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KNITRO

Julia interface to the Artelys Knitro solver

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KNITRO.jl

The KNITRO.jl package provides an interface for using the Artelys Knitro solver from Julia. You cannot use KNITRO.jl without having purchased and installed a copy of Knitro from Artelys. This package is available free of charge and in no way replaces or alters any functionality of Artelys Knitro solver.

Documentation is available at https://juliaopt.github.io/KNITRO.jl/latest.

Note that the current package provides a wrapper both for the new Knitro's API (whose functions start by KN_) and the deprecated Knitro's API (whose functions start by KTR_). We recommend using the latest version of Knitro available and the new API to get access to all of the new functionalities from the solver. Using the new KN_ API requires Knitro >= v11.0. Refer to Knitro documentation for a full specification of the Knitro's API.

The Artelys Knitro wrapper for Julia is supported by the JuliaOpt community (which originates the development of this package) and Artelys. Feel free to contact Artelys support if you encounter any problem with this interface or the solver.

MathOptInterface Interface

KNITRO.jl now supports MathOptInterface and JuMP 0.19. The MathProgBase interface has been deprecated.

Here's an example showcasing various features.

using JuMP, KNITRO
m = Model(with_optimizer(KNITRO.Optimizer, honorbnds = 1, outlev = 1, algorithm = 4)) # (1)
@variable(m, x, start = 1.2) # (2)
@variable(m, y)
@variable(m, z)
@variable(m, 4.0 <= u <= 4.0) # (3)

mysquare(x) = x^2 
register(m, :mysquare, 1, mysquare, autodiff = true) # (4)

@NLobjective(m, Min, mysquare(1 - x) + 100 * (y - x^2)^2 + u) 
@constraint(m, z == x + y)

optimize!(m)
(value(x), value(y), value(z), value(u), objective_value(m), termination_status(m)) # (5)
  1. Setting KNITRO options.
  2. Setting initial conditions on variables.
  3. Setting box constraints on variables.
  4. Registering a user-defined function for use in the problem.
  5. Querying various results from the solver.

Low-level wrapper

KNITRO.jl implements most of Knitro's functionalities. If you aim at using part of Knitro's API that are not implemented in the MathOptInterface/JuMP ecosystem, you can refer to the low level API which wraps directly Knitro's C API (whose templates are specified in the file knitro.h).

Extensive examples using the C wrapper can be found in examples/.

Ampl wrapper

The package AmplNLWriter.jl allows to to call knitroampl through Julia to solve JuMP's optimization models.

The usage is as follow:

using JuMP, KNITRO, AmplNLWriter

model = with_optimizer(AmplNLWriter.Optimizer, KNITRO.amplexe, ["outlev=3"])

Note that supports is still experimental for JuMP 0.19.

First Commit

09/29/2014

Last Touched

7 days ago

Commits

384 commits