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KNITRO for AMPL

KNITRO is an especially versatile nonlinear solver, using state-of-the-art algorithmic options to accommodate varied objective and constraint nonlinearities in continuous and integer variables. It is designed for large-scale problems with up to hundreds of thousands of variables.

Summary

Ziena

Developer: Ziena Optimization LLC

Current version: 9.0

Problem types supported: Linear, quadratic, and general smooth nonlinear optimization in continuous and integer variables.

Special forms detected: Complementarity and equilibrium constraints using the AMPL “complements” operator.

Algorithms available: For continuous problems, a choice of direct interior-point, conjugate gradient interior-point, and sequential linear-quadratic active-set algorithms. For mixed-integer problems, a choice of general and special convex branch-and-bound procedures using any of the three continuous algorithms to solve subproblems.

Special features: Extensive use of shared-memory multi-core computing: concurrent optimization to determine the best choice among multiple algorithms; a parallel multistart procedure for finding high-quality locally optimal solutions to nonconvex problems; parallel linear algebra and finite-difference gradient computations. Options to keep iterates feasible with respect to bounds and inequalities.

Further information

Ziena Optimization LLC website

KNITRO 9.0 AMPL Reference guide including option listings
KNITRO 9.0 instructions for setting AMPL options