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Interface MA27 in quadruple precision #376

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@amontoison amontoison commented Nov 13, 2024

Require the new release of HSL_jll.jl and this PR of HSL.jl:
JuliaSmoothOptimizers/HSL.jl#215

@frapac You will be able to easily try it.

@amontoison amontoison marked this pull request as draft November 13, 2024 03:54
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sshin23 commented Nov 13, 2024

This is great! @amontoison, does only ma27 support quad precision? I guess it might be tricky once they rely on BLAS

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amontoison commented Nov 13, 2024

Quadruple precision will only be supported in MA27 for the upcoming release of HSL_jll.jl.
However, the next release will bring other useful features, such as support of Int64 for the HSL solvers interface in MadNLP.

For supporting quadruple precision in other HSL linear solvers, we have a few challenges.
The first is the convention for BLAS/LAPACK symbols, which isn't standardized in quadruple precision:

Next, I need to add these symbols to LBT, as some of them are missing:

Finally, we need a BLAS/LAPACK library compiled in quadruple precision with the relevant symbols.

@nimgould plans to port the subset of routines needed in quadruple precision:

We might be able to include this in HSL_jll.jl, but all of this is speculative and will take some time before it becomes available.

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