Ipopt_jll with LBT #327

amontoison · 2022-08-24T02:13:57Z

close #6

I updated and recompiled MUMPS_seq_jll / Ipopt_jll with libblastrampoline.
We can easily switch the BLAS backend now with the version 300.1400.401 of Ipopt_jll.

import LinearAlgebra, OpenBLAS32_jll
LinearAlgebra.BLAS.lbt_forward(OpenBLAS32_jll.libopenblas_path)

or

import LinearAlgebra, MKL_jll
LinearAlgebra.BLAS.lbt_forward(MKL_jll.libmkl_rt_path)

Because Ipopt_jll and MUMPS_seq_jll are compiled with LBT_jll now, we must add OpenBLAS32_jll as dependency here to have a least one 32 bit BLAS/LAPACK backend.

Project.toml

src/Ipopt.jl

odow · 2022-08-24T02:23:11Z

Can we test with MKL on CI machines?

amontoison · 2022-08-24T02:27:34Z

Can we test with MKL on CI machines?

Yes, you just need to add MKL_jll as a test dependency.
This simple modification should work.

@testset "C" begin
    include("C_wrapper.jl")
end

@testset "MathOptInterface" begin
    include("MOI_wrapper.jl")
end

import LinearAlgebra, MKL_jll
LinearAlgebra.BLAS.lbt_forward(MKL_jll.libmkl_rt_path)

@testset "C" begin
    include("C_wrapper.jl")
end

@testset "MathOptInterface" begin
    include("MOI_wrapper.jl")
end

codecov · 2022-08-24T02:27:59Z

Codecov Report

Base: 91.52% // Head: 93.22% // Increases project coverage by +1.70% 🎉

Coverage data is based on head (7441c41) compared to base (7162015).
Patch coverage: 100.00% of modified lines in pull request are covered.

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #327      +/-   ##
==========================================
+ Coverage   91.52%   93.22%   +1.70%     
==========================================
  Files           4        4              
  Lines         743      797      +54     
==========================================
+ Hits          680      743      +63     
+ Misses         63       54       -9

Impacted Files	Coverage Δ
src/Ipopt.jl	`100.00% <100.00%> (ø)`
src/utils.jl	`99.58% <0.00%> (+0.07%)`	⬆️
src/MOI_wrapper.jl	`91.20% <0.00%> (+2.42%)`	⬆️

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odow · 2022-08-24T02:35:14Z

Windows segfault seems related: https://github.com/jump-dev/Ipopt.jl/runs/7986459839?check_suite_focus=true

Does LBT not work on Windows?

amontoison · 2022-08-24T02:46:06Z

Windows segfault seems related: https://github.com/jump-dev/Ipopt.jl/runs/7986459839?check_suite_focus=true

Does LBT not work on Windows?

I never tested LBT on Windows. I don't know if it's related to the new version of MUMPS (5.5.1) or LBT.
I also use LBT for HSL.jl but Windows was not tested.

amontoison · 2022-08-24T03:28:52Z

Windows segfault seems related: https://github.com/jump-dev/Ipopt.jl/runs/7986459839?check_suite_focus=true

Does LBT not work on Windows?

It seems to be related to OpenBLAS32.
We should test with v0.3.10 and v0.3.12 to see if we also have this error.

odow · 2022-08-24T04:31:38Z

The null pointer suggests that something isn't loaded properly.

@ViralBShah is there anything we need to do for LBT on Windows?

ViralBShah · 2022-08-24T05:20:45Z

Not to the best of my knowledge. @giordano perhaps.

ViralBShah · 2022-08-24T05:24:23Z

I suggest passing all the arguments to lbt_forward to make sure we are not clearing the ilp64 symbols.

ViralBShah · 2022-08-24T05:26:03Z

Also why such an old OpenBLAS32?

ViralBShah · 2022-08-24T05:29:22Z

Also, perhaps we want to only forward if the user has not already set up a forward. Otherwise you have to load packages in the right order so that MKL.jl forwards are not overwritten by this package for example. Eventually we need a better Julia wide mechanism to use Preferences to pick BLAS etc.

Project.toml

src/Ipopt.jl

amontoison · 2022-08-24T05:36:31Z

Also, perhaps we want to only forward if the user has not already set up a forward. Otherwise you have to load packages in the right order so that MKL.jl forwards are not overwritten by this package for example. Eventually we need a better Julia wide mechanism to use Preferences to pick BLAS etc.

Is it possible to detect if the user has already set up a 32 bits BLAS/LAPACK backend ?

ViralBShah · 2022-08-24T13:37:07Z

Is it possible to detect if the user has already set up a 32 bits BLAS/LAPACK backend ?

Yes, LBT allows you to query with BLAS.lbt_get_config()

ViralBShah · 2022-08-24T13:38:44Z

Does LBT not work on Windows?

Julia base uses LBT by default, and so this is checked in Julia base CI etc. Also MKL.jl CI tests Windows, and it works fine. We don't do anything special there, AFAICT.

giordano · 2022-08-24T13:41:56Z

is there anything we need to do for LBT on Windows?

I'm not aware of anything special being needed for Windows

ViralBShah · 2022-08-24T14:19:12Z

Can someone fix the CI and re-trigger?

odow · 2022-08-24T21:36:06Z

I added a check for LP64 BLAS, but the problem is still there.

odow · 2022-08-24T21:37:00Z

Does it matter that OpenBLAS32_jll and OpenBLAS_jll are different versions?

amontoison · 2022-08-31T23:16:08Z

I confirm that we have also the null pointer with MUMPS 5.4.1 + LBT.
https://github.com/JuliaSmoothOptimizers/MUMPS.jl/runs/8124551353?check_suite_focus=true#step:6:208

ViralBShah · 2022-09-02T02:35:05Z

Can we also try 32-bit Windows here?

odow · 2022-09-02T02:42:20Z

Can we also try 32-bit Windows here?

Added. Running now: https://github.com/jump-dev/Ipopt.jl/runs/8148650553?check_suite_focus=true

odow · 2022-09-02T02:52:57Z

Same null pointer error on 32-bit

amontoison · 2022-10-04T02:03:58Z

@odow, I rebuild MUMPS_seq and Ipopt. I hope that it works now 🤞

test/C_wrapper.jl

odow · 2022-10-08T21:49:08Z

@amontoison happy? So we've just disabled LBT on Windows for now?

amontoison · 2022-10-09T14:49:25Z

@amontoison happy? So we've just disabled LBT on Windows for now?

Yes, it's finally working!
We will not use LBT on Windows until Julia v"1.9". Like OpenBLAS the version of LBT is fixed for each Julia version.
With Julia v"1.9", the issues with Windows should be fixed and we will be able to recompile again MUMPS and Ipopt (if we want to support the same feature on Windows).

@ViralBShah Is it possible to do a new release of MKL.jl such that using MKL automatically load a LP64 BLAS?
We already have this feature but we must use the branch master for now.

For Apple platforms, we could use directly Apple Accelerate what do you think?
We could have a significant speed-up with the new M1 architecture.
It's a LP64 BLAS/LAPACK, which is exactly what we need for MUMPS / Ipopt.

if VERSION >= v"1.8"
    config = LinearAlgebra.BLAS.lbt_get_config()
    if !any(lib -> lib.interface == :lp64, config.loaded_libs)
        if !Sys.isapple()
            LinearAlgebra.BLAS.lbt_forward(OpenBLAS32_jll.libopenblas_path, verbose = true, clear = false)
        else
            blas = "/System/Library/Frameworks/Accelerate.framework/Versions/A/Frameworks/vecLib.framework/libBLAS.dylib"
            lapack = "/System/Library/Frameworks/Accelerate.framework/Versions/A/Frameworks/vecLib.framework/libLAPACK.dylib"
            LinearAlgebra.BLAS.lbt_forward(blas, verbose = true, clear = false)
            LinearAlgebra.BLAS.lbt_forward(lapack, verbose = true, clear = false)
        end
    end
end

ViralBShah · 2022-10-09T15:50:55Z

I have been holding off on a new release because IIRC, the latest master does not pass on one of the windows.

I will trigger another build today. On Mac it does make sense to link to MKL.

amontoison · 2022-10-09T15:54:59Z

MKL is not efficient on Mac because it's only working with one thread:
JuliaLinearAlgebra/MKL.jl#111

ViralBShah · 2022-10-09T21:54:02Z

Oops - sorry I was typing on my phone in a hurry. I meant to say that on mac, it does make sense to link to Accelerate.

src/Ipopt.jl

ViralBShah · 2022-10-14T22:35:55Z

I've tagged MKL.jl 0.6

ViralBShah · 2022-10-19T13:51:34Z

If 32-bit BLAS is being linked against through LBT, then on Apple, we should also be able to set up forwarding to Accelerate and see if performance is better.

amontoison · 2022-10-19T17:17:38Z

Thanks for the new release of MKL @ViralBShah. For Apple Accelerate, we did some tests with @dpo for HSL and the performances seem similar.
JuliaSmoothOptimizers/HSL.jl#124 (comment)
We decided to use OpenBLAS32 by default and add documentation to explain how to load MKL or Apple Accelerate.

odow · 2022-10-19T20:40:56Z

@amontoison are you happy for this to be merged?

amontoison · 2022-10-19T21:03:59Z

Yes, It's a nice feature for Ipopt.jl.

Ipopt_jll with LBT

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odow mentioned this pull request Sep 1, 2022

Recompile IPOPT with MUMPS 5.4.1 and LBT JuliaPackaging/Yggdrasil#5399

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Test Ipopt_jll 300.1400.402

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Null pointers in LP64 on Windows JuliaLinearAlgebra/libblastrampoline#89

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PaPILO requires OpenBLAS JuliaPackaging/Yggdrasil#5437

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Recompile Ipopt with OpenBLAS32 for windows platforms JuliaPackaging/Yggdrasil#5622

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ViralBShah mentioned this pull request Oct 12, 2022

Update README.md to trigger CI JuliaLinearAlgebra/MKL.jl#114

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odow merged commit 5fb1c6e into jump-dev:master Oct 19, 2022

amontoison deleted the ipopt_lbt branch October 19, 2022 21:10

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Ipopt_jll with LBT #327

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Ipopt_jll with LBT #327

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