add missing include cstddef fixes the problem.
This problem occurs when using gcc 4.6

See the patch attached.

Index: coinor-ipopt-3.9.2/Ipopt/src/Common/IpSmartPtr.hpp
===================================================================
--- coinor-ipopt-3.9.2.orig/Ipopt/src/Common/IpSmartPtr.hpp	2011-06-15 13:11:26.000000000 +0200
+++ coinor-ipopt-3.9.2/Ipopt/src/Common/IpSmartPtr.hpp	2011-06-15 13:11:50.000000000 +0200
@@ -9,6 +9,8 @@
 #ifndef __IPSMARTPTR_HPP__
 #define __IPSMARTPTR_HPP__
 
+#include <cstddef>
+
 #include "IpReferenced.hpp"
 
 #include "IpDebug.hpp"
Index: coinor-ipopt-3.9.2/Ipopt/src/Algorithm/LinearSolvers/IpTripletToCSRConverter.cpp
===================================================================
--- coinor-ipopt-3.9.2.orig/Ipopt/src/Algorithm/LinearSolvers/IpTripletToCSRConverter.cpp	2011-06-15 13:14:00.000000000 +0200
+++ coinor-ipopt-3.9.2/Ipopt/src/Algorithm/LinearSolvers/IpTripletToCSRConverter.cpp	2011-06-15 13:14:19.000000000 +0200
@@ -8,6 +8,7 @@
 
 #include "IpTripletToCSRConverter.hpp"
 #include <list>
+#include <cstddef>
 
 namespace Ipopt
 {

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