The most advanced solver for nonlinear optimization

— Nonlinear optimization problems arise in numerous business and industry applications: portfolio optimization, optimal power flow, nonlinear model predictive control, Nash equilibrium problems. To solve these challenging problems, customers in hundreds of sites worldwide rely on Artelys Knitro for its efficiency and robustness.

Artelys Knitro has been developed by Ziena Optimization since 2001. Since the acquisition of Ziena and its development team in 2015, Artelys is in charge of the software development and distribution worldwide.

widely used in academia and industry

— More than 450 institutions in over 40 countries rely on Artelys Knitro.

Top universities

Berkeley, Columbia, Harvard, MIT, Princeton, Stanford
Cath. Univ. of Chile, Univ. of São Paulo,ESSEC, ETH Zürich, LSE,Nat. Univ. of Singapore, Tsinghua Univ.,Univ. of Melbourne, Univ. of Queensland

Industries

Economic consulting firms
Financial institutions
Mechanical engineering companies
Oil & Gas companies
Regulatory & Policy makers  
Software developers (as a third-party)

countries

institutions

algorithms

interfaces

undeniable successes

The MIT Biomimetic Robotics Lab used our nonlinear solver on a quadruped robot.

TotalEnergies owns and operates several refineries worldwide, producing millions of barrels per day by implementing complex refinery operations.

Artelys Knitro and AMPL are used by Masoud Zarepisheh, Assistant professor, at the Memorial Sloan Kettering Cancer Center to plan radiation for cancer patients!

We studied the Federal Reserve Bank of New York DSGE model implemented in MATLAB using the IRIS toolbox by Iskander Karibzhanov, Senior Scientist at Bank of Canada.

The NCL algorithm, designed by Kenneth Judd, Ding Ma, Michael Saunders, addresses the difficulty in solving tax policy models by using Julia with Artelys Knitro.

IPSO, a rich and powerful tool for optimizing the planning and operation of power systems thanks to Artelys Knitro.

See how black-box optimization is used in mining industry.

problems classes solved

— Artelys Knitro is specialized in solving large scale nonlinear mathematical optimization problems. It is the only nonlinear solver with 7 different algorithms, allowing it to solve a large range of complex optimization problems.

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.

Financial & Banking

Optimal control & dynamic optimization

Computational economics & game theory

Telecommunications

Statistics & data analysis

Optics & spectroscopy

Energy

Mathematics & geometry

Sustainable development

key features

— The optimization techniques used by Artelys Knitro offer the leading combination of computational efficiency and robustness. Thanks to several key features, Artelys Knitro can efficiently solve a wide range of optimization problems.

Efficient and robust solution on large scale problems  +

2 interior-point/barrier and two active-set/SQP algorithms   +

3 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  +

interfaces

— 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 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 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

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testimony

— “Artelys Knitro and AMPL performance enables the automation of radiation therapy cancer treatment, resulting in faster treatment delivery and more accurate tumor irradiation and healthy tissue sparing. Thanks to the resolution of complex large scale optimization models more than 800 patients were treated since the beginning of the project.”

Masoud Zarepisheh, PhD

Assistant professor, Memorial Sloan Kettering Cancer Center (MSKCC)

— “The use of robust, innovative and powerful components enables us to carry out reliable analyses about sensitive issues such as network security.”

Jean Maeght, PhD

R&D Engineer, Electricity transmission network (RTE)

— “Our software incorporates Knitro to solve very complex mixed integer nonlinear programming (MINLP) optimization problems. These problems must be solved in near-real time (at the 5 minute level), and we have found no other solver that matches the speed and accuracy of Knitro. In addition, the customer support at Artelys has been fantastic. They have been very responsive to our needs, have worked closely with us in product development, and have been very flexible in product implementation and licensing.”

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