Artelys Knitro


Artelys Knitro is a commercial software package for solving large scale nonlinear mathematical optimization problems.
KNITRO – short for "Nonlinear Interior point Trust Region Optimization" – was co-created by Richard Waltz, Jorge Nocedal, Todd Plantenga and Richard Byrd. It was first introduced in 2001, as a derivative of academic research at Northwestern University, and has since been continually improved by developers at Artelys.
Optimization problems must be presented to Knitro in mathematical form, and should provide a way of computing function derivatives using sparse matrices. An often easier approach is to develop the optimization problem in an algebraic modeling language. The modeling environment computes function derivatives, and Knitro is called as a "solver" from within the environment.

Problem classes solved by Artelys Knitro

Knitro is specialized for nonlinear optimization but also solves a wide range of optimization problems:
Artelys Knitro contains a wide range of optimization algorithms.

NonLinear Programming (NLP) solver

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 provides tools for solving optimization models with binary or integer variables. The Knitro mixed integer programming code offers three algorithms for mixed-integer nonlinear programming :
Artelys Knitro supports a variety of programming and modeling languages including.
Artelys Knitro also includes a number of key features: