Release notes

What’s new in Knitro 14.2 ?

  • Knitro 14.2 offers significant performance improvements on nonconvex problems both in terms of efficiency and solution quality.

  • Knitro 14.2 offers significant improvements in robustness and efficiency when solving models with conic constraints using the specialized conic algorithm (enabled via bar_conic_enable =1).

  • Knitro 14.2 offers the ability to retrieve the best feasible iterate found during the optimization via the new KN_get_best_feasible_iterate() API function or by setting the new user option soltype =1.

  • Knitro 14.2 improves the efficiency of the ncvx_qcqp_init user option, which can be used to improve the initial points when solving nonconvex QPs/QCQPs. This also has an effect when solving nonconvex QPs/QCQPs with the multi-start procedure (ms_enable =1).

  • Knitro 14.2 introduces new user options to set time limits on optimization solves. The new maxtime option can be used to set a global time limit (using real/wall clock time) that applies to single solves as well as multi-start, multi-algorithm, tuner or MIP solves. The following new options are also available: mip_sub_maxtime can set a time limit on MIP subproblems; ma_sub_maxtime can set a time limit on multi-algorithm subproblems; ms_sub_maxtime can set a time limit on multi-start subproblems; and tuner_sub_maxtime can set a time limit on tuner subproblems. All previous maxtime options have been deprecated.

  • Knitro 14.2 adds a new KN_add_compcons() API function to replace the previous KN_set_compcons() function for adding complementarity constraints. The new function allows adding complementarity constraints in batches through multiple function calls (instead of requiring that they all be added at once).

  • Knitro 14.2 adds a new initptfile option that allows the user to specify a file from which to read the initial point for the Knitro algorithms.

Bug Fixes in Knitro 14.2.0

  • Fixed bug when running the MISQP algorithm (mip_method =3) and the MIP local search heuristic is enabled.

  • Fixed bug when running the MISQP algorithm (mip_method =3) with multi-start.

  • Fixed bug that could lead to a segfault when solving an over-constrained problem (i.e. a problem with more equality constraints than variables).

Deprecations in Knitro 14.2.0

  • Support for Mac Intel platform is deprecated from Knitro version 14.2. It will be removed in Knitro versions from 15.1.

  • Hybrid Quesada-Grossman method for convex, nonlinear problems, corresponding to mip_method =2, is deprecated from Knitro version 14.2. It will be removed in the following Knitro versions.