Subsections

WSMP Linear Solver


wsmp_num_threads:

Number of threads to be used in WSMP
This determines on how many processors WSMP is running on. This option is only available if Ipopt has been compiled with WSMP. The valid range for this integer option is $ {\tt -inf} < {\tt wsmp\_num\_threads } < {\tt +inf}$ and its default value is $ 1$.


wsmp_ordering_option:

Determines how ordering is done in WSMP (IPARM(16)
This corresponds to the value of WSSMP's IPARM(16). This option is only available if Ipopt has been compiled with WSMP. The valid range for this integer option is $ -2 \le {\tt wsmp\_ordering\_option } \le 3$ and its default value is $ 1$.


wsmp_pivtol:

Pivot tolerance for the linear solver WSMP.
A smaller number pivots for sparsity, a larger number pivots for stability. This option is only available if Ipopt has been compiled with WSMP. The valid range for this real option is $ 0 < {\tt wsmp\_pivtol } < 1$ and its default value is $ 0.0001$.


wsmp_pivtolmax:

Maximum pivot tolerance for the linear solver WSMP.
Ipopt may increase pivtol as high as pivtolmax to get a more accurate solution to the linear system. This option is only available if Ipopt has been compiled with WSMP. The valid range for this real option is $ 0 < {\tt wsmp\_pivtolmax } < 1$ and its default value is $ 0.1$.


wsmp_scaling:

Determines how the matrix is scaled by WSMP.
This corresponds to the value of WSSMP's IPARM(10). This option is only available if Ipopt has been compiled with WSMP. The valid range for this integer option is $ 0 \le {\tt wsmp\_scaling } \le 3$ and its default value is 0.


wsmp_singularity_threshold:

WSMP's singularity threshold.
WSMP's DPARM(10) parameter. The smaller this value the less likely a matrix is declared singular. This option is only available if Ipopt has been compiled with WSMP. The valid range for this real option is $ 0 < {\tt wsmp\_singularity\_threshold } < 1$ and its default value is $ 1 \cdot 10^{-18}$.