[Ipopt] CUSolver with IPOPT

[Stefan Vigerske]

Hi,

no, there isn't any documentation.
All existing interfaces are derived from SparseSymLinearSolverInterface:
https://www.coin-or.org/Ipopt/doxygen/classIpopt_1_1SparseSymLinearSolverInterface.html
For CUSolver, you might want to do the same.

I think the custom_solver is for cases where you want to exploit a 
special structure of the linear system to be solved, e.g., some form of 
block-structure.

Stefan

On 03/20/2017 01:44 PM, Amir Patel wrote:
> 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
>>
>> [Description: cid:GQFCUFUZWCCY.IMAGE_13.gif]
>>
>> AMIR PATEL
>> [Description: cid:NUFCNKRVYNWE.IMAGE_13.BMP]
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