This works well for Ipopt, but I couldnâ€™t find the equivalent for Hypatia â€¦ I would have to change â€ślinear_solverâ€ť by an other right string â€¦

an other way to write it, is :

model = Model(Ipopt.Optimizer)
set_attribute(model,"linear_solver","ma27")

There is an option called syssolver that determines the strategy for solving Hypatiaâ€™s linear systems. The default is Solvers.QRCholDenseSystemSolver, so all the linear algebra is dense. You could try Solvers.SymIndefSparseSystemSolver{Float64}() if you suspecct that your problem will have sparse linear systems.

The files that you found do relate to the fact_cache field in the system solvers. But thatâ€™s a more subtle option. The HSL/Pardiso code probably hasnâ€™t been used for a long time.