What are the advantages (if any) of using IPOPT with HSL vs MUMPS? HSL has a reputation of being faster, but does it walk the walk? In particular, does HSL scale better for large-scale problems?
We have been using IPOPT with MUMPS in our engine and every time we solve anything remotely large (e.g. >50000 variables) MUMPS lights up like a Christmas tree in the profiler. Therefore, I was wondering whether HSL (maybe MA57) would make a noticable difference over MUMPS. The most recent comparison I could find is not very relevant as it's ten years old and doesn't measure IPOPT's performance, which is what I'm interested in.
I've never really been one to trust benchmarks, so I'm really interested in hands-on experience people might have using IPOPT with HSL. I should also note that our solver uses MPI, so we have to use MUMPS in serial mode.