The current version of ipopt is 3.10.1, and the current version of pyipopt is 0.8. The author of openopt Dmitrey claims that recent versions of ipopt does not work well together with openopt, and he uses version 3.8.3. Anyway, the focus of this post is to build ipopt and pyipopt. I use ubuntu 11.10 within a vmware virtual machine. There is a 3.9 version ipopt in ubuntu repository, however that one does not work well when compiling pyipopt, which motivated me to build by myself.

The document of ipopt is fabulous. However, there are so many steps that you may easily miss some. This post is by no means a replacement of the original document. So before you have any questions, make sure you have read the original document carefully.

Tip 1, remove existing ipopt

I had ipopt 3.9.1 from the ubuntu repository installed, but I did not check that. So I had everything built successfully, but bunches of errors when trying to import pyipopt in python. Thus, remember to uninstall existing ipopt before you start.

Tip 2, BLAS

ubuntu has a pre-compiled BLAS library, or if you have MKL, you may have your own BLAS. So I thought I could supply these library without downloading the source of BLAS. Everything worked well at ipopt side. However, when it comes to pyipopt, you will find yourself missing all kinds of symbols. So, even you have BLAS installed, do not supply it use the –with-BLAS options. Remember to download BLAS and LAPACK source. Refer to the Thirdparty directory of the ipopt source package for detailed information. By the end, you will get libcoinblas.so, libcoinlapack.so, which are useful to build pyipopt. If you don’t do this, very possibly you will get an error when importing pyipopt stating certain symbols are not defined.

Tip 3, HSL

Well, this maybe not a tip, but a work around.  The files I downloaded from HSL website have different names as described in ipopt document. Thus, in order to use MA57 and MC19, I have to build them separately and supply them as pre-compiled library using the –with-hsl option. Read the help file came with MA57 to detailed information of compiling them.

Tip 4, Modify the configuration files

You actually do not need to modify anything for the ipopt configuration file. However, for pyipopt, make sure you modify the makefile and setup.py file to reflect the environment of your own machine.

My first optimization related project dates back 5 years ago, when I needed to improve some models built by some other senior students. Those models were written in AMPL, using cplex as a solver. My preferred computation tool was Matlab at that time, but cplex did not support Matlab yet. What I did was some thing really dirty. I wrote script to generate AMPL data files in Matlab,  parse the screen print out of AMPL and then send back to Matlab. Until recently, I got to know that TOMLAB provides an interface between AMPL and Matlab. Actually, if you use Matlab a lot, there are more interfaces provided by TOMLAB.

Later I need to use column generation to solve a problem, and by then I started to use the C++/Concert/Cplex tool chain. Honestly, it is more time-consuming to learn this, and less efficient to write models. However, it does offer more control to the solve engine. I would be satisfied with this solution, until Gurobi came out. Then I think, maybe I want to switch among solvers to see which one fits my problem best. However, if you have your model written with C++ and concert, basically it means to rewrite the model again with Gurobi API again if you really want to use Gurobi. At this time, I would really appreciate AMPL, which has interface to many mainstream solvers.

The story did not stop here. Later on, I started a new project, where optimization was just part of the problem, statistical modeling was another part. At that time, I suddenly got some interests on Python, and switched almost everything to Python and R. When cplex 12 came out, it started to provide a Python API. Same problem, I wanted to try different solvers,  but there is no interface between Python and AMPL. This time, I tried to have a better solution rather than parsing screen output. I heard about Pyomo in INFORMS southwest regional meeting. I liked this idea very much, but there was not much document available. After googling around, I found a similar tool, pulp, which gives similar functionality as AMPL, but within Python. I finished one project with pulp, and it did quite good job, except that it does not support 64 bit cplex, either in Windows or Linux. Pulp has relatively better documentation than Pyomo, but most of the time you need to reply on their examples to figure out how to use it.

Finally, I would suggest to put a middle layer between modeling and the actual solve engine for two reasons:

• A modeling language usually provide better readability of the models and easier to writer models.
• A modeling middle layer enables you to switch among different solvers much easier.

AMPL is good, but it is really hard to interact with other languages. IBM OPL is another choice, but it only supports solvers from IBM, i.e. cplex and cp. In python, you could choose pulp or Pyomo. There is also a package called optimJ, which provides same functionality as pulp, but within JAVA. I haven’t tried this out yet, but it looks promising.

As a student, pricing of the tools also concerns me. For your information, I made the following list

AMPL: usually not free, may be available from your department if you are in an IE or OR department

cplex studio: free for academia use. Includes OPL, cplex, cp

Gurobi: free for academia use

TOMLAB: commercial

optimJ: The company is close, the products are free~~~

pulp: MIT license

Pyomo: BSD license

There are some open source solvers I did not mention in this post just because I did not use them. For example, lp_solver, cvxopt. Non linear solvers are not covered as well. For a complete guide of solver choice, I suggest you go to Dr. Mittelmann’s website: http://plato.asu.edu/guide.html

STEP 1 SET UP THE OPERATING SYSTEM

STEP 2 INSTALL RAPACHE

apt-get install r-base-dev apache2-mpm-prefork apache2-prefork-dev
wget http://biostat.mc.vanderbilt.edu/rapache/files/rapache-latest.tar.gz
rapachedir=`tar tzf rapache-latest.tar.gz   | head -1`
tar xzvf rapache-latest.tar.gz
cd $rapachedir
./configure
make
sudo make install

STEP 3 SET UP R

install.packages() 

 sudo R

.libPaths()
[1] "/usr/local/lib/R/site-library" "/usr/lib/R/site-library"
[3] "/usr/lib/R/library"

install.pacakages(‘qcc’,lib="/usr/local/lib/R/site-library")

STEP 4 CONFIGURE A RAPACHE ENABLED SITE

<VirtualHost *:80>
	ServerAdmin LJ@localhost
	LoadModule R_module /usr/lib/apache2/modules/mod_R.so
	# Place this in the config file to turn error messages into HTML which
	# are printed in the browser. Without this, all warning and error messages
	# are printed to the Apache error log file.

	ROutputErrors
	DocumentRoot "/home/ilpil/www"
	REvalOnStartup "setwd('/home/ilpil/www/') "
	RSourceOnStartup "./R/startup.r"

	<Directory />
	    Options FollowSymLinks
	    AllowOverride None
	#	Order allow,deny
	#	Allow from all
	</Directory>

	<Location /RApacheInfo>
		SetHandler r-info
	</Location>

	<Location /hello>
        	SetHandler r-handler
		RFileHandler /home/ilpil/www/helloworld.r
	</Location>

	<Location /sendBin>
		SetHandler r-handler
		RFileHandler /home/ilpil/www/sendBin.r
	</Location>

	<Directory /home/ilpil/www/brew>
		SetHandler r-script
		RHandler brew::brew
	</Directory>

	<Location /R>
	        SetHandler r-handler
	        RFileHandler /home/ilpil/www/test.R
	</Location>

	<Location /Rblah>
        	SetHandler r-handler
		RFileHandler /home/ilpil/www/test.R::main
	</Location>

	# Prints out a nice report about R running within Apache

	<Directory />
		Options FollowSymLinks
		AllowOverride None
	</Directory>

	<Directory /home/ilpil/www/>
		Options Indexes FollowSymLinks MultiViews
		AllowOverride None
		Order allow,deny
		allow from all
	</Directory>

	ScriptAlias /cgi-bin/ /usr/lib/cgi-bin/
	<Directory "/usr/lib/cgi-bin">
		AllowOverride None
		Options +ExecCGI -MultiViews +SymLinksIfOwnerMatch
		Order allow,deny
		Allow from all
	</Directory>

	ErrorLog ${APACHE_LOG_DIR}/error.log

	# Possible values include: debug, info, notice, warn, error, crit,
	# alert, emerg.
	LogLevel warn

	CustomLog ${APACHE_LOG_DIR}/access.log combined

    Alias /doc/ "/usr/share/doc/"
    <Directory "/usr/share/doc/">
        Options Indexes MultiViews FollowSymLinks
        AllowOverride None
        Order deny,allow
        Deny from all
        Allow from 127.0.0.0/255.0.0.0 ::1/128
    </Directory>

</VirtualHost>

sudo a2dissite default
sudo a2ensite Rapache
sudo /etc/init.d/apache2 reload

STEP 5 THE USER2007 EXAMPLE

<div id="plot"><% brew('test/brew/useR2007plot.rhtml') %></div>

 <div id="plot"><% brew('/brew/useR2007plot.rhtml') %></div>

LAST CAUTION

First, it is really really hot. I don’t know if I should give a positive or negative rate on this point. Recently, the weather is quite cold, and the hot macbook turns out to be really comfortable. However, I am living in ARIZONA~~~, the center of dessert, which means it will be too hot for most of the time in a year

Next, I was told Apple was equal to high quality. Unfortunately, I just made my second appointment for repair today. The lid has some awful sound when being closed. Every time I close my computer, I felt it was going to be broken. I already spent some time in transferring from windows to mac, and now, I spent even more time to contact the custom care. Well, I admit that there custom care is very good, but, the best customer service I want is no service at all. Like my old thinkpads, the first one, I used for 3 years, never need to contact customer service. The second one, only contacted customer service once at the end of the second year, right before the expiration of my warranty. The most ironic thing is that I persuaded three people to buy a thinkpad and I bought a macbook myself. It turns out all the thinkpad guys are happy, and I am busy contacting apple customer service, FML~~~~

Well, anyway, I have to drive 15 miles to go to the nearest apple store to get it fixed. Hopefully, this time they give me another new macbook. If so, I could say I change three mac book in 5 months~~ hoho. Maybe I will buy a new PC as soon as I have money. My friends were joking, LJ’s example is better than any “buy a PC” commercial~~~ Come on, Microsoft, give me some money to buy a PC, LOL

Unfortunately, I found the backlit weirdly stopped working sometimes just like the previous one. Since I spent a lot of time to go to the apple store for that replacement, I decided not to replace again this time. However, I couldn’t help googling this. To my surprise again, there is a light sensitive controller for the backlit. If the environment light is strong enough, no matter how hard you hit the increase backlit light button, the light will kept off. So what? the first computer was not a defected one at all!!! What’s more, Apple replaced that for a non-existing defect.

I appreciate the customer service Apple provided, but who is going to pay for that? We end user!!!!! There was never a person told me that there was such a controller working behind, not even the repairman in the Apple store. If he told me that, I don’t think I would do the replacement. Every apple customer is enjoying this kind of superb and luxury customer service, maybe some of them are not conscious that they are actually paying for this customer service. Their service is impressive, but I think the best customer service is “no need for service”.  I don’t know if apple can squeeze more waste from their “service chain”, will they lower the price for the Macs? Maybe being expensive is just what they want, even they can save money from here and there.

BTW: you can get a small free software from Lab Tick, so you can fully control the backlit.

1. My English sucks. As a professor told me: LJ, you are absolutely not the person has the best grammer I know. However, since I still need to live in this English speaking country in the predictable future, I have to improve it.
2. My original Blog was in Chinese, on which I spent a lot time in customizing the back end platform, thus I was always not willing to start a new one.

Thanks to somebody,  it is possible to write multi-language blog with one system now.  This is the first bi-lingual post, although I had some English post previously.

For any page in my blog, append &lang=en to the adrress, you will see the English version if it is available. I will add a link in each page to change the language later.

Right now, the site also choose the display language according to your system language setting. So, if you are using English system to visit here, you will only see the English ones, but if you want to read the Chinese ones, you need to click the Chinese flag.