[Ipopt] MKL pardiso clarification

Panos Lambrianides panos at soe.ucsc.edu
Fri Feb 26 15:23:51 EST 2016

Hi everyone,

Please excuse me if this has been asked before.  I have found conflicting
documentation on this issue.
My question is the following
1.  Does MKL Pardiso work as a solver with Ipopt?
2.  According to the instructions below it is just a matter of linking to
the mkl libraries-is this correct?
If you want to compile IPOPT with the Pardiso library that is included in
Intel MKL, it should be sufficient to ensure that MKL is used for the
linear algebra routines (Blas/Lapack). On some systems, configure is able
to find MKL automatically when looking for Blas. On other systems, one has
to specify the MKL libraries with the --with-blas option.
3.  If 2 is true, how does one invoke the mkl-pardiso solver?  Specifically
what is the option for the linear solver?
app->Options()->SetStringValue("linear_solver", "ma57");

Many thanks,

Panos Lambrianides
panos at soe.ucsc.edu
(415) 713-6718 (Mobile)
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