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Artelys Knitro - Nonlinear optimization solver

Think one step ahead and let Artelys Knitro be your competitive advantage!

The optimization techniques used by Artelys Knitro offer the leading combination of computational efficiency and robustness. Artelys Knitro is the only nonlinear solver with four different algorithms, allowing it to solve a large range of complex nonlinear problems.

Key features

Efficient and robust solution on large scale problems
Two interior-point/barrier and two active-set/SQP algorithms
Three algorithms for mixed-integer nonlinear optimization
Heuristics, cutting planes, branching rules for MINLP
Special routine to handle complementarity constraints
Parallel multistart feature for global optimization
Ability to run multiple algorithms concurrently
Automatic and parallel tuning of option settings
Automatic computation of approximate first-order and second-order derivatives
Smart initialization strategies and fast infeasibility detection

New Artelys Knitro 11.1 features

• New interior-point warm start option
• Faster convergence on DFO problems using enhanced termination criteria
• New Python API with dedicated methods to define structured expressions
• Automatic convexity detection for QP/QCQPs
• Improved Knapsack cut generation including lifted cuts for MINLP problems
• Enhancement of the L-BFGS Hessian approximation
• General performance improvement on convex problems in particular for very large instances

Problems classes solved by Artelys Knitro

• General nonlinear problems (NLP), including non-convex
• Systems of nonlinear equations
• Linear problems (LP)
• Quadratic problems (QP/QCQP), both convex and non-convex
• Second-order cone programs (SOCP) including nonlinear constraints and objective
• Least squares problems / regression, both linear and nonlinear
• Mathematical programs with complementarity constraints (MPCC/MPEC)
• Mixed-integer nonlinear problems (MIP/MINLP)
• Derivative-free optimization problems (DFO)

Programming interfaces

Programming interface such as C, C++, C#, Python, Fortran, Java can be used

Modeling systems

Modeling languages: AMPL, GAMS, AIMMS, MPL, Excel, Matlab can be used

Artelys Knitro and MATLAB

Artelys Knitro presents an interface to the MATLAB® computing environment that supports all major features in Knitro, including the ability to model and solve mixed-integer programming (MIP) models and mathematical programs with equilibrium constraints (MPEC). This interface, called “knitromatlab”, supersedes the previous ktrlink interface provided by the MATLAB Optimization Toolbox. Knitromatlab uses an API very similar to the MATLAB fmincon nonlinear optimization tool, providing an easy mechanism for porting code between the two, while also making available the enhanced features in Artelys Knitro. Extensive example and documentation on using knitromatlab are provided with the Knitro distribution and described in the Artelys Knitro User's Manual.

Artelys Knitro and AMPL

AMPL is a popular modeling language for optimization that allows users to represent their optimization problems in a user-friendly, readable, intuitive format. Artelys Knitro provides a dedicated driver “knitroampl” to use it from AMPL. Knitroampl gives access to all the solver features. Extensive example and documentation on using knitroampl are provided with the Knitro distribution and described in the Artelys Knitro User's Manual.

Artelys Knitro and R

R is an open-source software environment for statistical computing, available under GNU General Public License. It is developed and maintained by the R Foundation. Artelys Knitro provides a dedicated library to use it from R. The Artelys Knitro R library gives access to all the solver features and includes a dedicated function for solving nonlinear least-squares. Extensive example and documentation on using Knitro from R are provided with the Knitro distribution and described in the Artelys Knitro User's Manual.

Operating systems

Available on Windows 32-bit and 64-bit / Linux 64-bit / OS X 64-bit

Artelys Knitro support

Artelys provides worldwide technical support and assistance for Artelys Knitro.

More information