Knitro Solver for AMPL

Developer: Artelys

Current version: 12.4

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. Special handling of quadratic objectives and constraints to improve efficiency.