GAMS — The Solver Manuals - Available Software

KNITRO
Richard A. Waltz
Electrical and Computer Engineering Department, Northwestern University, Evanston IL 60208
Ziena Optimization, Inc., www.ziena.com
Contents
1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267
2 Usage and Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 268
2.1 GAMS Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 268
2.2 Knitro Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269
3 Knitro Termination Test and Optimality . . . . . . . . . . . . . . . . . . . . . . . . . 272
4 Knitro Output . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273
5 Algorithm Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
5.1 Automatic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
5.2 Interior/Direct . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
5.3 Interior/CG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
5.4 Active . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
6 Other Knitro special features . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
6.1 Second derivative options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
6.2 Feasible version . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 276
6.3 Honor Bounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277
6.4 Solving Systems of Nonlinear Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . 277
6.5 Solving Least Squares Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277
1 Introduction
Knitro 4.0 is a software package for finding local solutions of continuous, smooth optimization problems, with or
without constraints. Even though Knitro has been designed for solving large-scale general nonlinear problems,
it is efficient for solving all of the following classes of smooth optimization problems:
• unconstrained,
• bound constrained,
• equality constrained,
• systems of nonlinear equations,
• least squares problems,
• linear programming problems (LPs),
• quadratic programming problems (QPs),
• general (inequality) constrained problems.
The Knitro package provides the following features:
• Efficient and robust solution of small or large problems,