[Ipopt] new MUMPS release coming soon

[Damien]

All,

MUMPS 5.0 is in beta testing.  It's more or less a rewrite, and includes 
some great new features, like OpenMP solver parallelism in addition to 
what you can have from BLAS.  The interface hasn't changed though, so 
it's a drop-in replacement in IPOPT.  So far it works quite well (on 
Windows and Linux) and I haven't found any problem in IPOPT that solves 
with 4.x and fails on the beta. There's obviously going to be some 
teething issues, and the OpenMP parallelism is brand-new, but it's a 
step towards a fully open-source, multicore linear solver option for 
Windows, Linux and Mac.  When the OpenMP version of Metis 5.1 is stable, 
there can be multicore analysis and reordering as well on the linear solve.

It's a bigger, more complicated compilation than MUMPS 4.x, with about 
twice as many files and a few more module dependencies.  That will have 
some impact on COIN-OR as a whole, there's a few solvers that use the 
MUMPS wrapper now.  This is a good opportunity to look at the MUMPS 
interface in IPOPT and tweak it to allow access to features that MUMPS 
5.0 provides.  I'm still listed as the MUMPS interface guy for IPOPT, 
and I'm happy to be responsible for anything required to get MUMPS 5.0 
integrated into IPOPT.  There isn't a public release date for the new 
version, it will be released when the devs are happy, but I'd be 
surprised if it wasn't ready by March.  Now is a good time to start 
pressuring your supervisor for a new workstation.

Might be time to think about OpenMP in the IPOPT core code too.  You 
know, just saying... :-)

Cheers,

Damien