Knitro: An Integrated Package for Nonlinear Optimization

r.h. byrd (richardcs.colorado.edu)
j. nocedal (nocedalece.northwestern.edu)
r.a. waltz (rwaltzece.northwestern.edu)

Abstract: This paper describes Knitro 5.0, a C-package for nonlinear optimization that combines complementary approaches to nonlinear optimization to achieve robust performance over a wide range of application requirements. The package is designed for solving large-scale, smooth nonlinear programming problems, and it is also effective for the following special cases: unconstrained optimization, nonlinear systems of equations, least squares, and linear and quadratic programming. Various algorithmic options are available, including two interior methods and an active-set method. The package provides crossover techniques between algorithmic options as well as automatic selection of options and settings.

Keywords: nonlinear optimization, software, interior-point methods

Category 1: Nonlinear Optimization

Category 2: Optimization Software and Modeling Systems

Citation: Technical Report, Optimization Technology Center, Northwestern University, July 2005.

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Entry Submitted: 07/06/2005
Entry Accepted: 07/06/2005
Entry Last Modified: 07/06/2005

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