<div dir="ltr">Thank you for the responses. I can verify this works very well indeed. The only thing perhaps to keep in mind for people trying to get this to work in the future is that there is a new linking model for the MKL library that is not documented in the Ipopt manuals.<div><br></div><div>The information is here for those who may be interested:</div><div><a href="https://software.intel.com/en-us/articles/a-new-linking-model-single-dynamic-library-mkl_rt-since-intel-mkl-103">https://software.intel.com/en-us/articles/a-new-linking-model-single-dynamic-library-mkl_rt-since-intel-mkl-103</a><br></div><div><br></div><div>Thanks for all the help.</div><div><br></div><div>Best,</div><div>--Panos</div></div><div class="gmail_extra"><br><div class="gmail_quote">On Sat, Feb 27, 2016 at 4:31 AM, Stefan Vigerske <span dir="ltr"><<a href="mailto:stefan@math.hu-berlin.de" target="_blank">stefan@math.hu-berlin.de</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">Hi,<span class=""><br>
<br>
On 02/26/2016 09:23 PM, Panos Lambrianides wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
Hi everyone,<br>
<br>
Please excuse me if this has been asked before. I have found conflicting<br>
documentation on this issue.<br>
My question is the following<br>
1. Does MKL Pardiso work as a solver with Ipopt?<br>
</blockquote>
<br></span>
It seems so.<span class=""><br>
<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
2. According to the instructions below it is just a matter of linking to<br>
the mkl libraries-is this correct?<br>
</blockquote>
<br></span>
Yes.<span class=""><br>
<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
If you want to compile IPOPT with the Pardiso library that is included in<br>
Intel MKL, it should be sufficient to ensure that MKL is used for the<br>
linear algebra routines (Blas/Lapack). On some systems, configure is able<br>
to find MKL automatically when looking for Blas. On other systems, one has<br>
to specify the MKL libraries with the --with-blas option.<br>
</blockquote>
<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
3. If 2 is true, how does one invoke the mkl-pardiso solver? Specifically<br>
what is the option for the linear solver?<br>
app->Options()->SetStringValue("linear_solver", "ma57");<br>
</blockquote>
<br></span>
app->Options()->SetStringValue("linear_solver", "pardiso");<br>
<br>
<br>
The libraries from the Pardiso-Project and the MKL Pardiso share the same interface code. One cannot use both with the same Ipopt library.<br>
<br>
Stefan<br>
<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<br>
Many thanks,<span class=""><br>
<br>
<br>
<br>
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</span></blockquote><span class="HOEnZb"><font color="#888888">
<br>
<br>
-- <br>
<a href="http://www.gams.com/~stefan" rel="noreferrer" target="_blank">http://www.gams.com/~stefan</a><br>
</font></span></blockquote></div><br><br clear="all"><div><br></div>-- <br><div class="gmail_signature"><div dir="ltr"><div><div dir="ltr">Panos Lambrianides<div><a href="mailto:panos@soe.ucsc.edu" target="_blank">panos@soe.ucsc.edu</a></div><div>(415) 713-6718 (Mobile)<br></div><div><a href="https://sites.google.com/a/ucsc.edu/uncertainty-quantification/" target="_blank">https://sites.google.com/a/ucsc.edu/uncertainty-quantification/</a><br></div><div><br></div><div><br></div></div></div></div></div>
</div>