[Ipopt-tickets] [Ipopt] #216: interface to MKL PARDISO

[Ipopt]

#216: interface to MKL PARDISO
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  Reporter:  akalinki  |      Owner:  stefan
      Type:  defect    |     Status:  assigned
  Priority:  normal    |  Component:  Ipopt
   Version:  3.11      |   Severity:  normal
Resolution:            |   Keywords:
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Comment (by stefan):

 With r2435 I committed a few parameter changes for MKL Pardiso.
 Before that, I had some NLPs where PARDISO exited with error -4 (Zero
 pivot, numerical fact. or iterative refinement problem.), which then made
 also Ipopt fail on that instance (in most cases).

 Changing {{{IPARM_[20]}}} to 3 (which isn't really documented in the MKL
 Pardiso manual) as it is set for Basel Pardiso seems to help a bit. Also
 setting {{{IPARM_[9]}}} (pivot permutation) to 12 helps a bit.

 Switching {{{IPARM_[1]}}} (matrix ordering algorithm) from its default 1
 (metis) to 0 (minimum degree ordering) also helped on some cases, but I
 left this one at 1. For Basel Pardiso, Ipopt uses the undocumented option
 5, which is not available with MKL Pardiso.

 Enabling iterative refinement ({{{IPARM_[7]}}} seems to help most, so I
 enabled it, too. For Basel Pardiso, there was a comment that one should
 decide whether it should be enabled. As I don't have the latter, I kept it
 at 0 there.

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Ticket URL: <https://projects.coin-or.org/Ipopt/ticket/216#comment:20>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.