[Ipopt] Setting up IPOPT mex for Winodws 64 bit with ma97

[Tony Kelman]

Whoops, I read the body but not the subject line of the email, sorry. I see you’re using Windows 64 bit.

HSL can work, but to get the compilers, make, and run configure scripts you’ll need either Cygwin or MSYS.

Looks like pardiso-project.org has binaries for Windows built using icc and ifort (the Intel compilers), so to use those with Ipopt you’ll need to have the Intel compilers yourself and build everything with the same compiler. This is not very straightforward and I don’t have access to the Intel compilers so I’m not able to test whether the Matlab interface works properly with them. Maybe have a look at the mex files from OPTI toolbox http://www.i2c2.aut.ac.nz/Wiki/OPTI/ - there you should have access to MKL’s version of Pardiso.

Have you looked in detail at where the computation time is being spent in Ipopt? Set the option print_timing_statistics to yes. Since you’re using the Matlab interface, chances are your objective, constraint, Jacobian and Hessian functions are taking a good portion of the time. First check whether they are the bottleneck or if it’s the linear solver in Ipopt. If the function evaluations are the bottleneck, I would invest time in profiling and optimizing those, or using a modeling language where the function evaluations are done via automatic differentiation in a compiled language.

-Tony


From: Tony Kelman 
Sent: Tuesday, August 19, 2014 2:35 PM
To: Hashemi, Reza ; ipopt at list.coin-or.org 
Subject: Re: [Ipopt] Setting up IPOPT mex for Winodws 64 bit with ma97

Reza,

What OS? First see if you can succeed in the standard process:

mkdir build
cd build
../configure
make install
cd Ipopt/contrib/MatlabInterface/src
make install

to generate a mex file based on the default configuration. For MA97, you need to extract the coinhsl folder into ThirdParty/HSL. For Pardiso you’ll need to add configure flags --with-pardiso=/path/to/libpardiso.so or something similar.

-Tony


From: Hashemi, Reza 
Sent: Tuesday, August 19, 2014 6:59 AM
To: ipopt at list.coin-or.org 
Subject: [Ipopt] Setting up IPOPT mex for Winodws 64 bit with ma97

Dear all,

 

In the context of the optimal control, I am using IPOPT to solve a large-scale NLP problem. My motivation to use IPOPT is to reduce the computation time.

Using the available version of IPOPT with ma57 as the linear solver, I couldn’t obtain a real improvement in the computation speed and hence would like to try more recent versions of the linear solvers e.g. ma97 or Pardiso.

Unfortunately I was not successful to set up the mex file by myself, since I have little experience in using these strange compilers and tools.

I would be glad if some of who have more experience in this area, can guide me in this matter.

 

Bests,

Reza

 

 

 

Reza Hashemi, M.Sc.

Lehrstuhl für Systemdynamik und Prozessführung / Process Dynamics and Operations Group

Fakultät Bio- und Chemieingenieurwesen / Biochemical and Chemical Engineering Department

TU Dortmund

Emil-Figge-Str. 70

44221 Dortmund, Germany

 

Phone: (+49/0) 231 755 5165                                          Fax:       (+49/0) 231 755 5129

www.dyn.bci.tu-dortmund.de

 

 



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