PIPS - suite of parallel optimization solvers mainly for stochastic optimization problems consisting of the following solvers: i. PIPS-IPM - parallel distributed memory interior-point for stochastic LPs and convex QPs ii. PIPS-S - distributed memory implementation of the revised simplex method iii. PIPS-NLP - parallel interior-point equipped with filter line-search for structured NLPs ############################################################################################### # LICENSE ############################################################################################### See LICENSE file. ############################################################################################### # CONTRIBUTIONS ############################################################################################### PIPS-IPM Cosmin G. Petra - Argonne National Laboratory Miles Lubin - Argonne National Laboratory Naiyuan Chiang - Argonne National Laboratory PIPS-S Miles Lubin - Argonne National Laboratory Cosmin G. Petra - Argonne National Laboratory Geoffrey Oxberry - Lawrence Livermore National Laboratory PIPS-NLP Naiyuan Chiang - Argonne National Laboratory Victor Zavala - Argonne National Laboratory and Univ. of Wisconsin-Madison Cosmin G. Petra - Argonne National Laboratory ############################################################################################### # 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 ThirdPartyLibs/UMFPACK 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 resources: PIPS-IPM, PIPS-S and PIPS-NLP. For the usages of these executables, please follow the README.txt files in the corresponding sub-folder. ############################################################################################### # 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