[Ipopt] Ipopt & WSMP

[Paulo Mota]

Has any one been able to compile Ipopt (say version 3.9.2) with WSMP under Linux?

./configure F77=gfortran \
    --with-blas="-L/home/pmota_soft/intel/composerxe-2011.1.107/mkl/lib/intel64 -lmkl_intel_lp64 -lmkl_sequential -lmkl_core -lpthread" \
  --with-lapack="-L/home/pmota_soft/intel/composerxe-2011.1.107/mkl/lib/intel64 -lmkl_intel_lp64 -lmkl_sequential -lmkl_core -lpthread" \
  --with-wsmp="/home/pmota_soft/wsmp/wsmp-Linux64/lib/Intel/libwsmp64.a -lpthread" \
   ADD_FFLAGS="-O3 -m64" \
   ADD_CFLAGS="-O3 -m64" \
 ADD_CXXFLAGS="-O3 -m64"

Intel's blas and lapack link okay,

checking whether user supplied BLASLIB="-L/home/pmota_soft/intel/composerxe-2011.1.107/mkl/lib/intel64 -lmkl_intel_lp64 -lmkl_sequential -lmkl_core -lpthread" works... yes: -L/home/pmota_soft/intel/composerxe-2011.1.107/mkl/lib/intel64 -lmkl_intel_lp64 -lmkl_sequential -lmkl_core -lpthread  -L/usr/lib64/gcc/x86_64-suse-linux/4.2.1 -L/usr/lib64/gcc/x86_64-suse-linux/4.2.1/../../../../lib64 -L/lib/../lib64 -L/usr/lib/../lib64 -L/home/pmota_soft/intel/composerxe-2011.2.137/compiler/lib/intel64 -L/home/pmota_soft/intel/composerxe-2011.2.137/mkl/lib/intel64 -L/usr/lib64/gcc/x86_64-suse-linux/4.2.1/../../../../x86_64-suse-linux/lib -L/usr/lib64/gcc/x86_64-suse-linux/4.2.1/../../.. -lgfortranbegin -lgfortran -lm -lgcc_s
checking whether user supplied LAPACKLIB="-L/home/pmota_soft/intel/composerxe-2011.1.107/mkl/lib/intel64 -lmkl_intel_lp64 -lmkl_sequential -lmkl_core -lpthread" works... yes: -L/home/pmota_soft/intel/composerxe-2011.1.107/mkl/lib/intel64 -lmkl_intel_lp64 -lmkl_sequential -lmkl_core -lpthread -L/home/pmota_soft/intel/composerxe-2011.1.107/mkl/lib/intel64 -lmkl_intel_lp64 -lmkl_sequential -lmkl_core -lpthread  -L/usr/lib64/gcc/x86_64-suse-linux/4.2.1 -L/usr/lib64/gcc/x86_64-suse-linux/4.2.1/../../../../lib64 -L/lib/../lib64 -L/usr/lib/../lib64 -L/home/pmota_soft/intel/composerxe-2011.2.137/compiler/lib/intel64 -L/home/pmota_soft/intel/composerxe-2011.2.137/mkl/lib/intel64 -L/usr/lib64/gcc/x86_64-suse-linux/4.2.1/../../../../x86_64-suse-linux/lib -L/usr/lib64/gcc/x86_64-suse-linux/4.2.1/../../.. -lgfortranbegin -lgfortran -lm -lgcc_s

but wsmp does not:

checking whether user-supplied WSMP library "/home/pmota_soft/wsmp/wsmp-Linux64/lib/Intel/libwsmp64.a -lpthread" works... configure: error: WSMP library /home/pmota_soft/wsmp/wsmp-Linux64/lib/Intel/libwsmp64.a -lpthread does not seem to work

I have tried with GotoBLAS2; I get the same error.
On my iMAC I was to compile Ipopt-3.9.2 with wsmp (both Apple's "Accelerate framework" or Intel's blas/lapck work).
Ipopt/wsmp appears to be a very good solution for large-scale problems: I have been able to solve problems as large as ca. 400000 vars and equlity constraints Jacobian with ca 3000000 nonzero elements. However, for the solver to work well I need to set the following options:
linear_system_scaling=mc19
linear_scaling_on_demand=yes
linear_solver=wsmp
wsmp_scaling=2 (turn off internal wsmp scaling)

If I let wsmp do its own scaling of the linear system we do not get converged solutions.
Our first trials with Ipot/pardiso have been unsuccessful: the solver does not converge! There must be some problem with the interface with this solver.

Regards,
Paulo Mota

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Jose Paulo Mota
Chemistry Department
Requimte/CQFB - FCT/UNL
Faculdade de Ciencias e Tecnologia
Universidade Nova de Lisboa
Quinta da Torre
2829-516 Caparica
Tel.: 00351 212948300 (Ext.10961)
Fax: 00351 212948385
E-mail: pmota at dq.fct.unl.pt
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