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<DIV>Quick correction. In my last email when I said “Here’s how I most recently
configured Ipopt to use sequential MKL,” that was actually what I used for
mulithreaded MKL, sorry.</DIV>
<DIV> </DIV>
<DIV>And regarding use with MA86 or MA97, be sure you compile them with OpenMP
support (hence the FFLAGS=-fopenmp, assuming gfortran compiler). You control the
number of threads used by an OpenMP solver (MA86, MA97, and Pardiso) by setting
the environment variable OMP_NUM_THREADS.</DIV>
<DIV> </DIV>
<DIV>
<DIV
style="FONT-STYLE: normal; DISPLAY: inline; FONT-FAMILY: 'Calibri'; COLOR: #000000; FONT-SIZE: small; FONT-WEIGHT: normal; TEXT-DECORATION: none">
<DIV
style="FONT-STYLE: normal; DISPLAY: inline; FONT-FAMILY: 'Calibri'; COLOR: #000000; FONT-SIZE: small; FONT-WEIGHT: normal; TEXT-DECORATION: none">If
you’re using the bash shell, you set an environment variable as follows (example
for 4 threads):</DIV></DIV></DIV>
<DIV>
<DIV
style="FONT-STYLE: normal; DISPLAY: inline; FONT-FAMILY: 'Calibri'; COLOR: #000000; FONT-SIZE: small; FONT-WEIGHT: normal; TEXT-DECORATION: none">
<DIV
style="FONT-STYLE: normal; DISPLAY: inline; FONT-FAMILY: 'Calibri'; COLOR: #000000; FONT-SIZE: small; FONT-WEIGHT: normal; TEXT-DECORATION: none">export
OMP_NUM_THREADS=4</DIV></DIV></DIV>
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<DIV
style="FONT-STYLE: normal; DISPLAY: inline; FONT-FAMILY: 'Calibri'; COLOR: #000000; FONT-SIZE: small; FONT-WEIGHT: normal; TEXT-DECORATION: none"> </DIV></DIV></DIV>
<DIV>
<DIV
style="FONT-STYLE: normal; DISPLAY: inline; FONT-FAMILY: 'Calibri'; COLOR: #000000; FONT-SIZE: small; FONT-WEIGHT: normal; TEXT-DECORATION: none">
<DIV
style="FONT-STYLE: normal; DISPLAY: inline; FONT-FAMILY: 'Calibri'; COLOR: #000000; FONT-SIZE: small; FONT-WEIGHT: normal; TEXT-DECORATION: none">With
C shell, the corresponding command is:</DIV></DIV></DIV>
<DIV>
<DIV
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<DIV
style="FONT-STYLE: normal; DISPLAY: inline; FONT-FAMILY: 'Calibri'; COLOR: #000000; FONT-SIZE: small; FONT-WEIGHT: normal; TEXT-DECORATION: none">setenv
OMP_NUM_THREADS 4</DIV></DIV></DIV>
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<DIV
style="FONT-STYLE: normal; DISPLAY: inline; FONT-FAMILY: 'Calibri'; COLOR: #000000; FONT-SIZE: small; FONT-WEIGHT: normal; TEXT-DECORATION: none"> </DIV></DIV></DIV>
<DIV>
<DIV
style="FONT-STYLE: normal; DISPLAY: inline; FONT-FAMILY: 'Calibri'; COLOR: #000000; FONT-SIZE: small; FONT-WEIGHT: normal; TEXT-DECORATION: none">
<DIV
style="FONT-STYLE: normal; DISPLAY: inline; FONT-FAMILY: 'Calibri'; COLOR: #000000; FONT-SIZE: small; FONT-WEIGHT: normal; TEXT-DECORATION: none">When
you use both multithreaded MKL and a multithreaded linear solver, you should
control the number of threads used by MKL specifically with the MKL_NUM_THREADS
environment variable, otherwise it will use the OMP_NUM_THREADS setting (which
may not be what you want, if you’ve got a parallel linear solver calling
parallel BLAS).</DIV></DIV></DIV>
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<DIV
style="FONT-STYLE: normal; DISPLAY: inline; FONT-FAMILY: 'Calibri'; COLOR: #000000; FONT-SIZE: small; FONT-WEIGHT: normal; TEXT-DECORATION: none"> </DIV></DIV></DIV>
<DIV>
<DIV
style="FONT-STYLE: normal; DISPLAY: inline; FONT-FAMILY: 'Calibri'; COLOR: #000000; FONT-SIZE: small; FONT-WEIGHT: normal; TEXT-DECORATION: none">
<DIV
style="FONT-STYLE: normal; DISPLAY: inline; FONT-FAMILY: 'Calibri'; COLOR: #000000; FONT-SIZE: small; FONT-WEIGHT: normal; TEXT-DECORATION: none">WSMP
uses pthreads rather than OpenMP, so you control the number of threads used with
that solver by an Ipopt option wsmp_num_threads instead of an environment
variable.</DIV></DIV></DIV>
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<DIV
style="FONT-STYLE: normal; DISPLAY: inline; FONT-FAMILY: 'Calibri'; COLOR: #000000; FONT-SIZE: small; FONT-WEIGHT: normal; TEXT-DECORATION: none"> </DIV></DIV></DIV>
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<DIV
style="FONT-STYLE: normal; DISPLAY: inline; FONT-FAMILY: 'Calibri'; COLOR: #000000; FONT-SIZE: small; FONT-WEIGHT: normal; TEXT-DECORATION: none">One
thing I’ve noticed when running Ipopt with a parallel linear solver is the
“Total CPU secs in IPOPT” will be higher than the wall time (multiple CPU’s are
being used, so I guess it means what it says). With print_timing_statistics set
to yes you will get the CPU time, system time, and wall time all broken
down.</DIV></DIV></DIV>
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<DIV
style="FONT-STYLE: normal; DISPLAY: inline; FONT-FAMILY: 'Calibri'; COLOR: #000000; FONT-SIZE: small; FONT-WEIGHT: normal; TEXT-DECORATION: none">-Tony</DIV></DIV></DIV>
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