[Ipopt] Problems with Pardiso solver in Ipopt

Rui Huang ruih at cmu.edu
Thu Dec 11 18:48:48 EST 2008

Dear all

I compiled IPOPT with pardiso parallel version and tested it with a 
fairly large problem (100,000 variables) on Intel Quad core Linux machine.
It seems that the pardiso does not do the parallel computing even I 
specified the environmental parameter OMP_NUM_THREADS=4.
The cpu usage was always around 25% no mater what value the parameter 
OMP_NUM_THREADS was (1,2,3,4).
Do I need to specify something else to make pardiso do the parallel 

Also I found  that although OMP_NUM_THREADS seems can not control the 
number of processors used in pardiso, the performance of pardiso  highly 
depends on this parameter.
 If it is set to 3 and 4,  my problem will converge in 6 iterations, 541 
If it is set to 2, pardiso is very unstable, my problem converges in 
more than 100 iterations, more than 3 hours,
and there are many restoration phases and regularization steps.

Does anyone know what is going on here?
Thanks a lot.


Rui Huang
Chemical Engineering Department
Carnegie Mellon University
5000 Forbes Ave Pittsburgh PA 15213

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