[Ipopt] Faster optimization

[Stefan Vigerske]

Hi,

> Solver: I'm using MUMPS/METIS. When I run Ipopt, it suggests using 
> another solver for speed. I tried paradiso, but that when I try to
> 
> ../configure \
> --with-pardiso="/usr/local/lib/libpardiso_GNU43_IA32_P.so"    \
> --with-blas="/usr/lib/sse2/atlas/libblas.so.3gf"     \
> --with-lapack="/usr/lib/sse2/atlas/liblapack.so.3gf"
> 
> I get "error: Pardiso library /usr/local/lib/libpardiso_GNU43_IA32_P.so 
> does not seem to work", even though the file exists.

The config.log file in the Ipopt subdirectory should give some hints
what the problem is. Maybe you need to add some other lib to the
--with-pardiso flag. See also
https://projects.coin-or.org/BuildTools/wiki/user-troubleshooting

> I also tried using 
> the intel mkl for BLAS, but I can't find an example of how to configure it.

If you use Intel compilers and the mkl is in the library search path and
if you do not specify --with-blas, then I think configure should detect
the mkl automatically and pick it.

> Other ipopt options: there seems to be a lot of ways to tweak the 
> solver, however I don't really have a math background and I have no idea 
> where to start.

Try setting mu_strategy to adaptive.

Stefan