[Ipopt] Using ipopt with PARDISO
Andreas Waechter
andreasw at watson.ibm.com
Thu Aug 21 14:54:42 EDT 2008
Hi,
>> Anyway, for now I just wanted to compare ipopt with MA27 vs. ipopt
>> with PARDISO in terms of robustness. I suppose the optimized BLAS/LAPACK
>> don't change the results, just the CPU time, am I right?
>
> The BLAS shouldn't make a difference. But at least for gcc 4.3 on
> Linux 64bit
Different implementations and compilations of BLAS or LAPACK (or any
numeric code) can lead to having floating point operations done in a
different order (particularly when we talk about blocking in BLAS). As a
consequence, the results can be slightly different in the very last
digits. Unfortunately, for large and numerically unstable problems, this
can lead to different behavior of Ipopt.
Regards,
Andreas
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