Problem with running Ipopt with Pardiso on jupyter notebook

Specific Domains Optimization (Mathematical)
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1

Dear all,

I am trying to solve an optimization problem from jupyter notebook using JuMP with solver Ipopt (Pardiso linear solver). I can solve the problem without any problem when the code is in a filename.jl file and I run it using include("filename.jl") method. However, when I am trying to run the same code line by line from the jupyter notebook, I get the following errors:

  1. While running the codeblock:
Libdl.dlopen("/usr/lib/x86_64-linux-gnu/libomp.so.5", RTLD_GLOBAL)

(the path name is correct, it does contain the file and so on)

I get the error:

LoadError: could not load library "/usr/lib/x86_64-linux-gnu/libomp.so.5"
/usr/lib/x86_64-linux-gnu/libomp.so.5/libomp.so.5: cannot open shared object file: No such file or directory
  1. While running the codeblock
set_optimizer_attribute(model, "linear_solver", "pardiso")

I get the error:

Exception of type: DYNAMIC_LIBRARY_FAILURE in file "Common/IpLibraryLoader.cpp" at line 67:
 Exception message: libpardiso.so: cannot open shared object file: No such file or directory

I am not sure what is going on. Any tips/suggestion will be much appreciated.

2

I can solve the problem without any problem when the code is in a filename.jl file and I run it using include("filename.jl") method

I’m not sure then. It’s likely that Jupyter is messing with your load path. This seems more like a Jupyter question than one specific to Ipopt.

3

Yes, I think so too as well. I was trying to run this on MIT Supercloud’s jupyter environment and found that it does not have the same environment variables as their terminal system. I have asked the people in charge of MIT Supercloud to help with this. I am closing this issue, thanks @odow !

1 Like
4

Okay, yeah if this is on MIT’s cloud environment any number of things could be set up differently.

If you can’t figure out the problem, you should be able to compile a new version of Ipopt with Pardiso included, and then use an override:
https://jump.dev/JuMP.jl/stable/developers/custom_solver_binaries/

5

Thanks @odow ! Sounds good, the supercloud admins have given me some tips, let me try to implement those and see if I can make it work. If not, I will try to compile a new version of Ipopt as you suggested.