TOMLAB /KNITRO

The TOMLAB /KNITRO toolbox efficiently integrates the industry-standard sparse nonlinear interior point and active-set solver KNITRO with Matlab and TOMLAB.

KNITRO implements a novel algorithm for nonlinear programming. The algorithm belongs to the class of interior (or barrier) methods, and uses trust regions to promote convergence. A state-of-the-art active-set solver is also included in the package. MINLP problems are also supported by branch and bound as well as a hybrid Quesada-Grossman.

Main features

• Efficient handling of Matlab sparse arrays.
• Three algorithmic options; Interior/Direct, Interior/CG and Active-set SLQP.
• Feasible version included with Interior/CG.
• Several options for memory-limited Hessian.
• KNITRO may be used as sub problem solver for other TOMLAB solvers.
• KNITRO optionally estimates derivatives internally, and can also perform gradient checking.
• Second derivatives are used if given.
• Multistart features included for global optimization.
• Supports equilibrium constraints (MPEC problems).
• Solves mixed-integer linear, quadratic and nonlinear problems.

For more information about TOMLAB /KNITRO see the TOMLAB /KNITRO User's Guide.

For user's guides to all TOMLAB products see the Manual section.