Artelys Knitro 11: New SOCP algorithm!

5 July 2018

— Artelys Knitro 11 release comes with many new features including a specialized algorithm for Second-Order Cone Programming (SOCP).

This version comes with a redesign of the C API improving flexibility when manipulating your models. The user can directly provide the constraint structure (e.g. linear, quadratic, quadratic conic) to the solver without using callback functions. It is also possible to provide derivatives for only a subset of the model, Knitro being able to automatically approximate the missing derivatives.

Artelys Knitro intègre désormais une spécialisation algorithmique permettant de gérer efficacement les contraintes quadratiques coniques, présentes dans les modèles SOCP que l’on retrouve dans de nombreuses applications (l’économie, la physique, la finance …). Cette évolution majeure pour les problèmes SOCP s’accompagne d’une amélioration notable des performances sur les problèmes QCQP.

Other features

• CG preconditioning now available for all classes of problems
• New parallel linear solvers (HSL MA86 and MA97) allowing speedups on large scale problems
• The Knitro R interface is now open source
• Several enhancements of the MINLP and active-set algorithms
• General performance improvements in particular for convex problems

Innovative grid technologies can improve renewable energy integration in the Latvian grid by up to 40%

Innovative grid technologies can improve renewable energy integration in the Latvian grid by up to 40%

—The power grid faces challenges in managing the increasing amounts of new wind and solar power generation. Grid Enhancing Technologies (GETs) are essential for optimizing the use of the existing infrastructure. Artelys carried out a study for Latvian Transmission System Operator (TSO) AST to assess the renewable generation hosting capacity of the transmission grid and to evaluate the benefits that GETs can provide to renewable integration. The study performed simulations using the open-source optimal flow tool, PowSyBI Metrix. Results show that Grid Enhancing Technologies can increase Renewable Energy Sources (RES) hosting capacity by up to 40% and were announced in the following press release.

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Artelys Knitro 11 : Un nouvel algorithme SOCP !

5 July 2018

— La version 11 d’Artelys Knitro apporte des fonctionnalités majeures dont un nouvel algorithme dédié aux formulations SOCP (Second-order cone programming).

Cette version s’accompagne d’une refonte de l’API C qui apporte une flexibilité accrue lors de la manipulation des modèles. L’utilisateur peut désormais passer directement la structure des contraintes linéaires, quadratiques et coniques au solveur, sans passer par des fonctions de callback. Par ailleurs, il est désormais possible de fournir les dérivées pour seulement une partie du modèle étudié, Knitro se chargeant d’approximer les dérivées manquantes.

Artelys Knitro intègre désormais une spécialisation algorithmique permettant de gérer efficacement les contraintes quadratiques coniques, présentes dans les modèles SOCP que l’on retrouve dans de nombreuses applications (l’économie, la physique, la finance …). Cette évolution majeure pour les problèmes SOCP s’accompagne d’une amélioration notable des performances sur les problèmes QCQP.

Autres fonctionnalités

• Préconditionneur désormais disponible pour toutes les classes de problèmes
• Intégration de deux nouveaux solveurs linéaires parallélisables (HSL MA86 et MA97) pour les instances de grande taille (sous Linux uniquement)
•Interface KnitroR désormais open source
• Amélioration des algorithmes MINLP et des méthodes d’active-set
• Augmentation générale des performances, en particulier sur les problèmes convexes

Innovative grid technologies can improve renewable energy integration in the Latvian grid by up to 40%

Innovative grid technologies can improve renewable energy integration in the Latvian grid by up to 40%

—The power grid faces challenges in managing the increasing amounts of new wind and solar power generation. Grid Enhancing Technologies (GETs) are essential for optimizing the use of the existing infrastructure. Artelys carried out a study for Latvian Transmission System Operator (TSO) AST to assess the renewable generation hosting capacity of the transmission grid and to evaluate the benefits that GETs can provide to renewable integration. The study performed simulations using the open-source optimal flow tool, PowSyBI Metrix. Results show that Grid Enhancing Technologies can increase Renewable Energy Sources (RES) hosting capacity by up to 40% and were announced in the following press release.

read more
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