[Ipopt] Fwd: mkl pardiso with ipopt

[pmamales]

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-------- Original message --------
From: "Mamales, Petros" <petros.mamales at citi.com> 
Date: 08/06/2015  2:15 PM  (GMT-05:00) 
To: pmamales at nyc.rr.com 
Subject: mkl pardiso with ipopt 



Hi,
I am trying to build ipopt with vs2010 and the intel mkl pardiso.
I have used the solution in the v8-ifort subdirectory (ipopt 3.12.3) upgraded to vs2010 C++ solution by visual studio.
 
First, allow me a comment :
The existing (main) project targets to create a windows shared library (dll) without providing neither expoting directives in the code (__declspec(dllexport) ) nor a .def file.

(dumpbin/exports shows the symbols exported – definitely not the classes).
Hence  I had to transform it into a static library solution.
(Until now all these is really tangential to my main questions, but thought to let you know that some things do not work as intended).
 
Now, back to the issue:
I am trying to only use mkl pardiso.
Therefore I removed from the project the other Solver interfaces and kept (included) only this one.
Defined the ppc symbols :
#define HAVE_PARDISO    
1
#define HAVE_PARDISO_MKL
1
 
Then, when, from my application, I call
PARDISOINIT the whole thing disappears abruptly.
I have been searching the web for concrete answers, with no luck, only conflicting/outdated/largely-inconclusive
 comments.
So I decided to ask directly (please, answer only if yοu
 firmly know and have used -
rather than simply building- the issue).
 
 
To be concrete here, using :
Intel mkl 11.1 update 4
Ipopt 3.12.3
 
Here are my questions:

a) 
Does ipopt 3.12.3 work with the
mkl pardiso ?

b) 
Assuming that the answer above is yes, what are the ppc symbols that have to be defined for this usage ?
If code modifications are needed, can you please, point to a file to update with ?
An example (doing
exactly this) would be –very- greatly appreciated.
 
As an additional piece of info I would like to provide with the following excerpt from the mkl
pardiso
documentation for pardisoinit :

It is very important that the pointer
pt is initialized with zero before the first call of Intel
 MKL PARDISO. After that first call you should never modify the pointer, because it could cause a serious memory leak or a crash.
TIA for the help,
Petros
 
 

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