IPOPT MA27, MA57, Pardiso Linear Solvers

[Bruno Abreu Calfa]

Hello,

Just wondering if AIMMS supports those three more advanced linear solvers for IPOPT. I see I can select them in the Project Options menu, but they won't work. Will I have to compile IPOPT myself? Any comments?

Thanks,

Bruno

[Marcel Hunting]

Hi Bruno,

AIMMS itself does not include the HSL or Pardiso linear solvers. The user has to create a DLL with subroutines of the linear solver. The instructions for building a DLL with HSL subroutines can be found in the AIMMS-IPOPT help, topic HSL libraries. That said, unfortunately the IPOPT 10.3.1 DLLs at COIN-OR are created without the HSL support, and these DLLs are also used in AIMMS. The IPOPT 3.9 DLLs do support HSL; IPOPT 3.9 is part of the complete installation of AIMMS 3.12 and 3.13.

Best regards,

Marcel Hunting

AIMMS Software Developer