The Knitro-Tuner

The Knitro-Tuner can help you identify some non-default options settings that may improve performance on a particular model or set of models. This section desribes how to use the Knitro-Tuner.

Default Tuning

If you are unsure about what Knitro options should be tuned to try to improve performance, then you can simply run the default Knitro-Tuner by setting the option tuner =1, when running Knitro on your model. This will cause Knitro to automatically run your model with a variety of automatically determined option settings, and report some statistics at the end. Any Knitro options that have been set in the usual way will remain fixed throughout the tuning procedure.

Custom Tuning

If you have some ideas about which Knitro options you want to tune, then you can tell Knitro which options you want it to tune (as well as specify the values for particular options that you want Knitro to explore). This can be done by specifying a Tuner options file. A Tuner options file is a simple text file that is similar to a standard Knitro options file (see Setting options for details on how to define a standard Knitro options file).

A Tuner options file differs from a standard Knitro options file in a few ways:

  1. You can define multiple values (separated by spaces) for each option. This tells Knitro the values you want it to explore.
  2. You can specify an option name without any values. This will tell Knitro to explore all possible option values for that option. This only works for options that have a finite set of possible option value settings.
  3. A Tuner options file is loaded through the API function KTR_load_tuner_file() if using the callable library API (procedures for loading a Tuner options file for other environments are demonstrated in the examples below).

All possible combinations of options/values specified in a Tuner options file will be explored by Knitro, while any Knitro options that have been set in the usual way will remain fixed throughout the tuning procedure.

An example of using the Knitro-Tuner and defining a Tuner options file is provided in examples/C in the Knitro distribution. Below is the Tuner options file from that example.

# This file is used to specify the options and option values
# that will be systematically explored by the Knitro-Tuner
# in "tunerExample.c".  One can specify the specific option
# values to be explored by a particular option (as with
# "bar_directinterval" and "linsolver_pivottol" below). If
# just the option name is listed (as with "algorithm" and
# "bar_murule"), then all values for that option will be
# explored (only for options that have a finite number of
# integer values).

algorithm
bar_directinterval 0 1 10
bar_murule
linsolver_pivottol 1e-8 1e-14

This options file tells the Knitro-Tuner to explore all possible option values for the algorithm and bar_murule options, while exploring three values (0, 1 and 10) for the bar_directinterval option and two values (1e-8 and 1e-14) for the linsolver_pivottol option.

Tuner Output

The Tuner output, by default, provides a summary line of output for each solve during the tuning process indicating the results of that particular solve. When the Tuner completes all solves, it reports the non-default option settings for the fastest solve. Perhaps more insightful, however, is a summary table of statistics provided by the Tuner at the end of the solve. For example, in the example provided in examples/C, we may see something like this:

Summary Statistics
---------------------------------------------------------------------------
                                            Percent   Average     Average
    Option Name          Value      #Runs   Optimal  #FuncEvals     Time
--------------------  ----------  --------  -------  ----------  ----------
  bar_directinterval           0        24   100.00        12.2       0.001
  bar_directinterval           1        24   100.00         7.9       0.001
  bar_directinterval          10        24   100.00         7.9       0.001
--------------------  ----------  --------  -------  ----------  ----------
          bar_murule           1        12   100.00         8.7       0.001
          bar_murule           2        12   100.00         7.5       0.001
          bar_murule           3        12   100.00         9.7       0.001
          bar_murule           4        12   100.00         9.5       0.001
          bar_murule           5        12   100.00        10.3       0.001
          bar_murule           6        12   100.00        10.5       0.001
--------------------  ----------  --------  -------  ----------  ----------
  linsolver_pivottol    1.00e-08        38   100.00         9.1       0.001
  linsolver_pivottol    1.00e-14        38   100.00         9.1       0.001
--------------------  ----------  --------  -------  ----------  ----------
           algorithm           1        36   100.00        12.7       0.002
           algorithm           2        36   100.00         6.0       0.001
           algorithm           3         2   100.00         5.0       0.002
           algorithm           4         2   100.00         3.0       0.011
---------------------------------------------------------------------------

This table indicates the option values explored, the number of Tuner runs for each option value, the percentage of those runs where it found an optimal solution, the average number of function evaluations (in the cases where it found an optimal solution), and the average time (in the cases where it found an optimal solution). In this particular example, the model tested is very small, so the solution times are generally near 0.

This summary table provides some global view of which option settings may be preferable. For example, the table above suggests that algorithm =2 may be preferable for models of this type since it (on average) requires a little less time to find an optimal solution. Although if function evaluations were the dominant cost, then algorithm =4 might be preferable. The table also suggests that perhaps the non-default setting bar_murule =2 should be used, since it requires, on average, the fewest number of function evaluations to converge, although other values are only slightly worse.

More detailed output can be obtained through non-default settings of tuner_outsub. In particular, if tuner_outsub =1, then a summary file called knitro_tuner_summary.log is created in the current folder/directory. Each line of this file shows the option settings used and the summary results with these settings. A corresponding file called knitro_tuner_summary.csv is also created, which allows easily reading these results into a spreadsheet. Additionally, if tuner_outsub =2, the individual output file for each tuner solve is created in a file called knitro_tuner_*.log, where * is the corresponding solve number.

Tuner Options

The following options may be used to customize the performance of the Knitro-Tuner.

Option Meaning
tuner Enable Tuner
tuner_maxtime_cpu Maximum CPU time for Tuner, in seconds
tuner_maxtime_real Maximum real time for Tuner, in seconds
tuner_optionsfile Specify location/name of Tuner options file
tuner_outsub Output additional Tuner subproblem solve information
tuner_terminate Termination condition for Tuner

Note that setting par_numthreads to use multiple threads allows the tuner to be run in parallel.

The following examples show how to load a Tuner options file in various environments.

AMPL example

When using Knitro/AMPL, you can specify the location/name of a Tuner options file through the tuner_optionsfile option as shown below.

ampl: option knitro_options "tuner=1 tuner_optionsfile='tuner-explore.opt'";

MATLAB example

In Knitro/MATLAB, the only way to enable the Knitro-Tuner and specify the location of a Tuner options file is through a standard Knitro options file. For example, the following Knitro options file, passed as the last argument to knitromatlab would enable the Tuner and load the Tuner options file tuner-explore.opt assumed to exist in the current folder/directory.

# Example Knitro options file used to enable the Tuner
# and load a Tuner options file in Knitro/MATLAB.

tuner 1
tuner_optionsfile  tuner-explore.opt

C example

In the callable library interface, a Tuner options file can be loaded through the KTR_load_tuner_file() API function.

/*---- TURN ON THE KNITRO-TUNER */
if (KTR_set_int_param (kc, KTR_PARAM_TUNER, KTR_TUNER_ON) != 0)
    exit( -1 );

/*---- LOAD TUNER OPTIONS FILE "tuner-explore.opt". */
if (KTR_load_tuner_file (kc, "tuner-explore.opt") != 0)
    exit( -1 );

Object-oriented C++ example

In the object-oriented interface, a Tuner options file can be loaded through the KTRSolver::loadTunerFile() method.

// Turn on the KNITRO options file.
solver.setParam(KTR_PARAM_TUNER, KTR_TUNER_ON);

// Load tuner options file "tuner-explore.opt".
solver.loadTunerFile("tuner-explore.opt");