[Ipopt] CUSolver with IPOPT

[Amir Patel]

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
Amir

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AMIR PATEL
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DEPARTMENT OF ELECTRICAL ENGINEERING
Senior Lecturer
PhD (Mechatronics) Cape Town

Room 4.08| Menzies Building, Upper Campus, Rondebosch
Email: a.patel at uct.ac.za<mailto:a.patel at uct.ac.za>
Telephone: +27 (0)21 650 2803




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