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Knitro: An Integrated Package for Nonlinear Optimization

  • Richard H. Byrd
  • Jorge Nocedal
  • Richard A. Waltz
Part of the Nonconvex Optimization and Its Applications book series (NOIA, volume 83)

Summary

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.

Key words

nonlinear optimization optimization software interior-point SLQP 

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Copyright information

© Springer Science+Business Media, Inc. 2006

Authors and Affiliations

  • Richard H. Byrd
    • 1
  • Jorge Nocedal
    • 2
  • Richard A. Waltz
    • 2
  1. 1.Department of Computer ScienceUniversity of ColoradoBoulderUSA
  2. 2.Department of Electrical and Computer EngineeringNorthwestern UniversityEvanstonUSA

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