[Ipopt] Fwd: mkl pardiso with ipopt

Stefan Vigerske stefan at math.hu-berlin.de
Sun Aug 9 09:49:15 EDT 2015


a) Yes. At least I've been running Ipopt with Pardiso from MKL, also 
some 11.1 version, I think.
However, I usually use the configure&make system to build Ipopt, which 
will figure out the preprocessor symbols by itself. The v8-ifort hasn't 
been updated for a long while.

b) Next to HAVE_PARDISO and HAVE_PARDISO_MKL, I also have 
However, looking at the code, HAVE_PARDISO_MKL seems to imply 
HAVE_PARDISO_OLDINTERFACE, so setting the latter additionally should 
note make a difference.

I've added an initialization of the PT pointer to 0. Thank you for the hint.


On 08/06/2015 08:37 PM, pmamales wrote:
> Sent from my Verizon Wireless 4G LTE smartphone
> -------- 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
> 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 I have been searching the web for concrete answers, with no luck, only conflicting/outdated/largely-inconclusive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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