Summary
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.
This author was supported by Army Research Office Grants DAAG55-98-1-0176 and DAAD19-02-1-0407, and NSF grants CCR-0219190 and CHE-0205170.
These authors were supported by National Science Foundation grants CCR-0219438 and DMI-0422132, and Department of Energy grant DE-FG02-87ER25047-A004.
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Byrd, R.H., Nocedal, J., Waltz, R.A. (2006). Knitro: An Integrated Package for Nonlinear Optimization. In: Di Pillo, G., Roma, M. (eds) Large-Scale Nonlinear Optimization. Nonconvex Optimization and Its Applications, vol 83. Springer, Boston, MA. https://doi.org/10.1007/0-387-30065-1_4
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