A collection of HSL packages for use with IPOPT
Technology No.

Latest version: 2023.11.17

HSL provides a number of linear solvers that can be used in IPOPT. We provide several different ways for IPOPT users to download our codes.

Which solver?

For general use we recommend HSL_MA97. For small or highly sparse problems use MA57. For huge problems use HSL_MA86 (if factors fit in memory) or HSL_MA77 (if they don't).

SolverFree to allFree to academicsProblem sizeParallelRepeatable answersNotes
MA27YesYesSmallNoYesOutdated, relatively slow. 
Can be downloaded as a standalone package.
MA57YesSmall / MediumThreaded BLASYes
HSL_MA77YesHugeLimitedYesOut-of-core
HSL_MA86YesLargeHighlyNo*Designed for multicore
HSL_MA97YesSmall / Medium / LargeYesYesSlower than HSL_MA86 on large problems

* Note: HSL_MA86 achieves repeatable answers in serial, however when running in parallel operations may be reordered for better performance. This leads to different (but equally valid) solutions.

Performance tips

  • Try different scaling options using solver specific settings in ipopt.opt.
  • For many problems scaling is not necessary. In particular try "ma57_automatic_scaling no" when using MA57 on small problems.
  • See our report On the effects of scaling on the performance of Ipopt for a review of these effects.
  • When using HSL_MA86 or HSL_MA97 ensure MeTiS ordering is compiled into Ipopt to maximize parallelism.
  • swap_vertical_circlelibrary_booksReferences (0)
  • swap_vertical_circlecloud_downloadSupporting documents (2)
    Checksums
    sha256 checksums for CoinHSL distributables
    checksums.txt (2 KB)
    DOWNLOAD
    ChangeLog
    A list of changes in each release of CoinHSL
    ChangeLog.txt (3 KB)
    DOWNLOAD
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HSL Academic Licence
An academic licence for the HSL software tied to the licencee.

Term: perpetual

Price per licence:
£0.00 excl. VAT

HSL Named User Licence
A commercial licence for the HSL software covering a set of named users.

Term: perpetual

Price per user:
From £1,743.00 excl. VAT

HSL Commercial Small Site Licence
A commercial licence for the HSL software covering up to 20 concurrent users.

Term: perpetual

Price per site:
From £8,524.00 excl. VAT

HSL Commercial Unlimited Site Licence
A commercial licence for the HSL software for internal use.

Term: perpetual

Price per licence:
From £21,310.00 excl. VAT

HSL Incorporation Licence.
An incorporation licence for the HSL software

Term: perpetual

Price per licence:
TBD

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