Installation

To install MadNLP, simply proceed to

pkg> add MadNLP

Note

The default installation comes is shipped only with two linear solvers (Umfpack and Lapack), which are not adapted to solve the KKT systems arising in large-scale nonlinear problems. We recommend using a specialized linear solver to speed-up the solution of the KKT systems.

In addition to Lapack and Umfpack, the user can install the following extensions to use a specialized linear solver.

HSL linear solver

If the user has access to HSL, we recommend using this set of linear solver inside the interior-point algorithm.

To build MadNLP with HSL linear solvers (Ma27, Ma57, Ma77, Ma86, Ma97), the source codes need to be obtained by the user from http://www.hsl.rl.ac.uk/ipopt/ under Coin-HSL Full (Stable). The source codes are distributed as a tarball file coinhsl-*.tar.gz. Once uncompressed, the absolute path to the extracted source code should be specified as:

julia> ENV["MADNLP_HSL_SOURCE_PATH"] = "/opt/coinhsl"

If the user has already compiled the HSL solver library, one can simply provide a path to the compiled shared library (in this case, the source code is not compiled and the provided shared library is directly used):

julia> ENV["MADNLP_HSL_LIBRARY_PATH"] = "/usr/lib/libcoinhsl.so"

Once the environment variable set, build MadNLPHSL with

pkg> build MadNLPHSL

Mumps linear solver

Mumps is an open-source sparse linear solver, whose binaries are kindly provided as a Julia artifact. Installing Mumps simply amounts to

pkg> add MadNLPMumps

Pardiso linear solver

To use Pardiso, the user needs to obtain the Pardiso shared libraries from https://www.pardiso-project.org/, provide the absolute path to the shared library:

julia> ENV["MADNLP_PARDISO_LIBRARY_PATH"] = "/usr/lib/libpardiso600-GNU800-X86-64.so"

and place the license file in the home directory. After obtaining the library and the license file, run

pkg> build MadNLPPardiso

The build process requires a C compiler.