[Ipopt] Request for comment: any successful uses of MPI parallel MUMPS with Ipopt?

[Tony Kelman]

This is an issue that has come up a few times before on the list, usually
with respect to distribution/Homebrew packages wanting to link Ipopt to
the MPI version of Mumps. I would like to get feedback from anyone on the
list who can provide a counterexample to my understanding of current
functionality. The question is:

Has anyone successfully used the MPI parallel version of MUMPS in
combination with Ipopt? Specifically I’m asking about the mainline
supported release versions of Ipopt, not the work that happened several
years ago in the experimental distributed-memory parallel branch
https://projects.coin-or.org/Ipopt/browser/branches/parallel . I know
it’s possible to use the MPI version of MUMPS with a single process just
fine, or use MPI to parallelize user function evaluations, or run separate
completely independent instances of Ipopt solving different optimization
problems simultaneously. What I’m asking about is running the MUMPS linear
solver across multiple processes with MPI and achieving measured parallel
speedup on a single optimization problem.

I have done this for the multithreaded solvers WSMP/MA86/MA97/Pardiso,
or to a limited extent via multithreaded BLAS, but never personally with
MPI MUMPS. I’d like to find out whether it has been done before, in case
it is possible but just complicated to do. If you’ve tried to do this but
failed, I'd be interested to hear how far you got.

Parts of Ipopt outside of MUMPS are not MPI-aware, so running multiple
copies of an ipopt executable with mpirun will probably duplicate all
computations outside of the linear solver. I’m not actually sure what would
happen if each copy of ipopt thinks it’s solving an entire optimization
problem but MUMPS is trying to decompose the linear system over MPI.
I’d be surprised if it worked, but also happy to be proven wrong here.

Thanks in advance,
Tony
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