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.