Extensions

.gitignore

@@ -1,4 +1,4 @@
-### .gitignore file
+#### .gitignore file
 ## C++ files, from
 ## https://raw.githubusercontent.com/github/gitignore/master/C++.gitignore
 # Compiled Object files
@@ -50,11 +50,23 @@ slurm*
 build
 SharedLibraries
 build_pips
+# no additional .gitignore file for that
+ThirdPartyLibs/PARDISO
+ThirdPartyLibs/MUMPS
+ThirdPartyLibs/METIS
+ThirdPartyLibs/LUSOL
+pipstmp
+GAMSsmall
+PIPS-IPM/Drivers/simple/simple_data_12.gdx
 
 # Ignore the OS X DS_Store
 .DS_Store
 
 # Ignore Eclipse files
 .metadata*
 .project
+
 RemoteSystemsTempFiles*
+.cproject
+.settings
+/Debug/

CMakeLists.txt

@@ -8,14 +8,19 @@ list(APPEND CMAKE_MODULE_PATH ${CMAKE_MODULE_PATH} "${CMAKE_SOURCE_DIR}/cmake/Mo
 # For optimized build, set CMAKE_BUILD_TYPE to RELEASE
 # For optimized build with debug info, set CMAKE_BUILD_TYPE to RELWITHDEBINFO
 # CMAKE_BUILD_TYPE should be set at the command line or in a toolchain file
+set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -Wall -Wno-long-long -Wnon-virtual-dtor -Woverloaded-virtual")
+set(CMAKE_CXX_STANDARD 11)
+set(CMAKE_CXX_STANDARD_REQUIRED ON)
+
+# set(CMAKE_BUILD_TYPE  RELEASE)
 if(CMAKE_BUILD_TYPE)
   message("CMake build type is ${CMAKE_BUILD_TYPE}")
   message("Build type default flags are: ${CMAKE_CXX_FLAGS_${CMAKE_BUILD_TYPE}}")
   set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${CMAKE_CXX_FLAGS_${CMAKE_BUILD_TYPE}}")
 else()
   message("CMAKE_BUILD_TYPE not set!")
 endif(CMAKE_BUILD_TYPE)
-  
+
 option(BUILD_ALL "Build all of PIPS (PIPS-S, PIPS-IPM, PIPS-NLP)" ON)
 option(BUILD_PIPS_S "Build PIPS-S" OFF)
 option(BUILD_PIPS_IPM "Build PIPS-IPM" OFF)
@@ -38,10 +43,29 @@ if(DUMP)
   add_definitions(-DDUMP)
 endif()
 
-
 #with testing of (selected) executables
 option(WITH_MAKETEST "Enable 'make test'" ON)
 
+#use mkl_pardiso solver instead of schenk solver
+option(WITH_MKL_PARDISO "Use mkl_pardiso from Intel for PIPS-IPM" OFF)
+message(STATUS "WITH_MKL_PARDISO=${WITH_MKL_PARDISO}")
+
+#use (sparse) MUMPS solver for local Schur complement
+option(WITH_MUMPS_LEAF "Use MUMPS (if available) for (local) Schur complement at each leaf" OFF)
+message(STATUS "WITH_MUMPS_LEAF=${WITH_MUMPS_LEAF}")
+
+#use (sparse) MUMPS solver for global Schur complement
+option(WITH_MUMPS_ROOT "Use MUMPS (if available) for (global) Schur complement at root" OFF)
+message(STATUS "WITH_MUMPS_ROOT=${WITH_MUMPS_ROOT}")
+
+#compute local schur complement blockwise with pardiso
+option(WITH_PARDISO_BLOCKSC "Use Pardiso (if available) for comuting the Schur complement in blocks" OFF)
+message(STATUS "WITH_PARDISO_BLOCKSC=${WITH_PARDISO_BLOCKSC}")
+
+option(BUILD_GDX_SOURCE "Build GDX Source" OFF)
+message(STATUS "BUILD_GDX_SOURCE=${BUILD_GDX_SOURCE}")
+
+
 #with timing for PIPS-IPM
 
 #with PIPS IPM AND NLP profile metric
@@ -177,9 +201,11 @@ endif(${CMAKE_SYSTEM_NAME} MATCHES "BlueGeneP-static")
 if(MATH_LIBS)
 	message(STATUS "Using user-defined MATH_LIBS=${MATH_LIBS}")
 elseif(IS_DIRECTORY $ENV{MKLROOT})
-  #set(MATH_LIBS "-Wl,--start-group  $ENV{MKLROOT}/lib/intel64/libmkl_intel_lp64.a $ENV{MKLROOT}/lib/intel64/libmkl_sequential.a $ENV{MKLROOT}/lib/intel64/libmkl_core.a -Wl,--end-group -lpthread -lgfortran -ldl")
-    set(MATH_LIBS "-Wl,--start-group  -L$ENV{MKLROOT}/lib/intel64 -lmkl_intel_lp64 -lmkl_intel_thread -lmkl_core -lmkl_avx -lmkl_def -liomp5 -lgfortran -lpthread -lm -ldl")
-    #    set(MATH_LIBS "-mkl=parallel")
+    #set(MATH_LIBS "-Wl,--start-group -Wl,--no-as-needed -L$ENV{MKLROOT}/lib/intel64 -lmkl_intel_lp64 -lmkl_lapack95_lp64 -lmkl_sequential -lmkl_core -lgfortran -fopenmp -lpthread -lm -Wl,--end-group -std=c++11 -Wall -O3")
+
+    set(MATH_LIBS "-Wl,--start-group  $ENV{MKLROOT}/lib/intel64/libmkl_intel_lp64.a $ENV{MKLROOT}/lib/intel64/libmkl_sequential.a $ENV{MKLROOT}/lib/intel64/libmkl_core.a -Wl,--end-group -lpthread -lgfortran -ldl")
+    #set(MATH_LIBS "-Wl,--start-group  -L$ENV{MKLROOT}/lib/intel64 -lmkl_intel_lp64 -lmkl_intel_thread -lmkl_core -lmkl_avx -lmkl_def -liomp5 -lgfortran -lpthread -lm -ldl")
+    #     set(MATH_LIBS "-mkl=parallel")
     message(STATUS "Using MKLROOT:$ENV{MKLROOT} MATH_LIBS=${MATH_LIBS}")
 else(MATH_LIBS)
     message(STATUS "Searching system path for MATH_LIBS")
@@ -268,11 +294,12 @@ if(BUILD_PIPS_IPM OR BUILD_PIPS_NLP)
     set(HAVE_MA27 TRUE)
     message(STATUS "MA27_LIBRARY = ${MA27_LIBRARY}")
   endif(MA27_LIBRARY)
-
-  set(METIS_DIR ${SHARED_DIR}/METIS/src)
-  find_library(METIS_LIBRARY NAME libmetis.a HINTS ${METIS_DIR} PATHS ${METIS_DIR})
-  find_path(METIS_INCLUDE_DIR NAME metis.h HINTS ${METIS_DIR}/Lib)
+  set(METIS_DIR ${SHARED_DIR}/METIS)
+  find_library(PARMETIS_LIBRARY NAME libparmetis.a HINTS ${METIS_DIR}/lib PATHS ${METIS_DIR}/lib)
+  find_library(METIS_LIBRARY NAME libmetis.a HINTS ${METIS_DIR}/lib PATHS ${METIS_DIR})
+  find_path(METIS_INCLUDE_DIR NAME metis.h HINTS ${METIS_DIR}/include)
   if(METIS_INCLUDE_DIR AND METIS_LIBRARY)
+    message(STATUS "METIS_INCLUDE_DIR = ${METIS_INCLUDE_DIR}")
     include_directories(${METIS_INCLUDE_DIR})
     set(HAVE_METIS TRUE)
   else()
@@ -289,6 +316,79 @@ if(BUILD_PIPS_IPM OR BUILD_PIPS_NLP)
   #MA86 is not needed at this time
   #find_library(MA86_LIBRARY hsl_ma86 PATHS ${MA86_DIR}/lib)
 
+  #MUMPS Solver REMARK: Identical to the one from PIPS Master, so can simply be replaced if this branch is merged into master
+  if(WITH_MUMPS_LEAF OR WITH_MUMPS_ROOT)
+    set(MUMPS_DIR ${SHARED_DIR}/MUMPS)
+    find_library(MUMPS_D_LIBRARY libdmumps.a PATHS ${MUMPS_DIR}/lib NO_DEFAULT_PATH)
+    find_library(MUMPS_COMMON_LIBRARY libmumps_common.a PATHS ${MUMPS_DIR}/lib NO_DEFAULT_PATH)
+    find_library(MUMPS_PORD_LIBRARY libpord.a PATHS ${MUMPS_DIR}/lib NO_DEFAULT_PATH)
+    find_path(MUMPS_INCLUDE_DIR NAME dmumps_c.h HINTS ${MUMPS_DIR}/include NO_DEFAULT_PATH)
+    if(NOT MUMPS_D_LIBRARY OR NOT MUMPS_COMMON_LIBRARY OR NOT MUMPS_PORD_LIBRARY OR NOT MUMPS_INCLUDE_DIR)
+      message(WARNING "even though WITH_MUMPS_LEAF/WITH_MUMPS_ROOT was specified : no MUMPS was found under ${MUMPS_DIR}/lib")
+   endif(NOT MUMPS_D_LIBRARY OR NOT MUMPS_COMMON_LIBRARY OR NOT MUMPS_PORD_LIBRARY OR NOT MUMPS_INCLUDE_DIR)
+  endif(WITH_MUMPS_LEAF OR WITH_MUMPS_ROOT)
+
+  if(MUMPS_INCLUDE_DIR AND MUMPS_D_LIBRARY AND PARMETIS_LIBRARY)
+    # we assume the other libraries are in there
+    set(HAVE_MUMPS TRUE)
+    message(STATUS "FOUND MUMPS")
+    # you may need parmetis if mumps was build with parmetis (we recommend using parmetis). For more info
+    # see the readme file in ThirdPartyLibs/MUMPS and the sample build file in PIPS-NLP/Core/LinearSolvers/MumpsSolver
+    # In short: insert something like the following line to MUMPS_LIBRARY below
+    # -L/home/petra1/work/installs/parmetis-4.0.3/lib -lparmetis
+    # hack(ish) way of specifying the many mumps libraries
+    # - put all the  mumps libraries: -ldmumps -lmumps_common -lpord
+    # - scalapack should be set in ${SCALAPACK_LIBRARIES} using Toolchain.cmake (or hardcoded here)
+    # - mpifort also needed
+    # - parmetis 5.0 or later required by mumps but no need to specify it here: it should be detected by the build system at this point
+    # NOTE: the version of METIS recieved with wgetMETIS in ThirdPartyLibs/METIS does not export all necessary symbols for parmetis and MumpsSolver
+    #    use either the metis shipped together with permetis or download seperately and link against it
+    #    related ERROR looks like: ... undefined reference to `metis_setdefaultoptions_'
+    if(NOT SCALAPACK_LIBRARIES)
+      MESSAGE(STATUS "SCALAPACK_LIBRARIES for MUMPS not set. Default linking for Ubuntu.")
+      find_library(SCALAPACK_OMPI_LIBRARY NAMES scalapack-openmpi)
+      find_library(BLACS_LIBRARY blacs-openmpi)
+      find_library(BLACSF77_LIBRARY blacsF77init-openmpi)
+      find_library(BLACS_CINIT_LIBRARY blacsCinit-openmpi)
+      set(SCALAPACK_LIBRARIES "${SCALAPACK_OMPI_LIBRARY} ${BLACS_LIBRARY} ${BLACSF77_LIBRARY} ${BLACS_CINIT_LIBRARY}")
+    endif(NOT SCALAPACK_LIBRARIES)
+    message(STATUS "SCALAPACK_LIBRARIES:=${SCALAPACK_LIBRARIES}")
+    find_library(BLACS_LIBRARY NAMES blacs-openmpi)
+    message(STATUS "BLACS_LIBRARY:=${BLACS_LIBRARY}")
+    # -lmpi_mpifh includes the OpenMPI Fortran MPI interface used when
+    # building MUMPS. MPICH requires -lmpifort
+    if(NOT MUMPS_FORT_LIB)
+      MESSAGE(STATUS "MUMPS_FORT_LIB not set for linking the Fortran MPI interface library required by MUMPS. Using OpenMPI Fortran interface -lmpi_mpifh")
+      find_library(MUMPS_FORT_LIB mpi_mpifh)
+    endif(NOT MUMPS_FORT_LIB)
+   set(MUMPS_LIBRARY "-Wl,--start-group ${MUMPS_D_LIBRARY} ${MUMPS_COMMON_LIBRARY} ${MUMPS_FORT_LIB} ${MUMPS_PORD_LIBRARY} ${SCALAPACK_LIBRARIES} ${METIS_LIBRARY} \
+   ${PARMETIS_LIBRARY} -Wl,--end-group")
+    message(STATUS "MUMPS_LIBRARIES:=${MUMPS_LIBRARY}")
+    include_directories(${MUMPS_INCLUDE_DIR})
+  else ()
+     set(HAVE_MUMPS FALSE)
+    message(STATUS "MUMPS library and/or headers are not present. Will build PIPS without MUMPS")
+    set(MUMPS_LIBRARY "")
+  endif(MUMPS_INCLUDE_DIR AND MUMPS_D_LIBRARY AND PARMETIS_LIBRARY)
+
+
+  #MKL_PARDISO Solver
+  set(HAVE_MKL_PARDISO FALSE)
+  if(WITH_MKL_PARDISO)
+    if(${CMAKE_SYSTEM_NAME} MATCHES "Linux")
+      if(IS_DIRECTORY $ENV{MKLROOT})
+        find_library(MKL_INTEL_LP64_LIBRARY NAME libmkl_intel_lp64.a HINTS $ENV{MKLROOT}/lib/intel64_lin)
+        find_library(MKL_CORE_LIBRARY NAME libmkl_core.a HINTS $ENV{MKLROOT}/lib/intel64_lin)
+        find_library(MKL_SEQUENTIAL_LIBRARY NAME libmkl_sequential.a HINTS $ENV{MKLROOT}/lib/intel64_lin)
+        set(MKL_PARDISO_LIBS "-Wl,--start-group ${MKL_INTEL_LP64_LIBRARY} ${MKL_CORE_LIBRARY} ${MKL_SEQUENTIAL_LIBRARY} -Wl,--end-group -lgfortran -lpthread -lm")
+        include_directories($ENV{MKLROOT}/include)
+        set(HAVE_MKL_PARDISO TRUE)
+      endif(IS_DIRECTORY $ENV{MKLROOT})
+    endif(${CMAKE_SYSTEM_NAME} MATCHES "Linux")
+  message(STATUS "MKL_pardiso libs: \n\t${MKL_INTEL_LP64_LIBRARY} \n\t${MKL_CORE_LIBRARY} \n\t${MKL_SEQUENTIAL_LIBRARY}")
+  message(STATUS "HAVE_MKL_PARDISO is ${HAVE_MKL_PARDISO}")
+  endif(WITH_MKL_PARDISO)
+
   #PARDISO Solver
   set(PARDISO_DIR ${SHARED_DIR}/PARDISO/src)
   set(HAVE_PARDISO FALSE)
@@ -313,32 +413,31 @@ if(BUILD_PIPS_IPM OR BUILD_PIPS_NLP)
     else(${CMAKE_SYSTEM_NAME} MATCHES "BlueGeneQ-static")
       if(IS_XE6)
         #find_library(PARDISO_LIBRARY NAMES "libpardiso495-GNU470-XE6.so"	  PATHS "/scratch/rosa/petra/shared_libs/")
-	set(PARDISO_LIBRARY "/scratch/rosa/petra/shared_libs/libpardiso495-GNU430-XE6.so")
-	message(STATUS "PARDISO library found, using ${PARDISO_LIBRARY}")
+	      set(PARDISO_LIBRARY "/scratch/rosa/petra/shared_libs/libpardiso495-GNU430-XE6.so")
+	      message(STATUS "PARDISO library found, using ${PARDISO_LIBRARY}")
       else(IS_XE6)
-	if(IS_XK7)
-	  set(PARDISO_LIBRARY "/scratch/todi/petra/shared_libs/libpardiso495-GNU430-XK7.so")
-	else(IS_XK7)
-	  if(IS_XC30)
-	    set(PARDISO_LIBRARY "${PARDISO_LIBS_STATIC}")
-	  else(IS_XC30)
-	    set(PARDISO_LIBRARY ${PARDISO_DIR}/libpardiso.so)
-	  endif(IS_XC30)
-	endif(IS_XK7)
+	      if(IS_XK7)
+	        set(PARDISO_LIBRARY "/scratch/todi/petra/shared_libs/libpardiso495-GNU430-XK7.so")
+	      else(IS_XK7)
+	        if(IS_XC30)
+            set(PARDISO_LIBRARY "${PARDISO_LIBS_STATIC}")
+	        else(IS_XC30)
+            set(PARDISO_LIBRARY ${PARDISO_DIR}/libpardiso.so)
+	        endif(IS_XC30)
+	      endif(IS_XK7)
       endif(IS_XE6)
-
       if(EXISTS ${PARDISO_LIBRARY} OR IS_XC30)
-	FIND_PACKAGE( OpenMP REQUIRED )
-	set(HAVE_PARDISO TRUE)
-	set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${OpenMP_CXX_FLAGS}")
-	set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} ${OpenMP_EXE_LINKER_FLAGS}")
+	      FIND_PACKAGE( OpenMP REQUIRED )
+	      set(HAVE_PARDISO TRUE)
+	      set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${OpenMP_CXX_FLAGS}")
+	      set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} ${OpenMP_EXE_LINKER_FLAGS}")
       else(EXISTS ${PARDISO_LIBRARY} OR IS_XC30)
-	set(PARDISO_LIBRARY "")
+	      set(PARDISO_LIBRARY "")
       endif(EXISTS ${PARDISO_LIBRARY} OR IS_XC30)
     endif(${CMAKE_SYSTEM_NAME} MATCHES "BlueGeneQ-static")
   endif(${CMAKE_SYSTEM_NAME} MATCHES "BlueGeneP-static")
 
-  message(STATUS "Pardiso lib: ${PARDISO_LIBRARY}  and HAVE_PARDISO is ${HAVE_PARDISO}")
+  message(STATUS "Pardiso lib: ${PARDISO_LIBRARY} and HAVE_PARDISO is ${HAVE_PARDISO}")
 
   #setting CXX_FLAGS
   if(HAVE_MA27)
@@ -361,10 +460,26 @@ if(BUILD_PIPS_IPM OR BUILD_PIPS_NLP)
 
   if(HAVE_PARDISO)
     set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -DWITH_PARDISO")
+    if(WITH_PARDISO_BLOCKSC)
+      set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -DPARDISO_BLOCKSC")
+    endif(WITH_PARDISO_BLOCKSC)    
   else(HAVE_PARDISO)
     set(PARDISO_LIBRARY "")
   endif(HAVE_PARDISO)
 
+  if(HAVE_MUMPS)
+    if(WITH_MUMPS_LEAF)
+      set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -DWITH_MUMPS_LEAF")
+    endif(WITH_MUMPS_LEAF)
+    if(WITH_MUMPS_ROOT)
+      set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -DWITH_MUMPS_ROOT")
+    endif(WITH_MUMPS_ROOT)
+  endif(HAVE_MUMPS)
+
+
+  if(HAVE_MKL_PARDISO AND WITH_MKL_PARDISO)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -DWITH_MKL_PARDISO")
+  endif(HAVE_MKL_PARDISO AND WITH_MKL_PARDISO)
 endif()
 
 if (BUILD_PIPS_S AND BUILD_PIPS_IPM)
@@ -492,6 +607,7 @@ enable_testing()
 
 if(BUILD_PIPS_IPM)
   add_test(NAME PIPS-IPM-multipleTests COMMAND sh ${PROJECT_SOURCE_DIR}/PIPS-IPM/Test/pipsipmMultiTests.sh $<TARGET_FILE:pipsipmFromRaw> ${PROJECT_SOURCE_DIR}/PIPS-S/Test/rawInput)
+  add_test(NAME PIPS-IPM-linkingConsTest COMMAND sh ${PROJECT_SOURCE_DIR}/PIPS-IPM/Test/pipsipmLinkConsTest.sh $<TARGET_FILE:pipsipmCallbackExample> )
 endif(BUILD_PIPS_IPM)
 
 if(BUILD_PIPS_S)

Input/rawInput.cpp

@@ -61,8 +61,7 @@ void rawInput::parseZeroData(const std::string &zerodata, int overrideScenarioNu
 	string line;
 	getline(f1,line);
 	getline(f1,line);
-	size_t loc = line.find("Only Bounds Vary");
-	assert(loc == 0);
+	assert(line.find("Only Bounds Vary") == 0);
 	f1 >> nSecondStageVars_;
 	f1 >> nSecondStageCons_;
 
@@ -91,8 +90,7 @@ void rawInput::parseZeroData(const std::string &zerodata, int overrideScenarioNu
 
 	getline(f1,line);
 	getline(f1,line);
-	loc = line.find("A matrix");
-	assert(loc == 0);
+	assert(line.find("A matrix") == 0);
 
 	CoinBigIndex nnz;
 	vector<CoinBigIndex> starts;
@@ -116,8 +114,7 @@ void rawInput::parseZeroData(const std::string &zerodata, int overrideScenarioNu
 
 	getline(f1,line);
 	getline(f1,line);
-	loc = line.find("W matrix");
-	assert(loc == 0);
+	assert(line.find("W matrix") == 0);
 
 	f1 >> nnz;
 	starts.resize(nSecondStageVars_+1);
@@ -136,8 +133,7 @@ void rawInput::parseZeroData(const std::string &zerodata, int overrideScenarioNu
 
 	getline(f1,line);
 	getline(f1,line);
-	loc = line.find("T matrix");
-	assert(loc == 0);
+	assert(line.find("T matrix") == 0);
 
 	f1 >> nnz;
 	starts.resize(nFirstStageVars_+1);
@@ -190,8 +186,7 @@ void rawInput::loadLocalScenData(int scen) {
 	string line;
 	getline(f,line);
 	getline(f,line);
-	size_t loc = line.find("Only Bounds Vary");
-	assert(loc == 0);
+	assert(line.find("Only Bounds Vary") == 0);
 	double scale = 1.0;
 	if (nScenariosTrue != nScenarios_) {
 		scale = static_cast<double>(nScenariosTrue)/static_cast<double>(nScenarios_);