[Ipopt] IPOPT, Pardiso, and GPUs

[btoth at physics.ucsd.edu]

Has anyone had experience with running IPOPT with Pardiso on GPUs?  Since
I assume that only the linear solver aspects of the IPOPT algorithm would
be running on the GPU, does this solely become a problem of configuring
IPOPT with CUDA BLAS and LaPack libraries?  Would Pardiso itself need to
be configured differently (A question for the Pardiso board)?  Or would
there be fundamental changes necessary to underlying IPOPT code?

I assume that this is the direction that optimization, as with other forms
of scientific computing, is headed, but I have not found much literature
or direction specifically for IPOPT.

Thanks.