Result(speed) in TrajOpti(CasADi + IPopt):

\[MA57 ≈ MUMPS >> MA86 > MA97 (default\,solver\,of\,WORHP)\]
Solver Free to all Free to academics Problem size Parallel Repeatable answers Notes
MA27 Yes Yes Small No Yes Outdated, relatively slow
MA57 Yes Small / Medium Threaded BLAS Yes
HSL_MA77 Yes Huge Limited Yes Out-of-core
HSL_MA86 Yes Large Highly No* Designed for multicore
HSL_MA97 Yes Small / Medium / Large Yes Yes Slower than HSL_MA86 on large problems
  • Note: HSL_MA86 achieves repeatable answers in serial, however when running in parallel operations may be reordered for better performance. This leads to different (but equally valid) solutions.1
  • For many problems scaling is not necessary.2

  1. Coin-HSL https://licences.stfc.ac.uk/product/coin-hsl ↩

  2. On the effects of scaling on the performance of Ipopt https://epubs.stfc.ac.uk/manifestation/8693/RAL-P-2012-009.pdf ↩