[Coin-ipopt] New C++ Version

[Olaf Schenk]

Hi Javier,

I am one of the authors of PARDISO. The Intel MKL DSS solver and the 
Intel MKL version of PARDISO are only able to factor symmetric 
indefinite systems with diagonal pivoting techniques. Unfortunately, 
diagonal pivoting is not stable for the IPOPT matrices and I can not 
recommend these two solvers for IPOPT.  However, we have integrated 
additional new pivoting techniques into a recent version of PARDISO and 
this new version will also be part of a future MKL release.

You can find experimental results with IPOPT matrices and the new 
version of PARDISO at
http://www.computational.unibas.ch/cs/scicomp/publications/oschenk-etna.pdf

The new version of the sparse solver for highly symmetric indefinite 
matrices is also available at
http://www.computational.unibas.ch/cs/scicomp/software/pardiso/

Best regards,
Olaf

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Dr. Olaf Schenk
Department of Computer Science
University of Basel
Klingelbergstrasse 50
CH-4056 Basel
Switzerland

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E-Mail: olaf.schenk at unibas.ch
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