Ipopt

Ipopt (Interior Point OPTimizer, pronounced "Eye-Pea-Opt") is an open-source non-linear optimizer using the interior point method.

Ipopt is commonly used in solving power flow, e.g., AC Optimal Power Flow, and controls problems. Please refer to their project website for the source code. The documentation can be found here.

Installation

The default installation instructions can be found in the Ipopt documentation here. The remainder of the page describes what has worked for NREL HPC users.

Eagle

We will use COIN-OR's coinbrew repo to build Ipopt along with the dependencies ASL, HSL and Mumps libraries.

Note

Follow the instructions to setup the environment for HSL before proceeding with the steps below.

1. module load gcc/8.4.0 mkl
2. Clone (or download) the coinbrew repo. If you download the repo you may have to change the permissions on the coinbrew script before using it: chmod u+x coinbrew/coinbrew
3. cd into the directory
4. ./coinbrew fetch Ipopt@stable/3.13
   • This fetches the branch stable/3.13 of the Ipopt repository as well as the dependencies COIN-OR repositories ThirdParty-ASL, ThirdParty-HSL and ThirdParty-Mumps (other versions of Ipopt can also be downloaded in this manner)
5. cd ThirdParty/HSL
6. Copy the HSL source code to the current directory and unpack it
7. Create a link called coinhsl that points to the HSL source code (or rename the directory)
8. Go back to coinbrew root directory: cd ../..

9. Configure and build everything:

   ./coinbrew build Ipopt --disable-java --prefix="${MYAPPS}" --with-metis-cflags="-I${MYINC}" --with-metis-lflags="-L${MYLIB} -lmetis" --with-lapack-lflags="-L${MKLROOT}/lib/intel64 -Wl,--no-as-needed -lmkl_rt -lpthread -lm -ldl" --with-lapack-cflags="-m64 -I${MKLROOT}/include" ADD_CFLAGS="-march=skylake-avx512" ADD_FCFLAGS="-march=skylake-avx512" ADD_FFLAGS="-march=skylake-avx512"
   

   • build Ipopt tells coinbrew to configure and build Ipopt and its dependencies
   • --disable-java says to build Ipopt without the java interface
   • --prefix says to install the library in "${MYAPPS}"
   • --with-metis-cflags gives the compiler the location of the metis header "metis.h"
   • --with-metis-lflags gives the linker the location and name of the metis library
   • --with-lapack-lflags gives the location of LAPACK and BLAS libraries as well as the needed linker lines. Here we are using Intel's single dynamic library interface (google "mkl single dynamic library" for more details on this).
   • ADD_CFLAGS, ADD_FCFLAGS and ADD_FFLAGS say to use those extra flags when compiling C and fortran code, respectively. Specifically, -march=skylake-avx512 tells the compiler to optimize code for the skylake CPUs on Eagle which is recommended for perfomance reasons.

Tip

When linking with MKL libraries, Intel's link line advisor is extremely helpful.

Note

When compiling Julia with MKL libraries, the single dynamic library interface is used to link against. This is why we are also using that linking method. Using a different linking method will cause unusual behaviors when using Ipopt with Julia (e.g. through JuMP).

Usage

Using Custom Ipopt with JuMP

Note

When running your custom Ipopt build on Eagle, you will need to do two things:

1. Load the same MKL module you compiled against:

   module load mkl
   

2. Add the directory containing Ipopt and HSL libraries to your LD_LIBRARY_PATH

   export LD_LIBRARY_PATH=${LD_LIBRARY_PATH}:${MYLIB}
   

To use our custom installation of Ipopt with Ipopt.jl, we do the following:

1. Open the Julia REPL and activate an environment that has Ipopt installed
2. Tell Julia and Ipopt.jl the location of our Ipopt library and executable

   ENV["JULIA_IPOPT_LIBRARY_PATH"] = ENV["MYLIB"]
   ENV["JULIA_IPOPT_EXECUTABLE_PATH"] = ENV["MYBIN"]
   

3. Rebuild Ipopt.jl with the above environment variables set to pick up the new library and executable

   using Pkg; Pkg.build("Ipopt");
   

4. Print the path Ipopt.jl has stored for libipopt.so. This should be the location of your compiled version.

   using Ipopt; println(Ipopt.libipopt_path)