Example code to check parallelism of HSL solver MA97 in IPOPT

Question

I'm working on solving non-linear optimization problems. Currently I'm evaluating different algorithms to find out which one fits my problem best. I'm using MATLAB 2020b on Ubuntu 20.04 LTS.

I currently got IPOPT with the HSL solvers up and running. My problem consists of a few hundred variables (~500 at the moment). Switching to MA97 didn't show any performance improvements. Probably my problem is too small? Nevertheless, I'd like to check if the parallelism of MA97 compared to e.g. MA27 is working properly, hence, if I compiled everything correctly.

Is there any sample problem where I can verify if MA97 is working multi-threaded but MA27 not?

Answer 1

Several approaches suggested:

1. Try to debug from Matlab into the native code and see what IPOPT is calling into. This approach is tricky because Matlab itself uses OpenMP.
2. Use proc filesystem, if there are subdirectories under /proc/self/tasks, the process is multi-threaded. This approach has the same issues as above (Matlab backend will likely be using multi-threading).
3. Use environmental variables to limit the number of OpenMP threads (OMP_THREAD_LIMIT) and check for performance changes. Will need to measure this difference specifically around the call to IPOPT, as again, Matlab will be using OpenMP for its own functionality.

Matlab has a built-in profiler:

% start profiling
profile on

% your code ...

% launch profile viewer
profile viewer

Also, the IPOPT logs may be helpful. If the solver is multithreaded, there should be a difference between elapsed real-time and CPU time. This scales with parallelism, i.e

CPU time ∝ threads count * elapsed real-time

This is a rough approximation which is only valid up to the point you become resource-constrained on the number of threads.

Answer 2

I hope you already solved your problem. But I want to reply to help others. If you pass option linear_solver ma97 IPOPT should use HSL MA97 solver. I dont know how it can be done from MATLAB but if you add working directory "ipopt.opt" file IPOPT will read this file and apply specified options. File content: (no equality sign) linear_solver ma97