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

[Ipopt]

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

Comment (by stefan):

 I applied this patch to trunk with r2369.

 On my Linux, with a fairly old MKL, it works like a charm.

 I tried MKL PARDISO on one of the scalabe example and set
 {{{
 linear_solver pardiso
 pardiso_msglvl 1
 }}}
 This gave me
 {{{
  < Parallel Direct Factorization with #processors: >         2
 }}}
 in the statistics output of PARDISO.

 So it's maybe confusing that configure says that it is not the parallel
 version.

 However, enabling HAVE_PARDISO_PARALLEL would let Ipopt raise an error if
 a user does not set OMP_NUM_THREADS.
 I see that with the patch, one lets MKL PARDISO choose the number of
 threads as it likes, which seems to be the number of processors on the
 machine.

 Would it make sense to have the interface behave the same with any PARDISO
 library? That is, always set {{{IPARM_[2]}}} to the value of
 OMP_NUM_THREADS, if set (yes, that seems redundant, at least in case of
 MKL PARDISO), and leave it unset if the variable has not been set, but
 also not reporting an error then. It seems odd to me that one is forced to
 set the OMP_NUM_THREADS variable for Basel PARDISO.

--
Ticket URL: <https://projects.coin-or.org/Ipopt/ticket/216#comment:5>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.