KNITRO: An integrated package for nonlinear optimization (2006)
| Venue: | Large Scale Nonlinear Optimization, 35–59, 2006 |
| Citations: | 19 - 3 self |
BibTeX
@INPROCEEDINGS{Byrd06knitro:an,
author = {Richard H. Byrd and Jorge Nocedal and Richard A. Waltz},
title = {KNITRO: An integrated package for nonlinear optimization},
booktitle = {Large Scale Nonlinear Optimization, 35–59, 2006},
year = {2006},
pages = {35--59},
publisher = {Springer Verlag}
}
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Abstract
This paper describes Knitro 5.0, a C-package for nonlinear optimization that combines complementary approaches to nonlinear optimization to achieve robust performance over a wide range of application requirements. The package is designed for solving large-scale, smooth nonlinear programming problems, and it is also effective for the following special cases: unconstrained optimization, nonlinear systems of equations, least squares, and linear and quadratic programming. Various algorithmic options are available, including two interior methods and an active-set method. The package provides crossover techniques between algorithmic options as well as automatic selection of options and settings. 1
