<br><font size=2 face="sans-serif">Well, hypothetically, could not one
try to find a feasible solution to</font>
<br><font size=2 face="sans-serif">min 0^T x</font>
<br><font size=2 face="sans-serif"> A
x = b</font>
<br>
<br><font size=2 face="sans-serif">using CPLEX? Of course, CPLEX was NOT
specifically designed to do this...</font>
<br>
<br><font size=2 face="sans-serif">However, I wonder if linear algebra
routines in CPLEX would beat MUMPS when accessed like that.</font>
<br>
<br><font size=2 face="sans-serif">Mikhail<br>
</font>
<br>
<br>
<br>
<table width=100%>
<tr valign=top>
<td><font size=1 color=#5f5f5f face="sans-serif">From:</font>
<td><font size=1 face="sans-serif">Andreas Waechter <andreasw@watson.ibm.com></font>
<tr valign=top>
<td><font size=1 color=#5f5f5f face="sans-serif">To:</font>
<td><font size=1 face="sans-serif">Vatsal Bhatt <vatsalbhatt@gmail.com></font>
<tr>
<td valign=top><font size=1 color=#5f5f5f face="sans-serif">Cc:</font>
<td><font size=1 face="sans-serif">ipopt@list.coin-or.org</font>
<tr valign=top>
<td><font size=1 color=#5f5f5f face="sans-serif">Date:</font>
<td><font size=1 face="sans-serif">23/10/2008 02:38 PM</font>
<tr valign=top>
<td><font size=1 color=#5f5f5f face="sans-serif">Subject:</font>
<td><font size=1 face="sans-serif">Re: [Ipopt] IPOPT with CPLEX?</font></table>
<br>
<hr noshade>
<br>
<br>
<br><tt><font size=2>Hi Vatsal,<br>
<br>
MUMPS and Pardiso are solving linear systems, i.e., for a given matrix
A <br>
and a vector b, it gets a vector x that satisfies<br>
<br>
Ax = b<br>
<br>
Here, A is a symmetric indefinite matrix.<br>
<br>
CLPEX is a Linear Programming solver. This is something entirely
<br>
different. It solves LPs like<br>
<br>
min c^T x<br>
A x >= b<br>
<br>
CLPEX has completely different functionality from MUMPS and cannot replace
<br>
it.<br>
<br>
Andreas<br>
<br>
On Thu, 23 Oct 2008, Vatsal Bhatt wrote:<br>
<br>
> Many thanks to the developers of IPOPT for large scale NLPs and making
it<br>
> opensource.<br>
><br>
> Since our MARKAL-MACRO energy systems analysis model had a problem
running<br>
> with other solvers, GAMS suggested us to use IPOPT. It handles our
model<br>
> well, we are happy that atleast it runs...<br>
><br>
> Since our model has several thousand equations with several hundred
thousand<br>
> non-zeros, it takes nearly an hour for a run. It uses MUMPS as a linear<br>
> solver and the documentation has suggestions on using PARDISO.<br>
><br>
> We use CPLEX for our LP based MARKAL, which solves the same system
in LP<br>
> within 5 minutes (without 5 macro economic equations).<br>
><br>
> Would it be possible for us to use CPLEX instead of MUMPS within IPOPT?<br>
><br>
> Thanks in advance for your help.<br>
><br>
> Vatsal<br>
><br>
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