[Ipopt] parallel version of mumps for ipopt

[Damien]

Juan-Carlos,

I'll post to both lists seeing as you asked on both lists.  This is hard 
to do.  The challenge is that MUMPS is based on MPI, which is 
multi-process, and IPOPT is designed to run in a single process.  
They're not compatible unless the MPI code runs out on its own in 
multiple processes, and IPOPT runs in its own process, and the master 
MPI process and the IPOPT process synchronise and communicate.  
Basically, parallel MUMPS has to be wrapped to behave like an in-process 
solver.  This isn't a 5-minute job.

If you're using the simple open-source BLAS/LAPACK, switch to say the 
Intel MKL, AMD ACML or GOTO versions.  They're all much faster than the 
open-source version and will give you good speedup.  If you have such a 
large system that it really needs parallel speedup, you should either 
try either a parallel BLAS/LAPACK library with MUMPS and IPOPT, or use a 
multi-threaded solver like PARDISO.  There was a multithreaded MUMPS in 
development at one point, but I don't think there's a committed release 
date yet.
Damien

On 10/02/2012 6:04 PM, Juan Carlos Lopez Alfonso wrote:
> Hi all,
>
> I have a very big optimization problem and I am using Ipopt to solve
> it. For these reason I need a parallel version of mumps in order to
> decrease the computing time. I have compiled Ipopt with the last
> version of Mumps and following the web site instructions, concretely
> using the comand ./get.Mumps, but it is not the parallel version.
>
> How Can I install a parallel version of Mumps? Do I need download
> other version or Do I need to put concrete commands when I install
> Ipopt?
>
> Best regards and thank you in advance
> Juan Carlos
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