World Library  
Flag as Inappropriate
Email this Article


Article Id: WHEBN0009247784
Reproduction Date:

Title: Knitro  
Author: World Heritage Encyclopedia
Language: English
Subject: AMPL, FICO Xpress, AIMMS, JaCoP (solver), BARON
Collection: Mathematical Optimization Software, Numerical Software
Publisher: World Heritage Encyclopedia


Designed by Richard Waltz
Jorge Nocedal
Todd Plantenga
Richard Byrd
Developer Ziena Optimization LLC
First appeared 2001
Stable release 9.1.0 / December 18, 2014
OS Cross-platform
License Proprietary
Website Ziena home page

KNITRO is a commercial software package for solving large scale mathematical optimization problems. KNITRO is specialized for nonlinear optimization, but also solves linear programming problems, quadratic programming problems, systems of nonlinear equations, and problems with equilibrium constraints (complementarities). The unknowns in these problems must be continuous variables in continuous functions; however, functions can be convex or nonconvex. KNITRO computes a numerical solution to the problem -- it does not find a symbolic mathematical solution.

KNITRO can also solve mixed integer linear, quadratic or nonlinear programming problems, i.e. problems with variables that take integer values.

Optimization problems must be presented to KNITRO in mathematical form, and should provide a way of computing function derivatives using sparse matrices. Problems may be written in C, C++, Fortran, Java, or Python, in which case KNITRO is called as a software routine to solve the problem. An often easier approach is to develop the optimization problem in an algebraic modeling language (AML) like AIMMS, AMPL, GAMS, Mathematica, MATLAB, Mosel (through the Xpress-NonLinear module), etc. The modeling environment computes function derivatives, and KNITRO is called as a "solver" from within the environment.

KNITRO offers four different optimization algorithms for solving optimization problems. Two algorithms are of the interior point type, and two are of the active set type. These algorithms are known to have fundamentally different characteristics; for example, interior point methods follow a path through the interior of the feasible region while active set methods tend to stay at the boundaries. KNITRO provides both types of algorithm for greater flexibility in solving problems, and allows crossover during the solution process from one algorithm to another. The code also provides a multistart option for promoting the computation of the global minimum.

KNITRO, short for "Nonlinear Interior point Trust Region Optimization" (the "K" is silent) was created primarily by Richard Waltz, Jorge Nocedal, Todd Plantenga and Richard Byrd. It is produced by Ziena Optimization, LLC. KNITRO was introduced in 2001 as a derivative of academic research at Northwestern University, and has undergone continual improvement since.


External links

  • Ziena (developer of KNITRO)
  • Jorge Nocedal (home page at Northwestern University)
  • Online documentation
This article was sourced from Creative Commons Attribution-ShareAlike License; additional terms may apply. World Heritage Encyclopedia content is assembled from numerous content providers, Open Access Publishing, and in compliance with The Fair Access to Science and Technology Research Act (FASTR), Wikimedia Foundation, Inc., Public Library of Science, The Encyclopedia of Life, Open Book Publishers (OBP), PubMed, U.S. National Library of Medicine, National Center for Biotechnology Information, U.S. National Library of Medicine, National Institutes of Health (NIH), U.S. Department of Health & Human Services, and, which sources content from all federal, state, local, tribal, and territorial government publication portals (.gov, .mil, .edu). Funding for and content contributors is made possible from the U.S. Congress, E-Government Act of 2002.
Crowd sourced content that is contributed to World Heritage Encyclopedia is peer reviewed and edited by our editorial staff to ensure quality scholarly research articles.
By using this site, you agree to the Terms of Use and Privacy Policy. World Heritage Encyclopedia™ is a registered trademark of the World Public Library Association, a non-profit organization.

Copyright © World Library Foundation. All rights reserved. eBooks from World Library are sponsored by the World Library Foundation,
a 501c(4) Member's Support Non-Profit Organization, and is NOT affiliated with any governmental agency or department.