Artelys Knitro 14.1: delivers very quick solutions on non-convex models

25 July 2024

We are excited to announce the release of Artelys Knitro version 14.1, our solver for nonlinear optimization, providing greater efficiency and precision across all problem classes from large linear models (LP) to numerically difficult mixed-integer nonlinear problems (MINLP).

This new version provides specific improvements on quadratic models (QP) and quadratically constrained quadratic models (QCQP), both convex and non-convex. Quadratic models arise in many business applications such as portfolio optimization in finance, model predictive control in chemistry or robotics, least square regressions or pooling problem in the Oil & Gas industry or water networks. Check our Artelys Knitro use cases to learn more!

Performance and robustness improvements

Compared to Artelys Knitro 14.0, version 14.1 delivers the following performance improvements:

12% speed-up on large LP
5% speed-up on convex QP
35% speed-up on non-convex QP
17% speed-up on non-convex MINLP

As a clarification, the speed-up observed on non-convex instances corresponds to the time required to find a local optimum of similar quality compared to the previous version. On top of performance improvements, specific focus on robustness was achieved for non-convex quadratic models for which version 14.1 can solve 17 additional instances to local optimality out of the 31 open instances on QPLib2022. .

Multistart improvement

Version 14.1 brings multiple enhancements to Artelys Knitro multistart on both non-convex continuous and non-convex mixed-integer nonlinear models:

Continuous models: users will notice similar solutions returned in shorter time thanks to the automatic termination of multistart when the probability of finding new local solutions is small.
Mixed-integer models: high quality solutions can be obtained on MINLP models thanks to a new behavior when activating mip_multistart. This behavior will be activated by default in the next release.

Interfaces updates

Several interfaces provide new features to improve user friendliness and flexibility:

AMPL interface now provides a better handling of partially specified initial points.
Mixed MATLAB interface has been optimized to allow re-using expensive evaluations common to both the objective function and constraint functions.
Julia interface now supports newer versions of Julia 1.10.2+.

For a detailed breakdown of Artelys Knitro 14.1 features and improvements, please refer to our release notes.

Try Knitro 14

Artelys Knitro 14 is now available for download on Artelys website from your customer area. Users can explore the software’s features through a free trial or contact the Artelys team for licensing and pricing details.

Download Knitro

Use-cases

Discover the use-cases that transform your ideas into practical realities, building a future where technology meets real needs in an exceptional way with Knitro.

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