[Ipopt] linear solvers with internal support for 64-bit integers

Stefan Vigerske stefan at math.hu-berlin.de
Mon Aug 20 08:30:02 EDT 2018


Hi,

Ipopt itself handles only 32-bit integers so far. There is an open 
ticket to allow for 64-bit integers, but nothing has happened yet.

Stefan

On 6/13/18 10:22 PM, Sean Hardesty wrote:
> I am experiencing a crash during Ipopt's call to the linear solver, using
> packages provided with Ubuntu 16.04 (there are packages for Ipopt and
> MUMPS). The same thing happens with source builds of MUMPS, MA27, and MA57.
> 
> For my problem, the total number of variables / constraints and non-zero
> entries are all on the order of 10^5 to 10^6, so 32-bit integers are
> perfectly adequate for specifying the constraint Jacobian in triplet
> format. What I believe is happening is that factoring the system creates so
> much fill-in that the solver will fail unless it internally uses 64-bit
> integers for indexing.
> 
> Are any of the solvers supported by Ipopt free of this issue? I am aware
> from previous comments by Jonathan Hogg that the more modern HSL solvers
> use 64-bit integers, but are there any problems with the Ipopt interface?
> MUMPS gives vague instructions for compiling with 64-bit integers:
> 
> http://mumps.enseeiht.fr/index.php?page=faq#3.3
> 
> For HSL or MUMPS, do I have to hack metis 4 to use 64-bit integers, like in
> this post?
> 
> http://matrixprogramming.rudnyi.ru/2008/05/metis-64bit/
> 
>      Thanks,
>      Sean Hardesty
> 
> 
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