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.
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 JuMP 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 supports MathOptInterface and JuMP.
Here's an example showcasing various features.
using JuMP, KNITRO
m = Model(optimizer_with_attributes(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)
- Setting
KNITRO
options. - Setting initial conditions on variables.
- Setting box constraints on variables.
- Registering a user-defined function for use in the problem.
- 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 = Model(() -> AmplNLWriter.Optimizer(KNITRO.amplexe, ["outlev=3"]))