TOMNET /KNITRO

The TOMNET /KNITRO toolbox efficiently integrates the industry-standard sparse nonlinear interior point and active-set solver KNITRO with .NET and TOMNET. (TOMNET /KNITRO is only available for Windows and Linux.)

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.

Main features

• Efficient handling of 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 TOMNET solvers.
• KNITRO optionally estimates derivatives internally, and can also perform gradient checking.
• Second derivatives are used if given.

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

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