[Coin-ipopt] MKL 9.0 beta / Pardiso

[Andreas Waechter]

Hi Graham,

(I'm copying Olaf Schenk, the main developer of Pardiso, so that he can 
intervene in case I write something wrong.)

As far as I understood from Olaf, the changes that were done in order to 
improve the Pardiso performance in Ipopt, especially with respect to 
inertia detection for proper handling of non-convex nonlinear optimization 
problems, are not included in the MKL library.

You are probably able to link and run the code with the MKL Pardiso 
version, but it might not do the right thing in a number of optimization 
problems.

Andreas

> I am evaluating Intel MKL 9.0 beta which has a new version of the 
> Pardiso solver included.
>
> Having done some initial testing with IPOPT it seems to work fine (apart 
> from an apparent one-off initialisation overhead of ~ 1 sec. - I haven't 
> investigated this yet).
>
> The comment in the IPOPT documentation is...
>
> "Note: Pardiso is included in Intel's MKL library. However, that version 
> does not yet include the changes done by the Pardiso developers to make 
> the linear solver work smoothly with IPOPT."
>
> I couldn't tell from this whether the fact that it now compiles, links 
> and runs OK is good confirmation that the required changes are now 
> included in MKL. Or whether the changes were more subtle and that there 
> may still be an issue with certain problems.
>
> I would be very grateful for insights into this. It looks promising, 
> anyway;)
>
> Graham
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