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mexIPOPT with HSL and PARDISO

by Enrico Bertolazzi

IPOPT can can use HSL library (https://www.hsl.rl.ac.uk) and PARDISO (https://pardiso-project.org). These libraries can improve the performance of the solver. Due to copyright issues these libraries cannot be included in IPOPT executable. However IPOPT can load dynamically the library so that if you have your own copy of these library you can use it with IPOPT.

MA57, MA77, MA86, MA97

To use these solvers you must have

  • libhsl.dll on windows
  • libhsl.dylib on OSX
  • libhsl.so on LINUX

on a directory accessible by MATLAB or on the same directory of your script that use IPOPT. HSL library for IPOPT can be obtained from

it is free for academic or personal usage. To compile the library you may use the CMake script you find in cmake_for_ma57_77_86_97 on this repository. Procedure

  • Get the sources file from https://www.hsl.rl.ac.uk/ipopt/ and unzip the files on a dyrectory, e.g. HSL_FOR_IPOPT.
  • Copy CMakeLists.txt and the directory cmake into the source file directory (e.g. HSL_FOR_IPOPT).
  • To build the library create directory build and inside this directory execute
cmake ..
make
  • HSL are written in FORTRAN so that for windows OS you must compile the library using MINGW.

If that doesn't work try this:

PARDISO

You can also use PARDISO available at:

pardiso is no more free for personal use, so that you must buy a license to use it. To use PARDISO you must rename (or make an alias) of the library with

  • libpardiso.dll on windows
  • libpardiso.dylib on OSX
  • libpardiso.so on LINUX

on a directory accessible by MATLAB or on the same directory of your script that use IPOPT.

Author:

Enrico Bertolazzi
Department of Industrial Engineering
University of Trento
[email protected]