[Ipopt] CUSolver with IPOPT

[Amir Patel]

Hi

Thanks for the reply.

Is there any documentation how to incorporate your own linear solver? I see there is the option for 'custom' in the Ipopt solver selection (https://www.coin-or.org/Ipopt/documentation/node51.html ).

Best Regards
Amir

From: Stefan Vigerske [mailto:stefan at math.hu-berlin.de]
Sent: Monday, 20 March 2017 1:06 PM
To: Amir Patel <a.patel at uct.ac.za>; ipopt at list.coin-or.org
Subject: Re: [Ipopt] CUSolver with IPOPT

Hi,

I'm not aware of an interface from Ipopt to CUSolver, so it would need
to be written.
The linear solvers for which interfaces exist already (various HSL
codes, Mumps, Wsmp, Pardiso) do not use GPUs.

Stefan

On 03/20/2017 11:32 AM, Amir Patel wrote:
> 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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