Knitro

The NEOS Server offers Knitro for the solution of:

• general (convex or nonconvex) nonlinear problems (NLP),
• linear problems (LP),
• convex or nonconvex quadratic problems (QP/QCQP/SOCP),
• linear or nonlinear least-squares problems,
• mathematical programs with complementarity constraints (MPEC),
• mixed-integer nonlinear problems (MIP/MINLP), and
• derivative-free optimization problems.

Knitro natively offers several other interfaces in a variety of languages: (i) object-oriented interfaces for C++, C#, Java and Python; (ii) matrix-oriented interfaces for C, Fortran, Matlab, and R; (iii) links to modelling languages AIMS, AMPL, GAMS, and MPL; (iv) and links to Excel through Frontline Solvers.

Key features of Knitro include: (i) a large set of well-documented user options (see the Knitro documentation) and automatic tuner; (ii) (parallel) multi-start for global optimization; (iii) derivatives approximation and checker; and (iv) internal presolver.

Knitro was originally developed by Richard Byrd, Mary Beth Hribar, Jorge Nocedal and Richard Waltz with additional help from Guanghui Liu, Marcelo Marazzi, Todd Plantenga, and Jose Luis Morales. Since July 2015, Knitro has been developed by Artelys with Richard Waltz as lead developer.

Free trial and evaluations of Knitro are available on the Download page of the Artelys website. For more information on Knitro, see the Artelys Knitro Overview or directly contact Artelys.

Using the NEOS Server for Knitro/GAMS

The user must submit a model in GAMS format to solve an optimization problem. For security purposes, the model submitted must adhere to the following conventions:

• It must be self contained, i.e., no $include or $batinclude statements.
• It may not execute external programs, i.e., no $call or execute statements.
• No file creation, i.e. no put files or $echo except for a file named 'results.txt'. Other files created in the GAMS model file will be deleted.

If you are unfamiliar with GAMS, the GAMS Documentation includes a GAMS Tutorial and User's Guide. Examples of models in GAMS format can be found in the GAMS model library.

By default, the NEOS Server limits the amount of output generated in the listing file by turning off the symbol and unique element list, symbol cross references, and restricting the rows and columns listed to zero. This behavior can be changed by specifying the appropriate options in the model file. See the documentation on GAMS output for further information.

You may optionally submit an options file if you wish to override the default parameter settings for the solver. Currently, the NEOS Server can only use optfile=1 with GAMS input. Therefore, any model that specifies a different options file will not work as intended.