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

StructJuMP provides an interface for modelling block structured optimization problems in Julia while using PIPS as a solver (see specific setup instructions).

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

Doxygen documentation

Installation Instructions

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