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

[Miles Lubin]

Hi Greg,

As the maintainer of a Clp, Cbc, and Symphony in debian, my vote is for
moving to serial MUMPS. The benefits for the majority of users in terms of
not needing to deal with MPI-related issues, which can make the Ipopt
package unusable, outweigh any dubious gains that might be achieved by
using parallel MUMPS (as Damien's experience shows). Anyone who's
experimenting with MUMPS+MPI can surely compile Ipopt on their own.

Miles

On Tue, Sep 30, 2014 at 5:27 AM, Greg Horn <gregmainland at gmail.com> wrote:

> 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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>>
>>
>
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