KNITRO for AMPL
Artelys Knitro is an especially powerful nonlinear solver, offering a range of state-of-the-art algorithms and options for working with smooth objective and constraint functions in continuous and integer variables. It is designed for local optimization of large-scale problems with up to hundreds of thousands of variables.
Getting started with KNITRO
KNITRO downloads are available from the My Downloads page of your account at the AMPL Portal, and are included in the bundles that are used for free trials.
Summary
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.
Further Information
Artelys Knitro website
Knitro 12.4 AMPL reference guide including option listings
What’s new in Knitro 12.4