[Coin-discuss] Sparse Cholesky factorization routines

Andreas Waechter andreasw at watson.ibm.com
Fri Mar 9 04:00:17 EST 2007


Hi Brian,

We have started to use MUMPS (http://graal.ens-lyon.fr/MUMPS/) as a "free" 
large-scale linear solver in Ipopt.  I haven't included the interface yet 
in the official release, but I'm planning to do that soon (when I get some 
time).  The plan is to have a ThirdParty/Mumps directory, into which a 
user will have to download the source code and then the COIN configure and 
Makefile stuff will make sure it is properly compiled.  MUMPS is written 
Fortran 90, so one would need such a compiler (it works with gfortran).

MUMPS is pulic domain - here here license:

This version of MUMPS is provided to you free of charge. It is public 
domain, based on public domain software developed during the Esprit IV 
European project PARASOL (1996-1999) by CERFACS, ENSEEIHT-IRIT and RAL. 
Since this first public domain version in 1999, the developments are 
supported by CERFACS, ENSEEIHT-IRIT, and INRIA.

Main contributors are Patrick Amestoy, Iain Duff, Abdou Guermouche, Jacko 
Koster, Jean-Yves L'Excellent, and Stephane Pralet.

Up-to-date copies of the MUMPS package can be obtained from the Web pages 
http://www.enseeiht.fr/apo/MUMPS/ or http://graal.ens-lyon.fr/MUMPS

THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY EXPRESSED OR 
IMPLIED. ANY USE IS AT YOUR OWN RISK.


My guess is that it is compatible with the CLP, but I don't know for sure. 
Does anyone else on the mailing list know...?

Cheers,

Andreas


On Thu, 8 Mar 2007, Brian Borchers wrote:

>
> It seems to me that many of the COIN-OR projects currently use (or could
> make use) of sparse Cholesky and/or sparse LU factorization routines.
> For some future work in CSDP, I'd like to use such a library- in particular
> I need a Sparse Cholesky factorization routine together with a reasonable
> ordering heuristic.
>
> It would certainly be nice if there were such a package as part of COIN,
> or at least available under the CPL.  Short of that, which of the available
> packages are licensed in ways that are compatible with the CPL?  What has
> worked best for other COIN projects?
>
>
>                         - Brian
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