Solver
KNITRO Solver Engine Version
Introduction
The KNITRO Solver Engine extends the power of the Premium Solver Platform to handle smooth nonlinear optimisation problems with no fixed limits on the number of variables and constraints. This is a field-installable solver engine that plugs into the Premium Solver Platform, and takes advantage of its new Polymorphic Spreadsheet Interpreter. The solver engine solves global optimisation problems using the 'multistart' or 'clustering' methods. This provides greatly improved performance, especially on problems with integer variables and 'alldifferent' constraints.
Greater speed and accuracy
With the KNITRO Solver Engine, you will be able to solve smooth nonlinear optimisation problems that are far larger than the standard Excel Solver since there are no fixed limites on the number of variables and constraints. Solution times can be very impressive with some nonlinear problems with many hundreds of variables and constraints solving in just seconds. To handle such large problems, the KNITRO Solver Engine uses sparse matrix storage methods and advanced methods for maintaining numerical stability. The KNITRO Solver takes maximum advantage of the new Polymorphic Spreadsheet Interpreter in the Premium Solver Platform to obtain either first or second partial derivatives of the problem functions (the Jacobian or Hessian matrix) at each major iteration or trial solution.
New options and tolerances
The KNITRO Solver offers several new options and tolerances to improve speed and give you better control of the solution process. The Treat Constraints as Linear and Treat Objective as Linear options allow you to speed up evaluation of the Jacobian or Hessian matrix at each major iteration on smooth nonlinear programming problems with all-linear constraints. If you have encountered problems with trial solutions that included small violations of bounds on variables, you will appreciate the ability to control this behavior with the Relax Bounds on Variables option in the Large-Scale GRG Solver. The Bypass Solver Reports option allows you to save time on runs when you don't need to produce report information. Other new options and tolerances control the multistart methods for global optimisation.
Comprehensive user guide
In addition to the user guide that comes with the Premium Solver Platform, you'll receive the Solver Engine User Guide that describes several field-installable Solver engines, including the KNITRO Solver. This guide provides complete information on KNITRO Solver options, the various messages which the KNITRO Solver can return, how to diagnose problems and how to control the KNITRO Solver from VBA in Excel.