Currently I do not get any fundings for my PhD. As a consequence I can use the free MKL libraries. But that will change soon. I compiled IPOPT and other packages against the MKL libraries. What will haben if I do not have the licence anymore ? Are the packages still functional ?
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Well they will be still functional (packages don't know the status of your license), but you'll be breaking the license by using them. If you mean to remove all MKL libraries from your PC when you stop complying with license, then the packages would stop working (or parts of them).

MacHala
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