[Ipopt] changing linear solver to ma86 which is not an the option list

[Jonathan Hogg]

I'd also comment that changing linear solver shouldn't normally change
the iteration count significantly, but may improve the time per
iteration (to see much difference you probably need to be taking more
than 0.5s/iteration).

Iteration count may be improved by changing the scaling, which is
normally what people see when they use ma57 [scaled by default] rather
than ma27 [doesn't]. (There are a few other settings that may affect
things from the linear solver point of view, mainly around pivoting and
zero detection thresholds, but they're probably best left alone by most
users).

Jonathan.

On 24/06/16 15:38, Stefan Vigerske wrote:
> Hi,
> 
> On 12/20/2015 09:34 AM, 1252685 at tongji.edu.cn wrote:
>> Hello.
>> I'm solving some nolinear problem with ipopt,and trying to change the
>> linear solver to improve its efficiency.
>> And I have tried mumps,ma27 and ma57 so far.But the outcome isn't
>> really satisfying.The solving process with these three linear solvers
>> have almost the same number of iteration steps.I wondering if I have
>> change the linear solver successfully,but the program output says that
>> "this is ipopt version 3.7 stable,runing with linear solver ma57",Can
>> this guarantee that i have changed the linear solver from default
>> mumps to ma57 successfully?
> 
> Yes, I think it does.
> 
>> if so,maybe i should change some other linear solvers like HSL_MA86?
>> But the ipopt only have linear solver options like mumps,ma27,ma57.The
>> ma86,ma77 are not in the option list.how can I change the linear
>> solvers to another one like ma86?
> 
> Please consult the installation notes.
> 
>> can you give me some instructions,or if there is any website or post
>> discussing about it?I'm changing linear solver by dynamically loading
>> some separate DLL. Working on windows,using msvs and intel fortran
>> compiler.
> 
> First, you should update to a current version of Ipopt.
> Already last December, Ipopt 3.7 was outdated.
> 
> Stefan
> 
>>
>> Sorry for my poor English,and thanks in advance!
>> Best regards,
>>
>> Dongming Jin
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>>
> 
>