Update README with linear solver instructions #236
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|
odow
commented
Nov 18, 2020
| # Note: these filenames may differ. Check `/usr/lib/x86_64-linux-gnu` for the | ||
| # specific extension. | ||
| Libdl.dlopen("/usr/lib/x86_64-linux-gnu/liblapack.so.3", RTLD_GLOBAL) | ||
| Libdl.dlopen("/usr/lib/x86_64-linux-gnu/libomp.so.5", RTLD_GLOBAL) |
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If anyone has used Pardiso on linux without having to do this, I'm open to suggestions
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Do you have to do this with the MKLPardiso package we have as well?
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Here's how I got things working. But I could be completely off-base on getting things working:
(base) parallels@parallels-Parallels-Virtual-Platform:~/Documents/julia$ export LD_LIBRARY_PATH=/home/parallels/Documents/julia; ~/julia
_
_ _ _(_)_ | Documentation: https://docs.julialang.org
(_) | (_) (_) |
_ _ _| |_ __ _ | Type "?" for help, "]?" for Pkg help.
| | | | | | |/ _` | |
| | |_| | | | (_| | | Version 1.5.2 (2020-09-23)
_/ |\__'_|_|_|\__'_| | Official https://julialang.org/ release
|__/ |
julia> using Ipopt; const MOI = Ipopt.MOI; model = Ipopt.Optimizer(linear_solver="pardiso"); MOI.add_variable(model); MOI.optimize!(model)
Exception of type: OPTION_INVALID in file "IpAlgBuilder.cpp" at line 374:
Exception message: Selected linear solver Pardiso not available.
Tried to obtain Pardiso from shared library "libpardiso.so", but the following error occured:
/home/parallels/Documents/julia/libpardiso.so: undefined symbol: _gfortran_concat_string
EXIT: Invalid option encountered.
julia> using Libdl; Libdl.dlopen("/usr/lib/x86_64-linux-gnu/liblapack.so.3", RTLD_GLOBAL)
Ptr{Nothing} @0x00000000037ad2f0
julia> using Ipopt; const MOI = Ipopt.MOI; model = Ipopt.Optimizer(linear_solver="pardiso"); MOI.add_variable(model); MOI.optimize!(model)
Exception of type: OPTION_INVALID in file "IpAlgBuilder.cpp" at line 374:
Exception message: Selected linear solver Pardiso not available.
Tried to obtain Pardiso from shared library "libpardiso.so", but the following error occured:
/home/parallels/Documents/julia/libpardiso.so: undefined symbol: GOMP_parallel
EXIT: Invalid option encountered.
julia> Libdl.dlopen("/usr/lib/x86_64-linux-gnu/libomp.so.5", RTLD_GLOBAL)
Ptr{Nothing} @0x00000000024ff860
julia> using Ipopt; const MOI = Ipopt.MOI; model = Ipopt.Optimizer(linear_solver="pardiso"); MOI.add_variable(model); MOI.optimize!(model)
***************************************************************************
CONTAINS Runtime Modules of Parallel Sparse Linear Solver PARDISO Vers. 6.0
Copyright Universita della Svizzera Italiana 2000-2018 All Rights Reserved.
No PARDISO license file found. Please see `http://www.pardiso-project.org
where to place the license file pardiso.lic
***************************************************************************
***************************************************************************
CONTAINS Runtime Modules of Parallel Sparse Linear Solver PARDISO Vers. 6.0
Copyright Universita della Svizzera Italiana 2000-2018 All Rights Reserved.
No PARDISO license file found. Please see `http://www.pardiso-project.org
where to place the license file pardiso.lic
***************************************************************************
***************************************************************************
CONTAINS Runtime Modules of Parallel Sparse Linear Solver PARDISO Vers. 6.0
Copyright Universita della Svizzera Italiana 2000-2018 All Rights Reserved.
No PARDISO license file found. Please see `http://www.pardiso-project.org
where to place the license file pardiso.lic
***************************************************************************
******************************************************************************
This program contains Ipopt, a library for large-scale nonlinear optimization.
Ipopt is released as open source code under the Eclipse Public License (EPL).
For more information visit http://projects.coin-or.org/Ipopt
******************************************************************************
This is Ipopt version 3.13.2, running with linear solver pardiso.
Number of nonzeros in equality constraint Jacobian...: 0
Number of nonzeros in inequality constraint Jacobian.: 0
Number of nonzeros in Lagrangian Hessian.............: 0
Total number of variables............................: 1
variables with only lower bounds: 0
variables with lower and upper bounds: 0
variables with only upper bounds: 0
Total number of equality constraints.................: 0
Total number of inequality constraints...............: 0
inequality constraints with only lower bounds: 0
inequality constraints with lower and upper bounds: 0
inequality constraints with only upper bounds: 0
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls
0 0.0000000e+00 0.00e+00 0.00e+00 -1.0 0.00e+00 - 0.00e+00 0.00e+00 0
Number of Iterations....: 0
(scaled) (unscaled)
Objective...............: 0.0000000000000000e+00 0.0000000000000000e+00
Dual infeasibility......: 0.0000000000000000e+00 0.0000000000000000e+00
Constraint violation....: 0.0000000000000000e+00 0.0000000000000000e+00
Complementarity.........: 0.0000000000000000e+00 0.0000000000000000e+00
Overall NLP error.......: 0.0000000000000000e+00 0.0000000000000000e+00
Number of objective function evaluations = 1
Number of objective gradient evaluations = 1
Number of equality constraint evaluations = 0
Number of inequality constraint evaluations = 0
Number of equality constraint Jacobian evaluations = 0
Number of inequality constraint Jacobian evaluations = 0
Number of Lagrangian Hessian evaluations = 0
Total CPU secs in IPOPT (w/o function evaluations) = 0.277
Total CPU secs in NLP function evaluations = 0.045
EXIT: Optimal Solution Found.
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I get the same issue, even if I add libpardiso.so to /opt and don't modify LD_LIBRARY_PATH.
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Merging as-is since this is better than no instructions. We can revise the instructions for each solver in separate PRs, and I'll make an issue to track the overall status. |
This was referenced Nov 23, 2020
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There are a lot of open issues relating to linear solvers with Ipopt. The installation instructions for this are non-existent, so here is an attempt. I don't have a Windows machine, so if people can chime in with instructions that work on Windows, that would be helpful.
The easiest way forward is almost certainly to use the
Ipopt_jllbinaries with thelinear_solverloading. However, Ipopt hard-codes the library names, which causes most of the difficulties.Here are solver/platform combinations I have tested and got working so far:
I have also updated the instructions for compiling a custom library. (#78, #197, #229 )