[Coin-ipopt] Eigenvalues of the linear system
Kirk Abbott
abbottkirk at yahoo.com
Thu Jul 7 04:53:25 EDT 2005
Hello All,
I fully support the premise that there should be
a fully open source version of Ipopt. I too dislike
the whole Harwell issue, not to mention the
difficulty in grabbing all the pieces to do a build...
What exactly does Ipopt do with:
the inertia of the linear system (the number of
positive and negative eigenvalues?
This is the only IP solver that I know of which
uses this information. How do other systems cope
without this information? Should we try to raise/start
a project to get this functionality built into
a open-sourceable linear solver? Whatever happened
to TAUCS?
Cheers,
Kirk.
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> 1. Can you make a completely open source build?
> (kevin.c.furman at exxonmobil.com)
> 2. Re: Can you make a completely open source
> build?
> (Carl Damon Laird)
> 3. Re: Can you make a completely open source
> build?
> (kevin.c.furman at exxonmobil.com)
>
>
>
----------------------------------------------------------------------
>
> Message: 1
> Date: Tue, 5 Jul 2005 12:58:23 -0400
> From: kevin.c.furman at exxonmobil.com
> Subject: [Coin-ipopt] Can you make a completely open
> source build?
> To: coin-ipopt at list.coin-or.org
> Message-ID:
>
<OF4DFD41B9.C9E38B9E-ON85257035.005C0D26 at exxonmobil.com>
> Content-Type: text/plain; charset=US-ASCII
>
> Are there any libraries that can be substituted for
> the Harwell routines?
>
> Is there a way to build IPOPT completely from open
> source? If not,
> shouldn't there be one?
>
> Regards,
>
> Kevin Furman
>
>
>
> ------------------------------
>
> Message: 2
> Date: Tue, 5 Jul 2005 13:32:13 -0400 (EDT)
> From: Carl Damon Laird <claird at andrew.cmu.edu>
> Subject: Re: [Coin-ipopt] Can you make a completely
> open source build?
> To: kevin.c.furman at exxonmobil.com
> Cc: coin-ipopt at list.coin-or.org
> Message-ID:
>
>
<Pine.LNX.4.60-041.0507051322200.8152 at unix42.andrew.cmu.edu>
> Content-Type: TEXT/PLAIN; charset=US-ASCII;
> format=flowed
>
> As it stands right now, there is no tested, open
> source substitution for
> the Harwell routines. We are looking at some open
> linear solvers, but we
> do not have anything ready for prime time as yet. As
> I understand, the
> Harwell routines are free for "research" purposes -
> please consult the
> Harwell website for a more precise definition.
>
> Of course, we agree that there *should* be a way to
> build IPOPT completely
> from open source, however, this is not a trivial
> task. The IPOPT algorithm
> requires a sparse, indefinite linear solver
> (symmetric) that can provide
> the inertia of the linear system (the number of
> positive and negative
> eigenvalues). So far, we have found VERY few open
> source linear solvers
> that can provide this functionality.
>
> If anyone on the list has knowledge of some
> alternatives that we could
> consider, please let us know :)
>
> Cheers,
>
> Carl.
>
> On Tue, 5 Jul 2005 kevin.c.furman at exxonmobil.com
> wrote:
>
> > Are there any libraries that can be substituted
> for the Harwell routines?
> >
> > Is there a way to build IPOPT completely from open
> source? If not,
> > shouldn't there be one?
> >
> > Regards,
> >
> > Kevin Furman
> >
> > _______________________________________________
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> > Coin-ipopt at list.coin-or.org
> >
> http://list.coin-or.org/mailman/listinfo/coin-ipopt
> >
> >
>
>
> ------------------------------
>
> Message: 3
> Date: Tue, 5 Jul 2005 16:26:59 -0400
> From: kevin.c.furman at exxonmobil.com
> Subject: Re: [Coin-ipopt] Can you make a completely
> open source build?
> To: Carl Damon Laird <claird at andrew.cmu.edu>
> Cc: coin-ipopt at list.coin-or.org
> Message-ID:
>
<OF1D1D180E.8B10A2EE-ON85257035.006629C3 at exxonmobil.com>
> Content-Type: text/plain; charset=US-ASCII
>
> Unfortunately, the old Harwell Archive routines are
> only free for
> non-commercial purposes. My understanding is that
> industry and national
> labs probably need to purchase them to use them,
> even if for research
> purposes.
>
> I think PARDISO has a similar licensing scheme and
> similarly good
> performance compared to MA57. Since PARDISO is
> offered as part of the
> Intel MKL, it might be a good alternative choice
> since I think it would be
> more commonly available. MKL probably also has
> alternatives to most of the
> other Harwell routines used by IPOPT as well.
>
> I believe IBM Watson Research center actually had
> their own solver for
> sparse symmetric indefinite linear systems as as
> part of the WSMP (Watson
> Sparse Matrix Package). Perhaps IBM would consider
> open sourcing that
> package.
>
> You might find the following recent reports
> comparing these kinds of code
> interesting:
>
ftp://ftp.numerical.rl.ac.uk/pub/reports/ghsRAL200505.pdf
>
ftp://ftp.numerical.rl.ac.uk/pub/reports/ghsNAGIR20051.pdf
>
> Regards,
>
> Kevin
>
>
>
>
>
>
> Carl Damon Laird
>
>
> <claird at andrew.cmu.ed
> To: kevin.c.furman at exxonmobil.com
>
> u>
> cc: coin-ipopt at list.coin-or.org
>
>
> Subject: Re: [Coin-ipopt] Can you make a completely
> open source build?
>
>
>
> 07/05/05 01:32 PM
>
>
>
>
>
>
>
>
>
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