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What is PIPS?

PIPS is a suite of parallel optimization solvers mainly for stochastic optimization problems consisting of the following solvers:

  • PIPS-IPM - parallel MPI+OpenMP interior-point for stochastic LPs and convex QPs
  • PIPS-S - parallel MPI implementation of the revised simplex method
  • PIPS-NLP - parallel MPI interior-point for structured NLPs

LICENSE

See LICENSE file.

CONTRIBUTIONS

PIPS-IPM

Developed by:

  • Cosmin G. Petra - Lawrence Livermore / Argonne National Laboratory

Contributions from:

  • Miles Lubin - Argonne National Laboratory
  • Naiyuan Chiang - Argonne National Laboratory

PIPS-S

Developed by:

  • Miles Lubin - Argonne National Laboratory
  • Cosmin G. Petra - Lawrence Livermore / Argonne National Laboratory

Contributions from:

  • Geoffrey Oxberry - Lawrence Livermore National Laboratory
  • Julian Hall - U. of Edinburgh

PIPS-NLP

Developed by:

  • Naiyuan Chiang - Argonne National Laboratory
  • Victor Zavala - Argonne National Laboratory and Univ. of Wisconsin-Madison
  • Cosmin G. Petra - Lawrence Livermore / Argonne National Laboratory

INSTALLATION Instructions

Building PIPS-S only can be achieved via

  1. cmake -DBUILD_ALL=OFF -DBUILD_PIPS_S=ON <path_to_CMakeLists.txt> or
  2. including "set(BUILD_ALL OFF); set(BUILD_PIPS_S ON)" in a toolchain file, then invoking cmake -DCMAKE_TOOLCHAIN_FILE=<path_to_toolchain_file> <path_to_CMakeLists.txt>

Same applies to PIPS-IPM and PIPS-NLP (option names BUILD_PIPS_IPM and BUILD_PIPS_NLP, respectively).

General installation 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 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 installation 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 sources: PIPS-IPM, PIPS-S and PIPS-NLP.

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

PIPS-IPM and PIPS-NLP are derivative works of OOQP (http://pages.cs.wisc.edu/~swright/ooqp/) by E. Michael Gertz and Stephen. Wright

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