Added runtime function to set number of openblas threads to 1

Author: filikat

highs/CMakeLists.txt

@@ -188,12 +188,13 @@ else()
 
     if(APPLE)
         target_link_libraries(highs "-framework Accelerate")
-        target_compile_definitions(highs PRIVATE FRAMEWORK_ACCELERATE)
+        target_compile_definitions(highs PRIVATE HIPO_USES_APPLE_BLAS)
     else(APPLE)
         if(BLAS_LIB)
             target_link_libraries(highs "${BLAS_LIB}")
         elseif(OPENBLAS_LIB)
             target_link_libraries(highs "${OPENBLAS_LIB}")
+            target_compile_definitions(highs PRIVATE HIPO_USES_OPENBLAS)
         else()
             message(FATAL_ERROR "No BLAS library available")
         endif(BLAS_LIB)

highs/ipm/IpxWrapper.cpp

@@ -407,6 +407,13 @@ HighsStatus solveLpHipo(HighsLpSolverObject& solver_object) {
                      solver_object.highs_info_, solver_object.callback_);
 }
 
+#ifdef HIPO_USES_OPENBLAS
+// function to set number of threads of openblas
+extern "C" {
+void openblas_set_num_threads(int num_threads);
+}
+#endif
+
 HighsStatus solveLpHipo(const HighsOptions& options, HighsTimer& timer,
                         const HighsLp& lp, HighsBasis& highs_basis,
                         HighsSolution& highs_solution,
@@ -444,6 +451,11 @@ HighsStatus solveLpHipo(const HighsOptions& options, HighsTimer& timer,
   // Indicate that no imprecise solution has (yet) been found
   resetModelStatusAndHighsInfo(model_status, highs_info);
 
+#ifdef HIPO_USES_OPENBLAS
+  // force openblas to run in serial, for determinism and better performance
+  openblas_set_num_threads(1);
+#endif
+
   // Create solver instance
   hipo::Solver hipo{};
 

highs/ipm/hipo/ipm/FactorHiGHSSolver.cpp

@@ -588,7 +588,7 @@ void FactorHiGHSSolver::setParallel(Options& options) {
       log_stream << "Full requested\n";
       break;
     case kOptionParallelChoose: {
-#ifdef FRAMEWORK_ACCELERATE
+#ifdef HIPO_USES_APPLE_BLAS
       // Blas on Apple do not work well with parallel_node, but parallel_tree
       // seems to always be beneficial.
       parallel_node = false;