A note on library dependencies

The nonlinear programming (NLP) formulations in mimir uses Casadi’s nlpsol interface. Casadi implements interfaces to various third-party solvers, but several of them require a commercial license to use. Casadi also provides textbook or experimental solvers to solve such problems, but it is generally recommended to use a third-party solver for best performance and reliability, see [4] for general recommendations. Solvers usually depend on low level routines such as LAPACK/BLAS or METIS. In Table 3 we provide an overview of various libraries with their license and availability on Linux and Windows. There are alternatives to these libraries, but these are the options mimir can support without extra effort.

The choice of solver can have large impact on solve time of an optimization problem, especially for large problems and by exploiting knowledge of problem structure. There are also other factors that can improve the solution times, including solver settings, using OpenMP, multi-threading, c-code generation, and discretization approach. We have not exhausted the performance improvement potential in our implementation efforts, so there is very likely performance gains available.

Table 3 Library dependencies for mimir; a summary.

Name	Purpose	License	Conan recipe	Recipe Platforms 1	Requires
CasADi [4]	Computer algebra system	LGPL-3.0	conan-casadi	Linux, Window
sqpmethod	NLP solver	LGPL-3.0	with casadi recipe	Linux, Windows	A QO solver (e.g. qrqp)
blockSQP [19]	NLP solver	zlib	with casadi recipe	Linux, Windows	qpOASES
Ipopt [30]	NLP solver	EPL-2.0	conan-ipopt	Linux	MUMPS/HSL or other solver
qpOASES [9]	QP solver	LGPL-2.1	with casadi recipe	Linux, Windows	LAPACK, BLAS
qrqp	QP solver	LGPL-3.0	with casadi recipe	Linux, Windows
MUMPS [2, 3]	Linear solver	CeCILL-C	conan-coinmumps	Linux	LAPACK, BLAS, (METIS)
HSL [18]	Linear solvers	Various	conan-coinhsl	Linux	LAPACK, BLAS, (METIS)
METIS [20, 21]	Matrix ordering	Custom	conan-coinmetis	Linux, Windows
OpenBLAS [24, 31]	BLAS, LAPACK	BSD 3-Clause	conan center, conan-openblas	Linux, Windows
SUNDIALS [17]	Numerical integrators	BSD 3-Clause	with casadi recipe	Linux, Windows

1

Platform support only reflects what the referenced recipes can build.