O. Schenk, A. Wachter, and M. Hagemann. Matching-based preprocessing algorithms to the solution
of saddle-point problems in large-scale nonconvex interior-point optimization.
In the official IPOPT page there is mention of the MKL pardiso being not suitable for the build. And, related,in the pardiso page, there are ipopt binaries for sale.
Now Im investigating your issue trying to find a workaround. Nevertheless, there is a feature request to develop features from UB PARDISO 4.1 so Ive added the information from this topic into this tracker.
With best regards,