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

[Greg Horn]

Hi all,

Just to clarify, we are considering making the debian and ubuntu ipopt
packages (apt-get install coinor-libipopt) use serial MUMPS instead of
parallel. We don't know of anyone exploiting the MPI parallelism. So speak
up if you use parallel MUMPS or if you know anyone who does!

On Tue, Sep 30, 2014 at 10:20 AM, Tony Kelman <kelman at berkeley.edu> wrote:

>   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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