Coin-HSL Archive
2022.11.09
PERSONAL LICENCE
MA27, MA28, MC19 only.
Coin-HSL Full
2022.11.09
ACADEMIC LICENCE
All codes listed below.
HSL for IPOPT
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.
Free downloads
Are available from the boxes on the right. The personal licence on the HSL Archive package permits commercial use, but not redistribution.
A condition of the licence is that HSL is cited in any resulting publications or presentations:
"HSL. A collection of Fortran codes for large scale scientific computation. http://www.hsl.rl.ac.uk/"
Commercial Licencing
Details of commercial licencing, including incorporation licencing, are available on the STFC licencing portal.
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).
| Solver | Free to all | Free to academics | Problem size | Parallel | Repeatable answers | Notes |
|---|---|---|---|---|---|---|
| MA27 | Yes | Yes | Small | No | Yes | Out dated, relatively slow |
| MA57 | Yes | Small / Medium | Threaded BLAS | Yes | ||
| HSL_MA77 | Yes | Huge | Limited | Yes | Out-of-core | |
| HSL_MA86 | Yes | Large | Highly | No* | Designed for multicore | |
| HSL_MA97 | Yes | Small / Medium / Large | Yes | Yes | Slower 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.
