[Ipopt] Compiling with Pardiso or Mumps

[Andreas Waechter]

Hi,

I just want to add a comment:

>> I am looking to compile Ipopt on a windows platform using Visual Studio 8,  I would like to leave out the HSL routines and instead use Mumps/pardiso which do not need $pecial licences.  I know there are no ready solutions and have no problems trying to find one myself.  Has anyone thought about the issues? Do I need to modify any Ipopt code where the linear solvers are invoked?  Any clues on what functions need to be modified, if any? Is there any documentation that is available?
>>
>> Someone wrote that I can call Pardiso at run time under windows.  Once again would appreciate  any pointers on how this can be done
>
> For compling Ipopt with a Pardiso library present (at build time) it
> should be sufficient to add
> src/Algorithm/LinearSolvers/IpPardisoSolverInterface.cpp to the list of
> files to compile, to add the compiler flag -DHAVE_PARDISO, and to add a
> linking flag that points to your Pardiso library.
> You can have a look at IpAlgBuilder.cpp:291 to see under which
> conditions the Pardiso interface is used.

1. You can either add the compiler flag, or you edit the 
Ipopt/src/Common/IpoptConfig.h file.

2. As far as I know, Pardiso is available for Windows only from the Intel 
Math Kernel Library (MKL), and the version in there does not work with 
Ipopt.  You will probably be able to compile the code, but changes in 
Pardiso that we made specifically for its use in Ipopt are not included, 
and you might get strange failures.

Regards,


Andreas