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Large-Scale Nonlinear Optimization pp 35–59Cite as

Knitro: An Integrated Package for Nonlinear Optimization

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Part of the book series: Nonconvex Optimization and Its Applications ((NOIA,volume 83))

Summary

This paper describes Knitro 5.0, a C-package for nonlinear optimization that combines complementary approaches to nonlinear optimization to achieve robust performance over a wide range of application requirements. The package is designed for solving large-scale, smooth nonlinear programming problems, and it is also effective for the following special cases: unconstrained optimization, nonlinear systems of equations, least squares, and linear and quadratic programming. Various algorithmic options are available, including two interior methods and an active-set method. The package provides crossover techniques between algorithmic options as well as automatic selection of options and settings.

This author was supported by Army Research Office Grants DAAG55-98-1-0176 and DAAD19-02-1-0407, and NSF grants CCR-0219190 and CHE-0205170.

These authors were supported by National Science Foundation grants CCR-0219438 and DMI-0422132, and Department of Energy grant DE-FG02-87ER25047-A004.

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Author information

Authors and Affiliations

  1. Department of Computer Science, University of Colorado, Boulder, CO, 80309, USA

    Richard H. Byrd

  2. Department of Electrical and Computer Engineering, Northwestern University, Evanston, IL, 60208-3118, USA

    Jorge Nocedal & Richard A. Waltz

Authors
  1. Richard H. Byrd
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  2. Jorge Nocedal
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  3. Richard A. Waltz
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Editor information

Editors and Affiliations

  1. University of Rome “La Sapienza”, Italy

    G. Di Pillo  & M. Roma  & 

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© 2006 Springer Science+Business Media, Inc.

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Byrd, R.H., Nocedal, J., Waltz, R.A. (2006). Knitro: An Integrated Package for Nonlinear Optimization. In: Di Pillo, G., Roma, M. (eds) Large-Scale Nonlinear Optimization. Nonconvex Optimization and Its Applications, vol 83. Springer, Boston, MA. https://doi.org/10.1007/0-387-30065-1_4

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