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

Sean Hardesty sean.hardesty at gmail.com
Wed Jun 13 16:22:57 EDT 2018


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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