Knitro: An Integrated Package for Nonlinear Optimization
Knitro: An Integrated Package for Nonlinear Optimization
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DOI：
10.1007/0-387-30065-1_4
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发表时间：
2006
期刊：
影响因子：
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通讯作者：
R. Byrd;J. Nocedal;R. A. Waltz
中科院分区：
文献类型：
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作者：
R. Byrd;J. Nocedal;R. A. Waltz
本文描述了Knit5.0，这是一个用于非线性优化的C包，它结合了非线性优化的互补方法，以在广泛的应用需求中实现稳健的性能。该软件包是为解决大规模、光滑的非线性规划问题而设计的，它也适用于以下特殊情况：无约束优化、非线性方程组、最小二乘以及线性和二次规划。有多种算法选项可用，包括两种内部方法和一种活动集方法。该程序包提供了算法选项之间的交叉技术，以及选项和设置的自动选择。
This paper describes Knitro5.0, 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.