[Ipopt] UMFPACK & IPOPT

[Jonathan Hogg]

It is not obvious to me that using UMFPACK as the solver in Ipopt would 
be easy or desirable.

Not Easy: having a quick scan of the documentation, it doesn't look like 
it would easily offer up the inertia (unless I've missed something).

Not Desirable: You take a hit of doing twice as much work and using 
twice as much memory as you are no longer exploiting symmetry (UMFPACK 
produces an LU factorization, while other solvers used by Ipopt produce 
LDL^T). You may also find that the fill-in is worse, slowing you down 
even further - I'd advise some quick experiments to determine if this is 
a killer before you start implementing a proper Ipopt interface.

Jonathan.

On 17/02/12 15:38, Sylvain Auliac wrote:
> Hello again,
> I know this question as already been discussed, but as the last mail about that I have seen searching in google was written in 2009 there maybe has been some new things... So, does someone was able to write an interface to link IPOPT with the UMFPACK solver ?
> I am actually trying to do that (because the software in which I am linking IPOPT use UMFPACK), but if I could spare some time it would be nice...
>
>
> Sylvain Auliac
> Laboratoire Jacques-Louis Lions
> Université Pierre et Marie Curie
> mail: auliac at ann.jussieu.fr
> tel : 01 44 27 71 70
>
>
>
>
>
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