GAMS — The Solver Manuals - Available Software

90 COIN-OR
linear system scaling: Method for scaling the linear system.
Determines the method used to compute symmetric scaling factors for the augmented system (see also the
”linear scaling on demand” option). This scaling is independent of the NLP problem scaling. By default, MC19
is only used if MA27 or MA57 are selected as linear solvers. This option is only available if Ipopt has been
compiled with MC19. The default value for this string option is ”mc19”.
Possible values:
• none: no scaling will be performed
• mc19: use the Harwell routine MC19
pardiso library: path and filename of PARDISO library for dynamic load
Specify the path to a PARDISO library that and can be load via dynamic linking. Note, that you still need to
specify to pardiso as linear solver.
MA27 Linear Solver
ma27 ignore singularity: Enables MA27’s ability to solve a linear system even if the matrix is singular.
Setting this option to ”yes” means that Ipopt will call MA27 to compute solutions for right hand sides, even if
MA27 has detected that the matrix is singular (but is still able to solve the linear system). In some cases this
might be better than using Ipopt’s heuristic of small perturbation of the lower diagonal of the KKT matrix. The
default value for this string option is ”no”.
Possible values:
• no: Don’t have MA27 solve singular systems
• yes: Have MA27 solve singular systems
ma27 la init factor: Real workspace memory for MA27.
The initial real workspace memory = la init factor * memory required by unfactored system. Ipopt will increase
the workspace size by meminc factor if required. This option is only available if Ipopt has been compiled with
MA27. The valid range for this real option is 1 ≤ ma27 la init factor < +inf and its default value is 5.
ma27 liw init factor: Integer workspace memory for MA27.
The initial integer workspace memory = liw init factor * memory required by unfactored system. Ipopt will
increase the workspace size by meminc factor if required. This option is only available if Ipopt has been compiled
with MA27. The valid range for this real option is 1 ≤ ma27 liw init factor < +inf and its default value is 5.
ma27 meminc factor: Increment factor for workspace size for MA27.
If the integer or real workspace is not large enough, Ipopt will increase its size by this factor. This option is only
available if Ipopt has been compiled with MA27. The valid range for this real option is 1 ≤ ma27 meminc factor <
+inf and its default value is 10.
ma27 pivtol: Pivot tolerance for the linear solver MA27.
A smaller number pivots for sparsity, a larger number pivots for stability. This option is only available if Ipopt
has been compiled with MA27. The valid range for this real option is 0 < ma27 pivtol < 1 and its default value
is 1 · 10 −08 .
ma27 pivtolmax: Maximum pivot tolerance for the linear solver MA27.
Ipopt may increase pivtol as high as pivtolmax to get a more accurate solution to the linear system. This
option is only available if Ipopt has been compiled with MA27. The valid range for this real option is 0 <
ma27 pivtolmax < 1 and its default value is 0.0001.