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As the developer of these codes, let me summarise our experience
with these (I'm currently preparing a paper with some numerical
results, but this has been delayed by other things).<br>
<br>
<b>HSL_MA77</b> is the slowest, unless you have insufficient memory
to store the factorization, in which case it can use disk in an
out-of-core mode much more efficiently than relying on your OS's
virtual memory implementation. To say it is more economical in terms
of memory is not entirely inaccurate (if both are used in core
HSL_MA86 is more economical) - it (a) copes significantly better
when it runs out and (b) can use disk in place of memory from the
start if you want it to.<br>
<br>
<b>HSL_MA86</b> has better parallel scaling on LARGE problems (those
taking more than 10s per factorization, say). On small problems, it
is considerably slower than MA57. It is also not bit-compatible,
which means that (in parallel) running the same factorization twice
will result in slightly different answers. This will inevitably
result in different (but equally valid!) answers produced by Ipopt
each time it is run. This makes debugging difficult and can confuse
more naive users. Further, we have observed that at times this will
result in finding different local optima, or even sometimes failing
to find a suitable optimum on some runs while successfully finding
one on others. I've not yet quantified how often this occurs.<br>
<br>
<b>HSL_MA97</b> was designed after our experience with HSL_MA86, and
in addition to bit-compatibility, aims to have better performance on
smaller problems. Performance wise it is almost (in our experiments)
comparable in performance to MA57 on all but the smallest problems.
It is faster on larger problems and also achieves better parallel
scaling than MA57 with threaded BLAS - but not as good as HSL_MA86.<br>
<br>
If you want to try these out I'm happy to provide our development
versions of the interfaces on request, but this will likely require
you to be happy with modifying the autotools files associated with
Ipopt in order to compile them successfully. (Our legal people are
not happy for us to distribute Ipopt in its entirety due to the
choice of law clause).<br>
<br>
Jonathan<br>
<br>
On 09/02/12 20:59, Joel Andersson wrote:
<blockquote
cite="mid:CAAmFJW+=KD9FgQbGxcnOf7fA9XhWKcQBzizLKUCOPpuBYasWEQ@mail.gmail.com"
type="cite">
<pre wrap="">Hello!
I have seen some mails to the list about the MA86 and MA97 linear
solvers. Can anyone report any good or bad experiences from using
these linear solvers with Ipopt? If I understand things correctly,
MA86 and MA97 are parallelized with OpenMP making them suitable for
multicore architectures, but other than that, are they more or less
equivalent to MA57 in terms of license and method used?
Also, what is the difference between the two, from the documentation I
see that MA86 is likely faster, but not "bit-compatible". What is this
and is it important for Ipopt? I also saw that there is yet another
possible HSL solver - MA77 which is apparently more economical in
terms of memory if I understand things right.
Does anyone have any experiences to share?
Best,
Joel
2012/2/9 Stefan Vigerske <a class="moz-txt-link-rfc2396E" href="mailto:stefan@math.hu-berlin.de"><stefan@math.hu-berlin.de></a>:
</pre>
<blockquote type="cite">
<pre wrap="">Hi,
</pre>
<blockquote type="cite">
<pre wrap="">I started trying BETA GAMS 23.8 with Ipopt 3.10. I wanted to try MA86
along
with Ipopt, so I downloaded the code. In order to make it work with Ipopt,
I
have to compile it into a library called libhsl.dll. My question is if the
compilation process of MA86 is the same as MA57 (w/ MS Visual Studio).
Thank
you.
</pre>
</blockquote>
<pre wrap="">
It's more-or-less the same. Files are different, but you would just need
Fortran and C compilers, too.
However, there are some problems with the Ipopt/MA86 interface in GAMS 23.8
beta. These should be fixed in the final GAMS 23.8 release.
Stefan
</pre>
<blockquote type="cite">
<pre wrap="">
Manuel Andrés Ramos Castillo
Asistente Graduado
Departamento de Ingeniería Química
Universidad de Los Andes
Tel. 3394949 Ext. 1841
Edificio Mario Laserna
Oficina 751
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</pre>
</blockquote>
<pre wrap="">
--
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
<a class="moz-txt-link-freetext" href="http://www.math.hu-berlin.de/~stefan">http://www.math.hu-berlin.de/~stefan</a>
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</pre>
</blockquote>
<pre wrap="">
</pre>
</blockquote>
<br>
<br>
<p>--
<BR>Scanned by iCritical.
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