[Ipopt] CUSolver with IPOPT

Amir Patel a.patel at uct.ac.za
Mon Mar 20 06:32:36 EDT 2017

Hi Everyone

I would really like to leverage off the new GPU linear solvers to do the LU computations IPOPT requires. How can I go about getting IPOPT to use CUSolver? Would I need to write my own interface to it?

Alternatively, do any of the existing solvers use GPUs at all? I found a paper, "General-Purpose Sparse Matrix Building Blocks using the NVIDIA CUDA Technology Platform", by Christen, Schenk, and Helmar which modified Paradiso and showed great success. But I cannot find this code anywhere...

Any help would greatly be appreciated!

Best Regards

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Senior Lecturer
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