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<DIV>Whoops, I read the body but not the subject line of the email, sorry. I see
you’re using Windows 64 bit.</DIV>
<DIV> </DIV>
<DIV>HSL can work, but to get the compilers, make, and run configure scripts
you’ll need either Cygwin or MSYS.</DIV>
<DIV> </DIV>
<DIV>Looks like pardiso-project.org has binaries for Windows built using icc and
ifort (the Intel compilers), so to use those with Ipopt you’ll need to have the
Intel compilers yourself and build everything with the same compiler. This is
not very straightforward and I don’t have access to the Intel compilers so I’m
not able to test whether the Matlab interface works properly with them. Maybe
have a look at the mex files from OPTI toolbox <A
title=http://www.i2c2.aut.ac.nz/Wiki/OPTI/
href="http://www.i2c2.aut.ac.nz/Wiki/OPTI/">http://www.i2c2.aut.ac.nz/Wiki/OPTI/</A>
- there you should have access to MKL’s version of Pardiso.</DIV>
<DIV> </DIV>
<DIV>Have you looked in detail at where the computation time is being spent in
Ipopt? Set the option print_timing_statistics to yes. Since you’re using the
Matlab interface, chances are your objective, constraint, Jacobian and Hessian
functions are taking a good portion of the time. First check whether they are
the bottleneck or if it’s the linear solver in Ipopt. If the function
evaluations are the bottleneck, I would invest time in profiling and optimizing
those, or using a modeling language where the function evaluations are done via
automatic differentiation in a compiled language.</DIV>
<DIV> </DIV>
<DIV>-Tony</DIV>
<DIV> </DIV>
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<DIV style="font-color: black"><B>From:</B> <A title=kelman@berkeley.edu
href="mailto:kelman@berkeley.edu">Tony Kelman</A> </DIV>
<DIV><B>Sent:</B> Tuesday, August 19, 2014 2:35 PM</DIV>
<DIV><B>To:</B> <A title=Reza.Hashemi@bci.tu-dortmund.de
href="mailto:Reza.Hashemi@bci.tu-dortmund.de">Hashemi, Reza</A> ; <A
title=ipopt@list.coin-or.org
href="mailto:ipopt@list.coin-or.org">ipopt@list.coin-or.org</A> </DIV>
<DIV><B>Subject:</B> Re: [Ipopt] Setting up IPOPT mex for Winodws 64 bit with
ma97</DIV></DIV></DIV>
<DIV> </DIV></DIV>
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<DIV>Reza,</DIV>
<DIV> </DIV>
<DIV>What OS? First see if you can succeed in the standard process:</DIV>
<DIV> </DIV>
<DIV>mkdir build</DIV>
<DIV>cd build</DIV>
<DIV>../configure</DIV>
<DIV>make install</DIV>
<DIV>cd Ipopt/contrib/MatlabInterface/src</DIV>
<DIV>make install</DIV>
<DIV> </DIV>
<DIV>to generate a mex file based on the default configuration. For MA97, you
need to extract the coinhsl folder into ThirdParty/HSL. For Pardiso you’ll need
to add configure flags --with-pardiso=/path/to/libpardiso.so or something
similar.</DIV>
<DIV> </DIV>
<DIV>-Tony</DIV>
<DIV> </DIV>
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<DIV style="BACKGROUND: #f5f5f5">
<DIV style="font-color: black"><B>From:</B> <A
title=Reza.Hashemi@bci.tu-dortmund.de
href="mailto:Reza.Hashemi@bci.tu-dortmund.de">Hashemi, Reza</A> </DIV>
<DIV><B>Sent:</B> Tuesday, August 19, 2014 6:59 AM</DIV>
<DIV><B>To:</B> <A title=ipopt@list.coin-or.org
href="mailto:ipopt@list.coin-or.org">ipopt@list.coin-or.org</A> </DIV>
<DIV><B>Subject:</B> [Ipopt] Setting up IPOPT mex for Winodws 64 bit with
ma97</DIV></DIV></DIV>
<DIV> </DIV></DIV>
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<P class=MsoNormal>Dear all,<o:p></o:p></P>
<P class=MsoNormal><o:p></o:p> </P>
<P class=MsoNormal>In the context of the optimal control, I am using IPOPT to
solve a large-scale NLP problem. My motivation to use IPOPT is to reduce the
computation time.<o:p></o:p></P>
<P class=MsoNormal>Using the available version of IPOPT with ma57 as the linear
solver, I couldn’t obtain a real improvement in the computation speed and hence
would like to try more recent versions of the linear solvers e.g. ma97 or
Pardiso.<o:p></o:p></P>
<P class=MsoNormal>Unfortunately I was not successful to set up the mex file by
myself, since I have little experience in using these strange compilers and
tools.<o:p></o:p></P>
<P class=MsoNormal>I would be glad if some of who have more experience in this
area, can guide me in this matter.<o:p></o:p></P>
<P class=MsoNormal><o:p></o:p> </P>
<P class=MsoNormal>Bests,<o:p></o:p></P>
<P class=MsoNormal>Reza<o:p></o:p></P>
<P class=MsoNormal><o:p></o:p> </P>
<P class=MsoNormal><o:p></o:p> </P>
<P class=MsoNormal><o:p></o:p> </P>
<P class=MsoNormal style="TEXT-AUTOSPACE: "><B><SPAN lang=DE
style="COLOR: #1f497d">Reza Hashemi, M.Sc.<o:p></o:p></SPAN></B></P>
<P class=MsoNormal><SPAN lang=DE style="COLOR: #1f497d">Lehrstuhl für
Systemdynamik und Prozessführung / Process Dynamics and Operations
Group<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN style="COLOR: #1f497d">Fakultät Bio- und
Chemieingenieurwesen</SPAN><SPAN style="COLOR: #1f497d"> / Biochemical and
Chemical Engineering Department<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN lang=DE style="COLOR: #1f497d">TU
Dortmund<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN lang=DE style="COLOR: #1f497d">Emil-Figge-Str.
70<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN lang=DE style="COLOR: #1f497d">44221 Dortmund,
Germany<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN lang=DE
style="COLOR: #1f497d"><o:p></o:p></SPAN> </P>
<P class=MsoNormal><SPAN lang=DE style="COLOR: #1f497d">Phone: (+49/0) 231 755
5165
Fax: (+49/0) 231 755
5129<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN lang=DE
style="COLOR: #1f497d">www.dyn.bci.tu-dortmund.de<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN lang=DE><o:p></o:p></SPAN> </P>
<P class=MsoNormal><o:p></o:p> </P></DIV>
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