[Ipopt] PARDISO with gams in windows

[Stefan Vigerske]

Hi,

> I was wondering if it is possible to use PARDISO as IPOPT linear solver in a
> x64 bit version of GAMS for Windows. Thank you.

In principle this should be possible by just putting a pardiso.dll into 
your GAMS installation and adding "linear_solver pardiso" to the Ipopt 
options file.

However, Gams 23.7 includes only Ipopt 3.8 and it could be that due to 
interface changes in Pardiso you cannot use a current Pardiso library 
with the Ipopt that comes with Gams 23.7.
Gams 23.8 will include Ipopt 3.10, which should work better with a 
current pardiso dll.

Anyhow, you could get a free evaluation version of Pardiso from 
http://www.pardiso-project.org/branch and try it out.
If it does not work with gams 23.7, try the upcoming 23.8.

Stefan


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