[Ipopt] MA57 user defined ordering

Tony Kelman kelman at berkeley.edu
Fri Mar 14 20:14:35 EDT 2014

I don't think there's anywhere in the Ipopt API for providing custom 
ordering information to the linear solver, definitely not in the Matlab 
interface. There is API in the C++ for user-defined scaling, but that's not 
currently implemented in the Matlab interface (it probably could be if 
someone really wants that feature).

The most feasible way of doing this might be writing a wrapper around MA57 
to take a custom user ordering (maybe saved to a file or something if you 
want to avoid recompiling every time?), and tricking Ipopt's linear solver 
loader into using your wrapper by calling it libhsl.{so,dll,dylib}.


-----Original Message----- 
From: Senses,Begum
Sent: Friday, March 14, 2014 8:52 AM
To: Ipopt
Subject: [Ipopt] MA57 user defined ordering

Hello everyone,

I am using IPOPT from MATLAB interface. I am using MA57 as the linear
solver. I do not want to use any of the existing fill reducing
reordering algorithms in MA57. I want to give another ordering of the
KKT matrix to ma57. In order to be able to do that I set the option
ma57_pivot_order to 1 and following that I manually enter the ordering
in IpMa57SolverInterface.cpp file right before ma57 numerical
factorization call. Is there anyway to give user defined ordering
directly from MATLAB or is this the only way to do this?


Senses, Begum
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