KNITRO - Documentation
KNITRO 5.0 is described in the user
manual:
•
R. A. Waltz, KNITRO
5.0 User's Manual, Ziena Optimization, Inc., Evanston,
IL, USA, February 2006.
Algorithmic details are given in the
following publications:
•
R. Byrd, M. E. Hribar, and J. Nocedal, "An
Interior Point Method for Large Scale Nonlinear Programming"
SIAM J. Optimization, 9,4, pp.877-900 (1999).
•
R. A. Waltz, J. L. Morales, J. Nocedal, and D. Orban. "An
interior algorithm for nonlinear optimization that combines
line search and trust region steps", Technical Report
2003-6, Optimization Technology Center, Northwestern University,
Evanston, IL, USA, June 2003, to appear in Mathematical Programming
A.
•
R. H. Byrd, N. I. M. Gould, J. Nocedal, and R.A. Waltz. "An
algorithm for nonlinear optimization using linear programming
and equality constrained subproblems", Mathematical Programming,
Series B, 100(1):27--48, 2004.
The underlying theory is explained in
the following articles:
•
R. Byrd, J.C. Gilbert, and J. Nocedal, "A
Trust Region Method Based on Interior Point Techniques for
Nonlinear Programming", Mathematical Programming
A, 89: 149-185 (2000).
•
R. Byrd, Guanghui Liu, and J. Nocedal, "On
the Local Behavior of an Interior Point Method for Nonlinear
Programming" in Numerical Analysis, D. F. Griffiths
and D. J. Higham, eds, pp.37-56 (1997) Addison Wesley Longman
•
R. H. Byrd, N. I. M. Gould, J. Nocedal, and R. A. Waltz. "On
the convergence of successive linear-quadratic programming
algorithms", Technical Report OTC 2002/5, Optimization
Technology Center, Northwestern University, Evanston, IL,
USA, 2002 |
