[Ipopt] Using ipopt with PARDISO

[Renata Leitao Dias da Silva]

I will keep that in mind.

Thanks.

--
Renata Silva
Department of Mathematics
University of Coimbra


On Thu, 21 Aug 2008, Andreas Waechter wrote:

> 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
>