[Coin-ipopt] MKL 9.0 beta / Pardiso

Graham Sparrow g_sparrow at hotmail.com
Tue Aug 15 04:31:47 EDT 2006

Thanks Andreas, I suppose that I was being hopeful, more than anything;)
The new beta version of MKL has some improvements to the sparse solvers, but reading it more closely, 
this may not mean that it has a newer version of Pardiso included. Is this the case, Olaf?

> Date: Mon, 14 Aug 2006 09:53:03 -0400> From: andreasw at watson.ibm.com> To: g_sparrow at hotmail.com> CC: coin-ipopt at list.coin-or.org; Olaf.Schenk at unibas.ch> Subject: Re: [Coin-ipopt] MKL 9.0 beta / Pardiso> > 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> > _________________________________________________________________> > Be one of the first to try Windows Live Mail.> > http://ideas.live.com/programpage.aspx?versionId=5d21c51a-b161-4314-9b0e-4911fb2b2e6d
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