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Parallel solvers for optimization problems
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PIPS - suite of parallel optimization solvers mainly for stochastic optimization problems consisting of the following solvers: i. PIPS-IPM - parallel MPI+OpenMP interior-point for stochastic LPs and convex QPs ii. PIPS-S - parallel MPI implementation of the revised simplex method iii. PIPS-NLP - parallel MPI interior-point for structured NLPs ################################################################################### # LICENSE ################################################################################### See LICENSE file. #################################################################################### # CONTRIBUTIONS #################################################################################### PIPS-IPM Developed by: Cosmin G. Petra - Argonne National Laboratory Contributions from: Miles Lubin - Argonne National Laboratory Naiyuan Chiang - Argonne National Laboratory PIPS-S Developed by: Miles Lubin - Argonne National Laboratory Cosmin G. Petra - Argonne National Laboratory Contributions from: Geoffrey Oxberry - Lawrence Livermore National Laboratory Julian Hall - U. of Edinburgh PIPS-NLP Developed by: Naiyuan Chiang - Argonne National Laboratory Victor Zavala - Argonne National Laboratory and Univ. of Wisconsin-Madison Cosmin G. Petra - Argonne National Laboratory #################################################################################### # INSTALATION Instructions #################################################################################### Building PIPS-S only can be achieved via 1) cmake -DBUILD_ALL=OFF -DBUILD_PIPS_S=ON <path_to_CMakeLists.txt> or 2) including "set(BUILD_ALL OFF); set(BUILD_PIPS_S ON)" in a toolchain file, then invoking cmake -DCMAKE_TOOLCHAIN_FILE=<path_to_toolchain_file> <path_to_CMakeLists.txt> Same applies to PIPS-IPM and PIPS-NLP (option names BUILD_PIPS_IPM and BUILD_PIPS_NLP, respectively). General instalation instructions 1. Install package wget, cmake, mpich2, and boost. You can get them via the following command (xxx stands for the name of the package): In Linux(Ubuntu): apt-get install xxxx 2. Go to the following folders and run the script wgetXXX.sh ThirdPartyLibs/ASL ThirdPartyLibs/CBC ThirdPartyLibs/ConicBundle ThirdPartyLibs/METIS For an example, use command "sh wgetASL.sh" in the folder ThirdPartyLibs/ASL 3. Download MA27 and MA57 from HSL and put the source code in the correct folder. (See ThirdPartyLibs/MA27/README.txt and ThirdPartyLibs/MA57/README.txt for more details.) 4. Assuming we are trying to install PIPS in the folder PIPSMAINPATH/build_pips, where PIPSMAINPATH is the root instalation folder, use the following commands in the PIPSMAINPATH folder to configure and install PIPS: mkdir build_pips cd build_pips cmake .. make 5. The build system will install executables from three sources: PIPS-IPM, PIPS-S and PIPS-NLP. ##################################################################################### # ACKNOWLEDGMENTS ##################################################################################### PIPS has been developed under the financial support of: - Department of Energy, Office of Advanced Scientific Computing Research - Department of Energy, Early Career Program - Department of Energy, Office of Electricity Delivery and Energy Reliability PIPS-IPM and PIPS-NLP are derivative works of OOQP (http://pages.cs.wisc.edu/~swright/ooqp/) by E. Michael Gertz and Stephen. Wright
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