Release notes

Note

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 LD_PRELOAD environment variable to point to the libiomp5.so shared library provided in the Knitro lib directory, before starting MATLAB from the command line. For example: export LD_PRELOAD=/path/to/knitro-12.4.0-z-Linux-Intel17-64/lib/libiomp5.so

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_diving, mip_heuristic_feaspump, and mip_heuristic_mpec user options. The new mip_heuristic_strategy option 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_linsys is set to 3 (ineqs) or when solving least-squares models under certain circumstances.

  • Fixed a bug in the strat_warm_start user 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.