when running in CI runners): in those cases an interactive sudo prompt would block, so the script picks a user-writable location instead.

Skipping individual dependencies

To exclude one or more dependencies, append the matching flags from the table below:

Unix	Windows	Description
--without-cplex	-withoutCplex	skip CPLEX installation
--without-gurobi	-withoutGurobi	skip Gurobi installation
--without-scip	-withoutSCIP	skip SCIP installation
--without-highs	(via vcpkg)	skip HiGHS installation
--without-stopt	(via vcpkg)	skip StOpt installation
--without-torch	-withoutTorch	skip Torch installation
--without-lemon	(via vcpkg)	skip LEMON installation
--without-coinor	(via vcpkg)	skip COIN-OR installation
--without-smspp	-withoutSMSpp	skip SMS++ build and installation
(n/a)	-updatevcpkg	refresh builtin-baseline in vcpkg.json

On Windows, HiGHS, StOpt and COIN-OR are pulled in unconditionally by vcpkg from the vcpkg.json manifest at configure time, so they don't need (and don't have) a "skip" toggle. CPLEX, Gurobi, SCIP and Torch are instead installed by INSTALL.ps1 itself outside of vcpkg, hence the per-dependency opt-out flags above.

-updatevcpkg rewrites the "builtin-baseline" field in vcpkg.json to the current git rev-parse HEAD of C:\vcpkg. Use it when your local vcpkg checkout has moved past the baseline pinned in the manifest (e.g. after a git pull in C:\vcpkg) and you want SMS++'s manifest to resolve packages against the new revisions.

Example:

sudo ./INSTALL.sh --install-root=<path> --without-cplex --without-gurobi

.\INSTALL.ps1 -installRoot <path> -withoutCplex -withoutGurobi

Inside an existing clone

# Windows (PowerShell as administrator)
.\INSTALL.ps1

# Linux
sudo ./INSTALL.sh

# macOS
./INSTALL.sh

If you need more detail on what those scripts do — or you want to install SMS++ manually, hand-picking the requirements — keep reading.

Required tools

Building SMS++ requires:

• A C++17-compliant C++ compiler (GCC or Clang);
• CMake (suggested for SMS++, required by several requirements);
• Git and make.

Tools and requirements can be installed via common package managers: apt on Debian-based distributions, vcpkg on Windows, homebrew on macOS.

macOS

Building on macOS requires Apple's Command Line Tools. Install them via XCode (launch it once after install) or via terminal:

xcode-select --install

CLT ships Clang, Git, and make.

We suggest homebrew for everything else:

/bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/HEAD/install.sh)"
brew install bash cmake git

INSTALL.sh installs bash and git from homebrew even though they ship with the OS / CLT — newer versions are more predictable for the rest of the script (e.g. bash 4+ syntax, git with the latest protocol defaults).

Apple Silicon vs Intel: SMS++ supports both. The CPLEX installer is different per arch (x86-64_osx vs arm64_osx); homebrew, NetCDF, Boost, Eigen handle the arch transparently. INSTALL.sh autodetects via uname -m.

Debian / Ubuntu

Refresh the apt index first, then install the tools:

sudo apt-get update
sudo apt install build-essential clang cmake cmake-curses-gui git curl

build-essential includes GCC and make; cmake-curses-gui is needed to run ccmake interactively. If you prefer Clang:

sudo update-alternatives --set cc /usr/bin/clang
sudo update-alternatives --set c++ /usr/bin/clang++

Other UNIX/Linux systems

We don't actively support other distros, but you can usually adapt the Debian/Ubuntu instructions with little effort.

Windows

Two options:

1. WSL — install WSL then follow the Debian/Ubuntu part of this guide.

2. Native MSVC + vcpkg + Chocolatey — the path used by INSTALL.ps1:

   • install the MSVC toolchain with the Desktop Development with C++ workload (must include Microsoft.VisualStudio.Component.VC.Tools.x86.x64);
   • install Chocolatey and then:

     choco install git wget cmake -y

     (INSTALL.ps1 does this automatically; check ADD_CMAKE_TO_PATH=System);
   • clone vcpkg under C:\vcpkg and bootstrap it:

     git clone https://github.com/microsoft/vcpkg.git C:\vcpkg
     C:\vcpkg\bootstrap-vcpkg.bat

   • SMS++ uses vcpkg in manifest mode, so individual packages are not pulled by hand — they are listed in vcpkg.json and pulled at configure time. Set:

     $env:VCPKG_FEATURE_FLAGS = 'manifests,registries'
     $env:VCPKG_ROOT          = 'C:\vcpkg'

Getting started

Before installing the dependencies, decide which SMS++ modules you actually need: different modules have different requirements, so excluding modules you don't need can save a lot of setup time.

You can proceed in two ways:

• Use the SMS++ project umbrella and comment out the modules you don't need from its top-level CMakeLists.txt. Best if you want most modules.
• Fetch, build and install modules individually starting from the SMS++ core library. Best if you only need a few modules.

Requirements

Note: requirements are also listed in each module's README. The umbrella CMakeLists.txt sums them up briefly.

The SMS++ core library requires:

• Boost (headers only, minimum version 1.72)
• NetCDF-C++
• Eigen
• OpenMP (optional, but used by many submodules)

Submodules add the following (nested) requirements:

• BundleSolver

  • NDOSolver/FiOracle — included as a sub-project of BundleSolver, built with the umbrella by default. If installing BundleSolver individually, install this first. Itself requires:
    • CoinUtils (required by Clp and Osi);
    • Clp, Osi (optional for NDOSolver/FiOracle, needed by BundleSolver);
    • CPLEX and/or GUROBI (optional Osi backends, used by BundleSolver).
  • Torch (the PyTorch C++ API) — optional, required by (and only by) BundleSolverML, which is built automatically when Torch is found.

• MCFBlock

  • MCFClass — sub-project of MCFBlock, built with the umbrella by default. Optionally requires CPLEX.

• MILPSolver — needs at least one of:

  • CPLEX (minimum 12.8.0; INSTALL scripts pin 22.1.1)
  • GUROBI (minimum 10.0.0; INSTALL.sh pins 13.0.1, INSTALL.ps1 pins 12.0.1)
  • SCIP (minimum 7.0.0; INSTALL scripts pin 9.2.1, INSTALL.ps1 pins 9.0.0) together with PaPILO and TBB
  • HiGHS (minimum 1.5.3, or 1.14 for the HiPO interior-point solver, the only HiGHS solver able to handle convex QPs reliably; INSTALL scripts build the latest develop commit with FAST_BUILD=ON and HIPO=ON).

• SDDPBlock

  • StOpt which in turn requires Boost.system, Boost.timer, Boost.random, Boost.mpi and Eigen
  • the MPI runtime corresponding to Boost.mpi (Open MPI on Linux/macOS, Microsoft MPI 10.1.x on Windows).

Note on MPI: several SMS++ binaries (e.g. InvestmentBlock_test, investmentblock_solver, sddp_solver) transitively link libboost_mpi/libmpi through SDDPBlock. On systems where Open MPI / UCX are installed but no transport is actually usable (no IB, missing UCX vfs.sock, ...) MPI_Init may hang spinning on a futex/X11 socket. SMS++ ships a tiny static initialiser in tests/common_utils.cpp and tools/common_utils.cpp that pre-seeds UCX_TLS=tcp,self, OMPI_MCA_btl=tcp,self, OMPI_MCA_pml=ob1 via setenv(..., 0) (no overwrite), so the binaries start cleanly out-of-the-box and HPC users who already export their own values keep full control.

The dedicated sections below cover each requirement.

Boost

macOS:

brew install boost

Debian/Ubuntu:

# core library only:
sudo apt install libboost-dev

# for StOpt (SDDPBlock) also:
sudo apt install libboost-timer-dev libboost-random-dev libboost-mpi-dev

Windows (manifest mode reads vcpkg.json; for manual install):

vcpkg install boost --triplet x64-windows
# for StOpt:
vcpkg install boost-mpi --triplet x64-windows

Note: if the second vcpkg command fails, run vcpkg\downloads\msmpisetup-<x.y.z>.exe as suggested by the error message (or let INSTALL.ps1 handle MS-MPI version pinning, see MS-MPI).

NetCDF-C++

NetCDF-C++ wraps NetCDF-C, so both are needed.

macOS:

brew install hdf5 netcdf netcdf-cxx

Debian/Ubuntu:

sudo apt install libnetcdf-c++4-dev

Windows:

vcpkg install netcdf-cxx4 --triplet x64-windows

Eigen

# macOS
brew install eigen

# Debian/Ubuntu
sudo apt install libeigen3-dev

# Windows
vcpkg install eigen3 --triplet x64-windows

OpenMP

OpenMP is used by several solvers (SCIP via TBB+OpenMP, BundleSolver internals, ...). Install it on Linux/macOS:

# Debian/Ubuntu
sudo apt install libomp-dev

# macOS
brew install libomp

On Windows the MSVC toolchain provides OpenMP natively.

CPLEX

Install CPLEX using IBM's installer. Recommended default paths:

• macOS: /Applications/CPLEX_Studio<ver> (the script moves it under ${INSTALL_ROOT}/CPLEX_Studio);
• Linux: /opt/ibm/ILOG/CPLEX_Studio<ver>;
• Windows: C:\IBM\ILOG\CPLEX_Studio<ver> (space-free path strongly recommended to avoid linking problems in the COIN-OR Osi installation phase).

Windows note: the IBM installer defaults to C:\Program Files\IBM\.... INSTALL.ps1 moves the install under C:\IBM\ILOG\CPLEX_Studio (space-free) and then walks every system environment variable rewriting any reference to the old path via Update-EnvironmentVariables. When installing manually, do the same rename + update PATH so that the COIN-OR Osi build and SMS++ at runtime can locate cplex<ver>.dll.

macOS note: the CPLEX .app shipped inside the official zip is not notarized for Gatekeeper, so on Apple-silicon machines it gets a com.apple.quarantine extended attribute on download. Strip it before launching the installer:

sudo xattr -r -d com.apple.quarantine "/path/to/cplex_studio<ver>-osx.app"

Linux note: if CPLEX is not found at runtime, register its lib directory:

sudo sh -c "echo '/opt/ibm/ILOG/CPLEX_Studio/cplex/lib/x86-64_linux/static_pic' > /etc/ld.so.conf.d/cplex.conf"
sudo ldconfig

INSTALL.sh writes this file automatically when run with sudo.

GUROBI

Install GUROBI from https://www.gurobi.com/downloads/gurobi-software/. Recommended default paths:

• macOS: /Library/gurobi<ver> (renamed to ${INSTALL_ROOT}/gurobi by the script);
• Linux: /opt/gurobi<ver> (renamed to /opt/gurobi);
• Windows: C:\gurobi<ver> (renamed to C:\gurobi).

Linux note: if GUROBI is not found at runtime:

sudo sh -c "echo '/opt/gurobi/linux64/lib' > /etc/ld.so.conf.d/gurobi.conf"
sudo ldconfig

INSTALL.sh writes this file automatically when run with sudo.

Windows note: as for CPLEX, INSTALL.ps1 renames the installed folder to a version-less path (C:\gurobi) and patches every system environment variable that referenced the old version-suffixed one (Update-EnvironmentVariables). When installing manually, do the same.

macOS note: if you install GUROBI somewhere other than /Library/gurobi<ver>, the dylib's install name and signature must be patched:

GUROBI_HOME=<gurobi-dir>
GUROBI_LIB_DIR=$(ls -bd1 $GUROBI_HOME/lib | tail -n1)
GUROBI_VERSION=$(ls $GUROBI_LIB_DIR | grep -E '^libgurobi[0-9]+\.dylib$' \
                 | sed -E 's/^libgurobi([0-9]+)\.dylib$/\1/' | head -n1)
install_name_tool -id "$GUROBI_LIB_DIR/libgurobi$GUROBI_VERSION.dylib" \
                      "$GUROBI_LIB_DIR/libgurobi$GUROBI_VERSION.dylib"
codesign -s - -f "$GUROBI_LIB_DIR/libgurobi$GUROBI_VERSION.dylib"

SCIP (and PaPILO)

Install the SCIP Optimization Suite from https://www.scipopt.org/index.php#download. Recommended default paths:

• macOS: /Library/scip;
• Linux: /opt/scip;
• Windows: C:\Program Files\SCIPOptSuite <ver> (renamed to C:\Program Files\SCIPOptSuite by INSTALL.ps1).

SCIP requires the TBB threading runtime and (used internally for presolving) PaPILO:

# Debian/Ubuntu
sudo apt install gfortran libtbb-dev

# macOS
brew install gcc tbb

Then either launch the official installer:

chmod u+x SCIPOptSuite-<ver>-<OS>.sh
./SCIPOptSuite-<ver>-<OS>.sh --prefix=/opt/scip --exclude-subdir --skip-license

or build SCIP from source with PaPILO (this is what INSTALL.sh does):

# build PaPILO first
git clone https://github.com/scipopt/papilo.git
cmake -S papilo -B papilo/build -DCMAKE_INSTALL_PREFIX=/opt/scip/papilo
cmake --build papilo/build -j$(nproc)
sudo cmake --install papilo/build

# then SCIP with TBB + OpenMP enabled, pointing at PaPILO
cmake -S scip-<ver> -B scip-<ver>/build \
      -DCMAKE_INSTALL_PREFIX=/opt/scip \
      -DAUTOBUILD=ON -DZIMPL=OFF \
      -DPAPILO_DIR=/opt/scip/papilo \
      -DTBB=ON -DOPENMP=ON -Wno-dev
cmake --build scip-<ver>/build -j$(nproc)
sudo cmake --install scip-<ver>/build

Linux note: if SCIP is not found at runtime:

sudo sh -c "echo '/opt/scip/lib' > /etc/ld.so.conf.d/scip.conf"
sudo ldconfig

INSTALL.sh writes this file automatically when run with sudo.

Windows note: INSTALL.ps1 renames C:\Program Files\SCIPOptSuite <ver> to C:\Program Files\SCIPOptSuite (no version suffix) and rewrites any environment variable that referred to the old path.

HiGHS

Build from source. Recommended default paths:

• macOS: /Library/HiGHS;
• Linux: /opt/HiGHS;
• Windows: C:\HiGHS.

HIPO=ON builds the HiPO interior-point solver (HiGHS >= 1.14), which is the only HiGHS solver able to handle convex QPs reliably. It needs a system BLAS: on Debian/Ubuntu install libopenblas-dev, on macOS the Accelerate framework is used, so no extra dependency is needed.

git clone https://github.com/ERGO-Code/HiGHS.git
cd HiGHS

# Linux / macOS
sudo apt install libopenblas-dev   # Linux only, needed by HiPO
cmake -S . -B build -DFAST_BUILD=ON -DHIPO=ON -DCMAKE_INSTALL_PREFIX=/opt/HiGHS
cmake --build build -j$(nproc)
sudo cmake --install build

# Windows
cmake -S . -B build -DFAST_BUILD=ON -DCMAKE_INSTALL_PREFIX=C:/HiGHS
cmake --build build --config Release
cmake --install build

Linux note: if HiGHS is not found at runtime:

sudo sh -c "echo '/opt/HiGHS/lib' > /etc/ld.so.conf.d/highs.conf"
sudo ldconfig

INSTALL.sh writes this file automatically when run with sudo.

COIN-OR CoinUtils

INSTALL.sh builds CoinUtils from source via coinbrew (the bzip2 prerequisite goes through the system package manager):

# 1) prerequisite
sudo apt install libbz2-dev                 # Debian/Ubuntu
vcpkg install bzip2 --triplet x64-windows   # Windows
# macOS provides bzip2 via the CLT

# 2) coinbrew
curl -O https://raw.githubusercontent.com/coin-or/coinbrew/master/coinbrew
chmod u+x coinbrew
./coinbrew build CoinUtils --latest-release \
    --skip-dependencies --prefix=/opt/coin-or --tests=none

COIN-OR Osi / Clp (with CPLEX and Gurobi)

The pre-compiled Osi packages do not ship CPLEX support, which is required by BundleSolver; Clp packages depend on Osi, so they cannot be used either. You must build Osi (and consequently Clp) against your CPLEX and/or GUROBI install. Two options:

• coinbrew (recommended);
• manual build.

coinbrew (Linux/macOS)

# point at your CPLEX install
CPLEX_HOME=<cplex-studio-dir>/cplex
CPLEX_LIB_DIR=$(ls -bd1 $CPLEX_HOME/lib/*/static_pic | tail -n1)

# point at your GUROBI install
GUROBI_HOME=<gurobi-dir>
GUROBI_LIB_DIR=$(ls -bd1 $GUROBI_HOME/lib | tail -n1)
GUROBI_INCLUDE_DIR=$(ls -bd1 $GUROBI_HOME/*/include | tail -n1)

# Linux
GUROBI_VERSION=$(ls $GUROBI_LIB_DIR | grep -E '^libgurobi[0-9]+\.so$' \
                 | sed -E 's/^libgurobi([0-9]+)\.so$/\1/' | head -n1)
./coinbrew build Osi --latest-release --skip-dependencies \
    --prefix=/opt/coin-or --tests=none \
    --with-cplex \
    --with-cplex-lib="-L$CPLEX_LIB_DIR -lcplex -lpthread -lm" \
    --with-cplex-incdir="$CPLEX_HOME/include/ilcplex" \
    --with-gurobi \
    --with-gurobi-lib="-L$GUROBI_LIB_DIR -lgurobi$GUROBI_VERSION" \
    --with-gurobi-incdir="$GUROBI_INCLUDE_DIR"

# macOS (add --disable-cplex-libcheck / --disable-gurobi-libcheck)
GUROBI_VERSION=$(ls $GUROBI_LIB_DIR | grep -E '^libgurobi[0-9]+\.dylib$' \
                 | sed -E 's/^libgurobi([0-9]+)\.dylib$/\1/' | head -n1)
./coinbrew build Osi --latest-release --skip-dependencies \
    --prefix=/opt/coin-or --tests=none \
    --with-cplex \
    --with-cplex-lib="-L$CPLEX_LIB_DIR -lcplex -lm" --disable-cplex-libcheck \
    --with-cplex-incdir="$CPLEX_HOME/include/ilcplex" \
    --with-gurobi \
    --with-gurobi-lib="-L$GUROBI_LIB_DIR -lgurobi$GUROBI_VERSION" --disable-gurobi-libcheck \
    --with-gurobi-incdir="$GUROBI_INCLUDE_DIR"

# then Clp
./coinbrew build Clp --latest-release --skip-dependencies \
    --prefix=/opt/coin-or --tests=none

Note (macOS): the configure script may not be able to validate the CPLEX library through the CPXgetstat() symbol. If the --with-cplex-lib / --with-gurobi-lib flags are correct, suppress the check with --disable-cplex-libcheck / --disable-gurobi-libcheck.

vcpkg (Windows)

INSTALL.ps1 enables the CPLEX/Gurobi interfaces by generating an overlay port for coin-or-osi, patching its portfile.cmake to swap --without-cplex/--without-gurobi with the matching --with-cplex/--with-gurobi blocks (pointing at C:\IBM\ILOG\CPLEX_Studio and C:\gurobi), then runs vcpkg install through the overlay:

$env:VCPKG_OVERLAY_PORTS = 'C:\vcpkg\overlays\ports'
vcpkg install coin-or-osi coin-or-clp glpk pybind11 --triplet x64-windows

The overlay path keeps the upstream C:\vcpkg\ports\coin-or-osi clean (immune to git pull). See the function block around coin-or-osi in INSTALL.ps1 for the exact patching logic.

StOpt

The Stochastic Control library is built from source by INSTALL.sh:

# 1) prerequisites
# Debian/Ubuntu
sudo apt install zlib1g-dev libbz2-dev libboost-timer-dev libboost-random-dev libboost-mpi-dev
# macOS
brew install zlib boost-mpi
# Windows
vcpkg install zlib bzip2 --triplet x64-windows

# 2) build
git clone https://gitlab.com/stochastic-control/StOpt
cd StOpt
cmake -S . -B build -DBUILD_PYTHON=OFF -DBUILD_TEST=OFF \
      -DCMAKE_INSTALL_PREFIX=/opt/StOpt
cmake --build build -j$(nproc)
sudo cmake --install build

Linux note: if StOpt is not found at runtime:

sudo sh -c "echo '/opt/StOpt/lib' > /etc/ld.so.conf.d/stopt.conf"
sudo ldconfig

INSTALL.sh writes this file automatically when run with sudo.

On Windows, StOpt is not on the public Microsoft vcpkg repository: add the upstream vcpkg registry as an overlay-port:

git clone https://gitlab.com/stochastic-control/vcpkg-registry C:\vcpkg-registry
cd C:\vcpkg
vcpkg install stopt --overlay-ports=C:\vcpkg-registry\ports\stopt --triplet x64-windows

Torch

Torch (the PyTorch C++ API) is required by (and only by) BundleSolverML, which BundleSolver builds automatically when Torch is found. The INSTALL scripts pin the 2.12.0 CPU distribution. Recommended default paths (the archive unpacks as libtorch, renamed to the version-less torch by the scripts):

• macOS: /Library/torch (Apple Silicon only, see below);
• Linux: /opt/torch;
• Windows: C:\torch.

# Linux
curl -L -O https://download.pytorch.org/libtorch/cpu/libtorch-cxx11-abi-shared-with-deps-2.12.0%2Bcpu.zip
sudo unzip -q libtorch-cxx11-abi-shared-with-deps-2.12.0%2Bcpu.zip -d /opt
sudo mv /opt/libtorch /opt/torch

# macOS (Apple Silicon)
curl -L -O https://download.pytorch.org/libtorch/cpu/libtorch-macos-arm64-2.12.0.zip
sudo unzip -q libtorch-macos-arm64-2.12.0.zip -d /Library
sudo mv /Library/libtorch /Library/torch

macOS Intel (x86_64): PyTorch stopped publishing prebuilt libtorch for macOS x86_64 after 2.2.2, so there is no libtorch-macos-x86_64 archive for recent versions. On Intel Macs either skip BSML (Torch is optional) or build libtorch from source.

# Windows
Invoke-WebRequest -Uri "https://download.pytorch.org/libtorch/cpu/libtorch-win-shared-with-deps-2.12.0%2Bcpu.zip" -OutFile "C:\torch.zip"
Expand-Archive -Path "C:\torch.zip" -DestinationPath "C:\" -Force
Remove-Item "C:\torch.zip"
Move-Item -Path "C:\libtorch" -Destination "C:\torch"

Linux note: if Torch is not found at runtime:

sudo sh -c "echo '/opt/torch/lib' > /etc/ld.so.conf.d/torch.conf"
sudo ldconfig

INSTALL.sh writes this file automatically when run with sudo.

Windows note: INSTALL.ps1 adds C:\torch\lib to the system PATH so that the SMS++ executables can locate the torch*.dll files. When installing manually, do the same.

MS-MPI (Windows only)

SDDPBlock+StOpt require an MPI runtime. On Windows that's Microsoft MPI. INSTALL.ps1 pins it to 10.1.12498.52 and uninstalls any other version automatically (see Ensure-MsMpiVersion).

Manually:

# pick up the installer that vcpkg/boost-mpi already downloaded
$installer = "C:\vcpkg\downloads\msmpisetup-10.1.12498.52.exe"
Start-Process -FilePath $installer -ArgumentList "-unattend","-force" -Wait

SMS++

Two paths, depending on how many modules you need:

• use the umbrella to fetch multiple modules at once;
• fetch, build and install modules individually.

Using the umbrella

1. Clone the umbrella and (optionally) its submodules:

   # everything in one go
   git clone -b develop --recurse-submodules https://gitlab.com/smspp/smspp-project.git
   cd smspp-project
   git submodule sync --recursive
   git submodule update --init --recursive
   
   # or pick the modules you need
   git clone -b develop https://gitlab.com/smspp/smspp-project.git
   cd smspp-project
   git submodule update --init SMS++ UCBlock tools   # etc.

   If the umbrella is already on disk, refresh it with:

   git pull --recurse-submodules
   git submodule sync --recursive
   git submodule update --init --recursive

   Note: SMS++ is developed rapidly, the develop branch is the canonical entry point. The master branch lags significantly behind. git submodule sync --recursive is recommended after every pull because submodule URLs may have moved.

2. Optional: edit the top-level CMakeLists.txt and comment out modules you don't need (e.g. BUILD_SDDPBlock, BUILD_BundleSolver, ...).

3. Optional, makefile-based builds: if you installed the requirements to non-default paths, override them in extlib/makefile-paths (this file is .gitignore-d). Same for BundleSolver/NdoFiOracle/extlib/makefile-paths and MCFBlock/MCFClass/extlib/makefile-paths. INSTALL.sh generates these automatically when --install-root is non-default. Example:

   CPLEX_ROOT     = /opt/ibm/ILOG/CPLEX_Studio
   GUROBI_ROOT    = /opt/gurobi
   SCIP_ROOT      = /opt/scip
   HiGHS_ROOT     = /opt/HiGHS
   StOpt_ROOT     = /opt/StOpt
   CoinUtils_ROOT = /opt/coin-or
   Osi_ROOT       = /opt/coin-or
   Clp_ROOT       = /opt/coin-or
   Torch_ROOT     = /opt/torch

4. Configure with CMake:

   # Linux / macOS
   cmake -S . -B build -DCMAKE_INSTALL_PREFIX="$SMSPP_ROOT" -Wno-dev
   
   # Windows (manifest-mode vcpkg)
   cmake -S . -B build -G "Visual Studio 17 2022" `
         -DCMAKE_TOOLCHAIN_FILE=C:/vcpkg/scripts/buildsystems/vcpkg.cmake `
         -DCMAKE_INSTALL_PREFIX=C:\smspp-project -Wno-dev

   $SMSPP_ROOT is the directory you want SMS++ installed to (e.g. /opt/smspp-project on Linux, /Library/smspp-project or $HOME/smspp-project on macOS). -Wno-dev silences CMake warnings that are meant for project developers, not users.

   For more options see Customize-the-configuration.

5. If you want to enable/disable individual BUILD_* flags interactively, run ccmake (Linux/macOS) or cmake-gui (Windows) on the build dir:

   cd build
   ccmake ..        # Linux/macOS
   cmake-gui .      # Windows

   INSTALL.sh/INSTALL.ps1 do this automatically if a TTY is attached and cmake-gui is available.

6. Build and install:

   # Linux / macOS
   cmake --build build -j$(nproc)
   sudo cmake --install build         # optional
   
   # Windows
   cmake --build build --config Release -j $env:NUMBER_OF_PROCESSORS
   cmake --install build --config Release

Alternatively you can build with the makefiles bundled with each module. See Build and install with makefiles in the umbrella README.

Build modules individually

Repeat the following for each module (example: the SMS++ core library):

git clone -b develop https://gitlab.com/smspp/smspp.git
cd smspp
cmake -S . -B build
cmake --build build -j$(nproc)
sudo cmake --install build           # required for other modules to find it

Note: the install step is required so other modules can locate the library through find_package. The alternative is CMake's User Package Registry.

Parallel jobs: the snippets above use -j$(nproc), which only works on Linux. INSTALL.sh autodetects the number of jobs across platforms:

if command -v nproc >/dev/null 2>&1; then       # Linux
  MAX_JOBS=$(nproc)
elif [ "$(uname)" = "Darwin" ]; then            # macOS
  MAX_JOBS=$(sysctl -n hw.ncpu)
else
  MAX_JOBS=1
fi
cmake --build build -j "$MAX_JOBS"

On Windows, $env:NUMBER_OF_PROCESSORS plays the same role.

Post-install actions

Once SMS++ and its requirements are in place, the installer scripts also take care of a few "make it work everywhere" steps. If you installed things manually, replicate them or your shell / runtime loader will not find the binaries and shared libraries.

Updating the dynamic linker (Linux only)

When run as root, INSTALL.sh registers each requirement's lib directory under /etc/ld.so.conf.d/<name>.conf and reloads the cache:

sudo sh -c "echo '${CPLEX_HOME}/lib/x86-64_linux/static_pic' > /etc/ld.so.conf.d/cplex.conf"
sudo sh -c "echo '${GUROBI_HOME}/lib'                        > /etc/ld.so.conf.d/gurobi.conf"
sudo sh -c "echo '${SCIP_ROOT}/lib'                          > /etc/ld.so.conf.d/scip.conf"
sudo sh -c "echo '${HiGHS_ROOT}/lib'                         > /etc/ld.so.conf.d/highs.conf"
sudo sh -c "echo '${CoinOr_ROOT}/lib'                        > /etc/ld.so.conf.d/coin-or.conf"
sudo sh -c "echo '${StOpt_ROOT}/lib'                         > /etc/ld.so.conf.d/stopt.conf"
sudo sh -c "echo '${Torch_ROOT}/lib'                         > /etc/ld.so.conf.d/torch.conf"
sudo sh -c "echo '${SMSPP_ROOT}/lib'                         > /etc/ld.so.conf.d/smspp.conf"
sudo ldconfig

If you are installing without sudo (e.g. INSTALL_ROOT=$HOME), skip this step and use the per-shell LD_LIBRARY_PATH updates of the next section instead.

Per-shell PATH / LD_LIBRARY_PATH (Linux / macOS)

INSTALL.sh appends two lines to the current user's shell rc file (~/.zshrc if $SHELL ends in zsh, ~/.bashrc otherwise) so that new shells pick up the SMS++ executables and shared libs:

# Linux
echo "export PATH=\"\$SMSPP_ROOT/bin:\$PATH\""                       >> ~/.bashrc
echo "export LD_LIBRARY_PATH=\"\$SMSPP_ROOT/lib:\$LD_LIBRARY_PATH\"" >> ~/.bashrc

# macOS (Mach-O loader uses DYLD_LIBRARY_PATH, not LD_LIBRARY_PATH)
echo "export PATH=\"\$SMSPP_ROOT/bin:\$PATH\""                            >> ~/.zshrc
echo "export DYLD_LIBRARY_PATH=\"\$SMSPP_ROOT/lib:\$DYLD_LIBRARY_PATH\""  >> ~/.zshrc

The script also wipes any older SMSPP_BIN / SMSPP_LIB line in the same file before appending the new ones, so re-running the installer against a different --install-root cleanly updates the environment.

To activate the change in the current shell, either re-source the rc file or open a new shell:

source ~/.bashrc   # or ~/.zshrc

System PATH and env vars (Windows)

INSTALL.ps1 uses two helpers:

• Add-ToSystemPath adds $SMSPP_ROOT\bin and the vcpkg bin folder ($SMSPP_ROOT\build\vcpkg_installed\$TRIPLET\bin) to the system PATH (HKLM), idempotently;
• Update-EnvironmentVariables walks every machine-scope env var and rewrites any reference to the original installer paths (C:\Program Files\IBM\..., C:\gurobi<ver>, C:\Program Files\SCIPOptSuite <ver>) with the version-less destination paths (C:\IBM\..., C:\gurobi, C:\Program Files\SCIPOptSuite).

To refresh the current PowerShell session without logging out, the script calls refreshenv (provided by Chocolatey). When installing manually:

refreshenv          # or: open a new PowerShell

MPI / UCX safe defaults

Several SMS++ binaries (anything that pulls in SDDPBlock transitively: InvestmentBlock_test, investmentblock_solver, sddp_solver, ...) link libboost_mpi/libmpi even when they don't actually call MPI_Init. On a fresh Linux/macOS install where Open MPI / UCX are present but no real transport is available, that can cause the binary to hang at startup spinning on futex / X11 sockets.

SMS++ ships a static initializer (in tests/common_utils.cpp and tools/common_utils.cpp) that pre-seeds three safe defaults before main():

UCX_TLS=tcp,self
OMPI_MCA_btl=tcp,self
OMPI_MCA_pml=ob1

They use setenv(name, value, 0), i.e. the third argument is "do not overwrite": HPC users who already export their own UCX_TLS=mlx5_0:1 or similar keep full control. You don't need to do anything, but if a binary should ever still hang on startup, exporting the three variables manually is a safe override:

export UCX_TLS=tcp,self OMPI_MCA_btl=tcp,self OMPI_MCA_pml=ob1

The test environment

A reference setup of SMS++ and all its requirements is provided in our Test Environment. You can either use it as-is or read its scripts for inspiration — smsbuild can drive either the umbrella or the individual modules and offers several knobs.

Issues and troubleshooting

For support on a single module, see the Getting help section of its README.

For project-level installation issues not covered by the troubleshooting page, or to propose a new module, open a new issue.