[Ipopt-tickets] [Ipopt] #195: non-deterministic results of IPOPT with MA57 from Matlab

[Ipopt]

#195: non-deterministic results of IPOPT with MA57 from Matlab
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  Reporter:  huigang  |      Owner:  ipopt-team
      Type:  defect   |     Status:  new
  Priority:  highest  |  Component:  Ipopt
   Version:  3.10     |   Severity:  normal
Resolution:           |   Keywords:
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Comment (by kelman):

 What operating system are you using? Are you using a mex file you
 downloaded, or one you compiled yourself? If the latter, how did you
 compile it, using which BLAS/LAPACK libraries and MA57 from Matlab's
 library (using the trunk site file I wrote) or from source?

 It appears your problem is an LP with a non-unique solution (even when
 sum(abs(x1-x2)) > 0, c'*(x1-x2) == 0). I was able to replicate the non-
 deterministic solution results with Matlab's MA57 library which uses
 Matlab's included MKL BLAS, and I believe on a multi-threaded computer the
 default BLAS behavior in Matlab is slightly non-deterministic due to
 unpredictable parallel execution order. I think there might be a switch
 you can use when starting Matlab to force it to run single-threaded.

 If the non-determinism is a huge issue for you (despite the objective
 function being exactly equal), then try using the reference BLAS.

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Ticket URL: <https://projects.coin-or.org/ticket/195#comment:2>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.