Linking Ipopt with Intel MKL

Question

I'm trying to link Ipopt with Intel MKL (instructions).

Intel's Link Advisor suggests:

Link line:

 -Wl,--start-group ${MKLROOT}/lib/intel64/libmkl_intel_ilp64.a ${MKLROOT}/lib/intel64/libmkl_core.a ${MKLROOT}/lib/intel64/libmkl_intel_thread.a -Wl,--end-group -lpthread -lm -ldl

Compiler options:

 -DMKL_ILP64 -qopenmp -I${MKLROOT}/include

I try to configure Ipopt with:

../configure CXX=icpc CC=icc F77=ifort --with-blas=" -Wl,--start-group ${MKLROOT}/lib/intel64/libmkl_intel_ilp64.a ${MKLROOT}/lib/intel64/libmkl_core.a ${MKLROOT}/lib/intel64/libmkl_intel_thread.a -Wl,--end-group -lpthread -lm -ldl" CXXFLAGS=" -DMKL_ILP64 -qopenmp -I${MKLROOT}/include"

This eventually fails indicating:

checking whether user supplied BLASLIB=[text above]  does not work

Answer 1

First you need to make sure that MKL is correctly installed and configured as shown here.

https://software.intel.com/en-us/get-started-with-parallel-studio-xe-for-linux

A permanent way is to put the following line in your .bashrc or .profile

source /opt/intel/parallel_studio_xe_2016.<##>.<###>/psxevars.sh intel64

You could use the following cmdline to check if MKL is ready. It should display the valid MKL installation dir.

$ echo $MKLROOT

---

If you are using MKL link line advisor, why don't you follow the instruction precisely? I noticed you miss the OpenMP lib -liomp5 in link option, and the whole compile option.

I can build Ipopt with single dynamic MKL by

$ mkdir build
$ cd build
$ ../configure --with-blas=' -Wl,--no-as-needed -L${MKLROOT}/lib/intel64  -lmkl_rt -lpthread -lm -ldl' CFLAGS=' -m64 -I${MKLROOT}/include' CXXFLAGS=' -m64 -I${MKLROOT}/include'

and with dynamic MKL by

$ mkdir build
$ cd build
$ ../configure --with-blas='-Wl,--no-as-needed -L${MKLROOT}/lib/intel64 -lmkl_intel_lp64 -lmkl_core -lmkl_intel_thread -liomp5 -lpthread -lm -ldl' CFLAGS=' -m64 -I${MKLROOT}/include' CXXFLAGS=' -m64 -I${MKLROOT}/include'

But it does not work with static MKL.

The above settings only work with gcc compiler.

---

Dynamic MKL with icc compiler also works with the following setting.

$ mkdir build
$ cd build
$ ../configure --with-blas=' -L${MKLROOT}/lib/intel64 -lmkl_intel_ilp64 -lmkl_core -lmkl_intel_thread -lpthread -lm -ldl' CFLAGS=' -DMKL_ILP64 -qopenmp -I${MKLROOT}/include' CXXFLAGS=' -DMKL_ILP64 -qopenmp -I${MKLROOT}/include' CC=icc CXX=icpc

Answer 2

Following up on @kangshiyin 's answer: I found that one needs the -liomp5 library and use the LP64 integer representation instead of ILP64. I also defined the Fortran compilers in F77 and FC. The configure command looked like:

../configure --prefix=${YOUR_PREFIX} \
--with-blas=' -L${MKLROOT}/lib/intel64 -lmkl_intel_lp64 -lmkl_core \
-lmkl_intel_thread -liomp5 -lpthread -lm -ldl' \
CC=icc CXX=icpc FC=ifort F77=ifort \
CFLAGS=' -DMKL_LP64 -qopenmp -I${MKLROOT}/include' \
CXXFLAGS='-std=c++11 -DMKL_LP64 -qopenmp -I${MKLROOT}/include' \
OPT_CCFLAGS="-Ofast" OPT_CXXFLAGS="-Ofast" OPT_FCFLAGS="-Ofast"

This worked on an Ubuntu 16.04.3 LTS installation, with the 2017.0.2 versions of the Intel compilers and the MKL. The Ipopt version was 3.12.7.

Update: I tried this also on MacOS "El Capitan" (OS X 10.11.6). Turns out that you have to add the following linker flags to your invocation of configure:

LDFLAGS="-Wl,-rpath,$MKLROOT/../compiler/lib -Wl,-rpath,$MKLROOT/lib"

otherwise the libiomp5.dylib library will not be found. This is apparently due to the changed security setup in "El Capitan", according to some posts on the Intel C++ compiler forum.