G.11 PARDISO – Parallel Sparse Direct and Multi-Recursive Iterative Linear Solvers

The PARDISO package is a thread-safe, high-performance, robust, memory efficient and easy to use software for solving large sparse symmetric and non-symmetric linear systems of equations on shared-memory and distributed-memory multiprocessor systems [5253]. More information is available at https://pardiso-project.org.

When the Matlab interface to PARDISO is installed, PARDISO’s solvers can be used to replace the built-in operator for solving for the Newton update step in Matpower’s default primal-dual interior point solver (MIPS) by setting the mips.linsolver option equal to 'PARDISO'. The mplinsolve function can also be called directly to solve Ax =  b  problems via PARDISO or the built-in solver, depending on the arguments supplied. This interface also gives access to the full range of PARDISO’s options. For details, see help mplinsolve and the PARDISO User’s Manual at https://pardiso-project.org/manual/manual.pdf.

When solving very large AC optimal power flow problems with MIPS, selecting PARDISO as the linear solver can often dramtically improve both computation time and memory use.

Also note that precompiled MEX binaries for a high-performance version of Ipopt, using the PARDISO linear solver, are available. Refer to Section G.6 for more details.