[Ipopt] MKL pardiso clarification

Stefan Vigerske stefan at math.hu-berlin.de
Sat Feb 27 07:31:52 EST 2016


On 02/26/2016 09:23 PM, Panos Lambrianides wrote:
> 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?

It seems so.

> 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");

app->Options()->SetStringValue("linear_solver", "pardiso");

The libraries from the Pardiso-Project and the MKL Pardiso share the 
same interface code. One cannot use both with the same Ipopt library.


> Many thanks,
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