This version comes with a redesign of the C API improving flexibility when manipulating your models. The user can directly provide the constraint structure (e.g. linear, quadratic, quadratic conic) to the solver without using callback functions. It is also possible to provide derivatives for only a subset of the model, Knitro being able to automatically approximate the missing derivatives.

Artelys Knitro now includes a specialized algorithm to efficiently manage quadratic conic constraints that are present in SOCP models and can be found in many application fields (such as economics, physics, finance …). This major enhancement for SOCP formulations comes with significant performance improvements for QCQP models.

Improvement of CPU time with Artelys Knitro 11.0

 

Other features :

• CG preconditioning now available for all classes of problems
• New parallel linear solvers (HSL MA86 and MA97) allowing speedups on large scale problems
• The Knitro R interface is now open source
• Several enhancements of the MINLP and active-set algorithms
• General performance improvements in particular for convex problems