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Hi Neil,<br>
<br>
IPOPT needs an accurate pivoting strategy that is described in<br>
<br>
O. Schenk, A. Wächter, and M. Hagemann, Matching-based Preprocessing
Algorithms to the Solution of Saddle-Point Problems in Large-Scale
Nonconvex Interior-Point Optimization. Journal of Computational
Optimization and Applications, pp. 321-341, Volume 36, Numbers 2-3 /
April, 2007<br>
<br>
This pivoting option is not available in MKL and therefore the
inertia computation in MKL is not reliable.<br>
<br>
Regards,<br>
Olaf<br>
<br>
<br>
On 09/16/2011 12:22 PM, Neil Windelinckx wrote:
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<p class="MsoNormal">For a number of years it has been said that
the version of Pardiso provided with Intel MKL is not
compatible with IPOpt. (eg <a moz-do-not-send="true"
href="http://list.coin-or.org/pipermail/ipopt/2009-June/001583.html">http://list.coin-or.org/pipermail/ipopt/2009-June/001583.html</a>
)<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">However, looking back through these
discussions they say that it is not compatible because the MKL
version it does not compute the inertia of the linear system
(or from the IPOpt pre-requisites page “Note that I<span
style="font-size: 10pt;">POPT</span> requires that the
linear solver is able to provide the inertia (number of
positive and negative eigenvalues) of the symmetric matrix
that is factorized.”).<o:p></o:p></p>
<p class="MsoNormal">Having looked at the Intel MKL
documentation, the inertia is provided in MKL version 10.3 (it
was not provided with version 10.0).<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Does this now mean that the Intel MKL
version of pardiso is now compatible with IPOpt? Or is there
some other reason that it will not work correctly?<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Thanks<o:p></o:p></p>
<p class="MsoNormal">Neil.<o:p></o:p></p>
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