The MATLAB interface to Knitro 12.4 supports
MATLAB 2018 and newer. To use Knitro with older versions of MATLAB (i.e. pre-2018) on Linux-based
systems, it may be necessary to first set the
variable to point to the
libiomp5.so shared library provided in
lib directory, before starting MATLAB from the command
line. For example:
What’s new in Knitro 12.4 ?
The Knitro 12.4 callable library API has been extended to allow deleting or changing linear or constant structures after an initial solve, and then re-solving.
The Knitro 12.4 callable library API introduces new API functions for adding, deleting or changing a single linear term in the objective or constraints, or adding a single quadratic term to the objective or constraints.
The Knitro 12.4 callable library API introduces new API functions for retrieving information about the feasibility of variables or constraints after solving a model.
The Knitro 12.4 callable library API introduces a new API callback function that allows users to provide their own customized routine for solving linear systems of equations when using the interior-point/barrier algorithms.
Knitro 12.4 introduces new user options for setting MIP heuristics. Heuristics can now be enabled or disabled individually using the
mip_heuristic_mpecuser options. The new
mip_heuristic_strategyoption can be used to specify a global strategy with a particular level of effort applied to the MIP heuristics. The generic “mip_heuristic” option has been deprecated.
Knitro 12.4 offers improved performance on mixed-integer nonlinear problems (MINLP), including improved feasibility pump and diving heuristics.
Knitro 12.4 introduces the new user option
mip_cutting_plane, which can be used to enable cutting planes at the root node.
Knitro 12.4 offers improved performance when using then limited-memory quasi-Newton Hessian approximation.
Bug Fixes in Knitro 12.4.0
Fixed presolve issue that could lead to a false claim of an unbounded model.
Fixed issue that could cause a segfault when
bar_linsysis set to 3 (ineqs) or when solving least-squares models under certain circumstances.
Fixed a bug in the
strat_warm_startuser option that could cause Knitro to fail to solve a problem when this option was enabled.
Fixed a bug in
mip_method=HQG that could potentially cause a segfault.