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Artelys Knitro - Nonlinear optimization solver

Business & academic applications

Artelys Knitro is currently used in many application areas, thus demonstrating its versatility.

This section details some of the typical applications of Artelys Knitro with references to the academic literature. From fundamental mathematics to sustainable development, Artelys Knitro was found useful by a large range of Operations Research practitioners.

Feel free to contact us to receive more information regarding Artelys Knitro and its success stories.

 

Financial & bankingPortfolio optimization

Optimization methods play a vital role in option pricing, portfolio selection and strategic bidding. Modeling and software solutions lend valuable assistance in decision making.

Typical uses of Artelys Knitro:

• Portfolio optimization with transactions costs
• Optimal pricing and risk management
• Volatility estimation
• Credit risk
• Strategic bidding and auctions (Nash equilibrium)

Business case:

In the literature:

• Byrd, J. R., and Liu, Z. (2007): "Nonlinear Optimization Methods with Financial Applications". John Birge summarizes financial applications and the role that nonlinear optimization methods play in their solution. 
• Nocedal, J. (2008): "The ZIENA Solver for American Options Pricing". Jorge Nocedal discusses the robustness, speed and ease of use of the software engine for real-time trading of options. 

 

Computational economics & game theoryDemand modeling

Typical uses of Artelys Knitro:

• Design of economic policies
• Yield management
• Demand modeling
• Maximum-likelihood estimation
• Nash equilibrium

In the literature:

• Conlon, C. T. (2009): "A Dynamic Model of Costs and Margins in the LCD TV Industry", Unpublished manuscript.
• Hanson, D. A., Kryukov, Y., Leyffer, S., and Munson, T. S. (2009): "Optimal Control Model of Technology Transition", No 2009-E24, GSIA Working Papers from Carnegie Mellon University, Tepper School of Business.
• Dubé, J.-P., Fox, J. T., and Su, C.-L. (2012): "Improving the numerical performance of static and dynamic aggregate discrete choice random coefficients demand estimation", in Econometrica, 80 (5), 2231-2267.
• Egesdal, M., Lai, Z., and Su, C.-L. (2012): "Estimating Dynamic Discrete-Choice Games of Incomplete Information", Working paper.

 

Statistics & data analysisNonlinear least squares analysis

Typical uses of Artelys Knitro:

• Nonlinear least squares analysis (regression / data fitting)
• Support vector machines
• Data mining
• Data clustering
• Inference analysis
• Parameter estimation
• Inverse problems

In the literature:

• Wang, G., Zhu, Z., Du, W., and Teng, Z. (2008): "Inference Analysis in Privacy-Preserving Data Re-publishing", Data Mining, 2008, ICDM '08, Eight IEEE International, 1079-1084.
• Fuchs, M., and Neumaier, A. (2010): "Optimization in latent class analysis", Technical Report TR/PA/10/89, CERFACS.
• Rauchs, G., and Dumitriu, D. (2010): "Indentation testing parameter identification using an optimization procedure based on genetic algorithms", in Proc. of the Romanian Academy, Series A: Mathematics, 10 (2), 165-172.

 

EnergyOptimal power flow

Management of distribution networks, optimal plant operations, revenue and risk management, and strategic pricing play an increasingly important role in the energy sector.

Typical uses of Artelys Knitro:

• Nonlinear (AC) optimal power flow (OPF) problems
• Security-Constrained OPF (SCOPF) problems
• Optimization of generation costs and transmission losses
• Modeling of head effects in the optimal management of water reservoirs Nonlinear OPF (optimal power flow) problem
• Oil & gas production optimization 

Business cases:

• Artelys: "Optimal power flow computations using Knitro". Business case: Tractebel Engineering – Optimizing electricity transmission system management.

In the literature:

• Plantenga, T. (2006): "KNITRO for Nonlinear Optimal Power Flow Applications", Case Studies in Optimization, Ziena.
• Eka Suwartadi, Stein Krogstad, Bjarne Foss (2010): "Second-Order Adjoint-Based Control for Multiphase Flow in Subsurface Oil Reservoirs", 49th IEEE Conference on Decision and Control.
• Hu, B., Cañizares, C. A., and Liu, M.(2010): "Secondary and Tertiary Voltage Regulation Based on Optimal Power Flows", Bulk Power System Dynamics and Control (iREP) - VIII (iREP), 2010 iREP Symposium, 1-6.
• Gutierrez-Martinez, V. J., Cañizares, C. A., Fuerte-Esquivel, C. R., Pizano-Martinez, A., and Gu, X. (2011): "Neural-Network Security-Boundary Constrained Optimal Power Flow", IEEE Transactions on Power Systems, 26 (1), 63-72.
• Ferreira, E. C., Baptista, E. C., and Soler, E. M. (2012): "An investigation about barrier parameters update strategy and the Optimal Power Flow Solution", EngOpt 2012, 3rd International Conference on Engineering Optimization.)
• Barragan Hernandez, A., Vazquez-Roman, R., Rosales-Marines, L., Garcia-Sanchez, F. : "A strategy for simulation and optimization of gas and oil production", Computers and Chemical Engineering 30, 2005, 215–227.
• Liu, Z., Wang, S., and Ouyang, Y. (2017): "Reliable Biomass Supply Chain Design under Feedstock Seasonality and Probabilistic Facility Disruptions", Energies 2017, 10, 1895.
• Stock, D.S.; Sala, F.; Berizzi, A.; Hofmann, L. (2018): "Optimal Control of Wind Farms for Coordinated TSO-DSO Reactive Power Management", Energies 2018, 11, 173.

 

Sustainable developmentPopulation growth management

Typical uses of Artelys Knitro:

• Virtual population analysis
• Population growth management
• Transition path control

Business cases:

• Artelys: "Optimizating harvesting of fish populations". Business case: Finnish Forest Research Insititute (Metla).

In the literature:

• Tahvonen, O. (2008): "Optimal harvesting of age-structured fish populations", CEMARE Research Paper, P165.
• Tahvonen, O., Pukkala, T., Laiho, O., Lähde, E., and Niinimäki, S. (2010): "Optimal management of uneven-aged Norway spruce stands", in Forest Ecology and Management, 260 (1), 106-115.
• Rosa, R., Vaz, J., Mota, R. et al. (2017): "Preference for Landings’ Smoothing and Risk of Collapse in Optimal Fishery Policies: The Ibero-Atlantic Sardine Fishery", in Environmental and Resource Economics.
• Hänsela, M. C., Quaasa, M. F. (2018): " Intertemporal Distribution, Sufficiency, and the Social Cost of Carbon", in Ecological Economics 146, 520–535.

 

Optimal control & dynamic optimization

Typical uses of Artelys Knitro:

• Trajectory optimization
• Optimization with partial differential equations
• PDE-Constrained optimization with discrete decisions
• Variational Analysis

In the literature:

• Abdallah, L., Haddou, M., and Khardi, S. (2010): "Optimization of operational aircraft parameters reducing noise emission", in Applied Mathematical Sciences, 4 (11), 515-535.
• Nahayo, F., Khardi, S., Ndimubandi, J., Haddou, M., and Hamadiche, M. (2010): "Two-Aircraft Acoustic Optimal Control Problem: SQP algorithms", in ARIMA, 14, 101-123.
• You, F., and Leyffer, S. (2011): "Mixed-Integer Dynamic Optimization for Oil-Spill Response Planning with Integration of a Dynamic Oil Weathering Model", in AIChE Journal, 57 (12), 3555-3564.
• Kone, B., Diedhiou, I., Diallo, C., Gueye Diagne , S., & Ndiaye, G. (2018): "Optimization of the Containers Train Loading Operations at Abidjan Terminal", in Journal of Mathematics Research, 10(4), p19.

 

TelecommunicationTransmission network optimization

Typical uses of Artelys Knitro:

• Transmission network optimization
• Resource allocation

In the literature:

• Sosa-Paz, C., Ruckmann, J., and Sánchez-Meraz, M. (2010): "Joint Routing, Link Scheduling and Power Control for Wireless Multi-hop Networks for CDMA/TDMA Systems", in Científica, 14 (4), 165-172.

 

Optics & spectroscopy

Typical uses of Artelys Knitro:

• Light polarization control
• Isomer conformational analysis

In the literature:

• Lott, G. A., Perdomo-Ortiz, A., Utterback, J. K., Widom, J. R., Aspuru-Guzikb, A., and Marcus, A. H. (2011): "Conformation of self-assembled porphyrin dimers in liposome vesicles by phase-modulation 2D fluorescence spectroscopy", in Proceedings of the National Academy of Sciences, 108 (40), 16521-16526.
• Tripathi, S., Paxman, R., Bifano, T., and Toussaint, K. C. Jr. (2012): "Vector transmission matrix for the polarization behavior of light propagation in highly scattering media", in Optics Express, 20 (14), 16067-16076.

 

Mathematics & geometryShape curvature minimization

Typical uses of Artelys Knitro:

• Shape curvature minimization via contour regularization
• Independent proof check
• Counterexample detection

In the literature:

• Hales, T. C., and McLaughlin, S. (2010): "The dodecahedral conjecture", in Journal of the american mathematical society, 23 (2), 299-344.
• Bretin, E., Lachaud, J.-O., and Oudet, E. (2011): "Regularization of discrete contour by Willmore energy", in Journal of mathematical imaging and vision, 40 (2), 214-229.

Artelys Knitro support

Artelys provides worldwide technical support and assistance for Artelys Knitro.

More information