[Ipopt] Issues building dlls with MinGW / MSys

[Tony Kelman]

Guy.

Sounds great! Glad you were able to get up and running. Configuring all the compilers and dependencies to build Ipopt on Windows can unfortunately be painful sometimes. If you’re able to build from source reliably now, then no you probably don’t need to worry about my alternate sources of binaries. I’ll still encourage you to take a look at Julia some time if you get the chance, if your function evaluations on the Python side are a significant contribution to runtime, or doing modeling and writing Jacobians and Hessians are a significant contribution to developer time.

For a better BLAS, the best open-source option right now is OpenBLAS - https://github.com/xianyi/OpenBLAS. They have binaries available (Ipopt and the linear solvers it uses will need the 32-bit-integers version), they’re pretty big because they compile in optimized routines for every possible CPU family into the same library. MKL is also good on Intel hardware, but not always easy to use on Windows because they generally expect you to also use the Intel (or MSVC) compiler. Last time I did serious benchmarking (on Linux mind you) I found the choice of linear solver made much more of a difference to Ipopt’s performance than the choice of BLAS, but it can depend on your problem structure and how much fill-in happens during the sparse factorization.

Good luck at Monza this weekend!

-Tony


From: Guy Charles 
Sent: Thursday, September 04, 2014 12:23 AM
To: ipopt at list.coin-or.org 
Subject: Re: [Ipopt] Issues building dlls with MinGW / MSys

Tony,

 

Excellent!  Success with the build from source code and it's working with an external HSL dll too.  I think in part all the messing around I've been doing with environment variables and other PC issues were part of the problem - or at least after a total shut down and restart and go through the process again it all worked smoothly!  All I need to do now is compile it with a more appropriate BLAS and I think I've got my ideal build.

 

With this success, I've not followed up any of the alternatives you've suggested - there's not any benefits to alternative approaches, or do they just get to the same point?

 

Thanks again - genuinely wouldn't have got anywhere without your help.

 

Best regards,

Guy

 


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