gamspy-knitro 50.4.1__py3-none-win_amd64.whl → 51.1.0__py3-none-win_amd64.whl

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gamspy_knitro/__init__.py CHANGED
@@ -3,7 +3,7 @@ from pathlib import Path
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  from .version import __version__
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  directory = str(Path(__file__).resolve().parent)
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- files = ['knitro1420.dll', 'optknitro.def', 'knxcclib64.dll']
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+ files = ['knitro1501.dll', 'optknitro.def', 'knxcclib64.dll']
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  file_paths = [directory + os.sep + file for file in files]
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  verbatim = 'KNITRO 103011 5 KN 1 0 2 LP RMIP NLP MCP MPEC RMPEC CNS DNLP RMINLP MINLP QCP MIQCP RMIQCP\ngmsgennt.cmd\ngmsgennx.exe\nknxcclib64.dll knx 1 0'
Binary file
@@ -2,85 +2,96 @@
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  * optknitro.def
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  *
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- presolve boolean 1059 1 1 4 Determine whether or not to use the Knitro presolver to try to simplify the model by removing variables or constraints
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- 0 (no) Do not use the Knitro presolver.
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- 1 (yes) Enable the Knitro presolver.
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- tuner boolean 1070 0 1 12 Indicates whether to invoke the Knitro-Tuner
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- 0 (off) Do not invoke the Knitro-Tuner.
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- 1 (on) Invoke the Knitro-Tuner.
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- algorithm enumint 1003 0 1 1 Indicates which algorithm to use to solve the problem
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- 0 1 (auto) let Knitro automatically choose an algorithm, based on the problem characteristics.
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- 1 1 (direct) use the Interior/Direct algorithm.
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- 2 1 (cg) use the Interior/CG algorithm.
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- 3 1 (active) use the Active Set algorithm.
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- 4 1 (sqp) use the SQP algorithm.
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- 5 1 (multi) run all algorithms, perhaps in parallel (see Algorithms).
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+ presolve enumint 1059 1 1 4 Determine whether or not to use the Knitro presolver to try to simplify the model by removing variables or constraints
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+ 0 1 (no) No presolve
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+ 1 1 (yes) Knitro performs presolve
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+ tuner enumint 1070 0 1 12 Indicates whether to invoke the Knitro-Tuner
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+ 0 1 (off) Knitro Tuner turned off
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+ 1 1 (on) Knitro Tuner enabled
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  blasoption enumint 1042 -1 1 1 Specifies the BLAS/LAPACK function library to use for basic vector and matrix computations
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- -1 1 (auto) Let Knitro automatically choose which BLAS to use.
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- 0 1 (knitro) Use Knitro built-in functions.
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- 1 1 (intel) Use Intel Math Kernel Library (MKL) functions on available platforms.
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- 2 1 (dynamic) Use the dynamic library specified with option blasoptionlib.
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- 3 1 (blis) Use BLIS functions on available platforms (currently not available on Windows OS).
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- 4 1 (apple) Use Apple Accelerate (only available on Mac with M1 processor).
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+ -1 1 (auto) Automatically determine based on platform
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+ 0 1 (knitro) Use Knitro version of netlib functions
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+ 1 1 (intel) Use Intel MKL functions
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+ 2 1 (dynamic) Use dynamic library of functions
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+ 3 1 (blis) Use BLIS functions
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+ 4 1 (apple) Use Apple Accelerate functions
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  blasoptionlib string 1045 "" 1 1 Specifies a dynamic library name that contains object code for BLAS/LAPACK functions
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  bndrange double 1112 1e+20 0 maxdouble 1 1 Specifies max limits on the magnitude of constraint and variable bounds
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  cg_maxit integer 1013 -1 -1 maxint 1 1 Determines the maximum allowable number of inner conjugate gradient (CG) iterations per Knitro minor iteration
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- -1 Let Knitro automatically determine a value.
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- 0 Knitro will set a maximum value based on the problem size.
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- n At most n>0 CG iterations may be performed during one minor iteration of Knitro.
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  cg_pmem integer 1103 10 0 maxint 1 1 Specifies the amount of nonzero elements per column of the Hessian of the Lagrangian which are retained when computing the incomplete Cholesky preconditioner
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- n At most n>0 nonzero elements per column.
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- cg_precond boolean 1041 0 1 1 Specifies whether an incomplete Cholesky preconditioner is applied during CG iterations in barrier algorithms
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- 0 (no) Not applied.
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- 1 (chol) Preconditioner is applied.
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+ cg_precond enumint 1041 0 1 1 Specifies whether an incomplete Cholesky preconditioner is applied during CG iterations in barrier algorithms
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+ 0 1 (no) Not applied
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+ 1 1 (chol) Preconditioner is applied
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  cg_stoptol double 1099 0.01 0 maxdouble 1 1 Specifies the relative stopping tolerance used for the conjugate gradient (CG) subproblem solves
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- convex integer 1114 -1 -1 1 1 1 Declare the problem as convex by setting to 1 or non-convex by setting to 0
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- cpuplatform integer 1120 -1 -1 5 1 1 This option can be used to specify the target instruction set architecture for the machine on which Knitro is running
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- datacheck boolean 1087 0 1 1 Specifies whether to perform more extensive data checks to look for errors in the problem input to Knitro (in particular, this option looks for errors in the sparse Jacobian and/or sparse Hessian structure)
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- delta double 1020 1 9.5367431640625e-07 maxdouble 1 1 Specifies the initial trust region radius scaling factor used to determine the initial trust region size
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- eval_cost integer 1159 0 0 2 1 1 Use this option to tell Knitro the relative cost of performing callback (e.g. function, gradient and Hessian) evaluations
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+ convex enumint 1114 -1 1 1 Declare the problem as convex by setting to 1 or non-convex by setting to 0
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+ -1 1 (auto) Knitro will try to determine this automatically, but may only be able to do so for simple model forms such as QPs or QCQPs.
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+ 0 1 (no) Declare problem as non-convex
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+ 1 1 (yes) Declare problem as convex
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+ cpuplatform enumint 1120 -1 1 1 This option can be used to specify the target instruction set architecture for the machine on which Knitro is running
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+ -1 1 (auto) Determine automatically
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+ 1 1 (compatible) Aim for more compatible performance across architectures
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+ 2 1 (sse2) SSE2
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+ 3 1 (avx) AVX
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+ 4 1 (avx2) AVX-2
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+ 5 1 (avx512) AVX-512 (experimental)
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+ datacheck enumint 1087 0 1 1 Specifies whether to perform more extensive data checks to look for errors in the problem input to Knitro (in particular, this option looks for errors in the sparse Jacobian and/or sparse Hessian structure)
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+ 0 1 (no) No extra data checks
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+ 1 1 (yes) Perform extra data checks
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+ delta double 1020 1 1e-14 maxdouble 1 1 Specifies the initial trust region radius scaling factor used to determine the initial trust region size
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+ eval_cost enumint 1159 0 1 1 Use this option to tell Knitro the relative cost of performing callback (e.g. function, gradient and Hessian) evaluations
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+ 0 1 (unspecified) Evaluation cost is not specified
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+ 1 1 (inexpensive) Evaluation cost is relatively inexpensive
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+ 2 1 (expensive) Evaluation cost is relatively expensive
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  honorbnds enumint 1002 -1 1 1 Indicates whether or not to enforce satisfaction of simple variable bounds throughout the optimization
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- -1 1 (auto) Knitro automatically determine the best setting.
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- 0 1 (no) Knitro does not require that the bounds on the variables be satisfied at intermediate iterates.
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- 1 1 (always) Knitro enforces that the initial point and all subsequent solution estimates satisfy the bounds on the variables.
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- 2 1 (initpt) Knitro enforces that the initial point satisfies the bounds on the variables.
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+ -1 1 (auto) Setting determined automatically by Knitro
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+ 0 1 (no) Allow iterations to violate the bounds
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+ 1 1 (always) Enforce bounds satisfaction of all iterates
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+ 2 1 (initpt) Enforce bounds satisfaction of initial point
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  initpenalty double 1097 10 0 maxdouble 1 1 Specifies the initial penalty parameter used in the Knitro merit functions
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  initpt_strategy enumint 1158 -1 1 1 Specifies the initial point strategy used for the continuous algorithms
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- -1 1 (auto) Automatically determine the initial point strategy.
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- 1 1 (basic) Try a basic initial point strategy.
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- 2 1 (advanced) Try a more advanced initial point strategy.
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+ -1 1 (auto) Automatic initial point strategy
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+ 1 1 (basic) Try basic initial point strategy
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+ 2 1 (advanced) Try more advanced initial point strategy
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  linesearch enumint 1095 0 1 1 Indicates which linesearch strategy to use for the Interior/Direct or SQP algorithm to search for a new acceptable iterate
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- 0 1 (auto) Let Knitro automatically choose the strategy.
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- 1 1 (backtrack) Use a simple backtracking scheme.
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- 2 1 (interpolate) Use a cubic interpolation scheme.
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- 3 1 (weakwolfe) Use a linesearch that satisfies the weak Wolfe conditions (unconstrained only).
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+ 0 1 (auto) Let Knitro choose the linesearch method
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+ 1 1 (backtrack) Backtracking linesearch
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+ 2 1 (interpolate) Interpolation based linesearch
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+ 3 1 (weakwolfe) Weak Wolfe linesearch
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  linesearch_maxtrials integer 1044 3 0 maxint 1 1 Indicates the maximum allowable number of trial points during the linesearch of the Interior/Direct or SQP algorithm before treating the linesearch step as a failure and generating a new step
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  linsolver enumint 1057 0 1 1 Indicates which linear solver to use to solve linear systems arising in Knitro algorithms
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- 0 1 (auto) Let Knitro automatically choose the linear solver.
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- 1 1 (internal) Not currently used; reserved for future use. Same as auto for now.
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- 2 1 (hybrid) Use a hybrid approach where the solver chosen depends on the particular linear system which needs to be solved.
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- 3 1 (qr) Use a dense QR method. This approach uses LAPACK QR routines. Since it uses a dense method, it is only efficient for small problems. It may often be the most efficient method for small problems with dense Jacobians or Hessian matrices.
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- 4 1 (ma27) Use the HSL MA27 sparse symmetric indefinite solver.
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- 5 1 (ma57) Use the HSL MA57 sparse symmetric indefinite solver.
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- 6 1 (mklpardiso) Use the Intel MKL PARDISO (parallel, deterministic) sparse symmetric indefinite solver.
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- 7 1 (ma97) Use the HSL MA97 (parallel, deterministic) sparse symmetric indefinite solver.
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- 8 1 (ma86) Use the HSL MA86 (parallel, non-deterministic) sparse symmetric indefinite solver.
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+ 0 1 (auto) Let Knitro choose the solver
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+ 1 1 (internal) Use internal solver provided with Knitro
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+ 2 1 (hybrid) Use a mixture of linear solvers depending on the linear systems
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+ 3 1 (qr) Use dense QR solver always (only for small problems)
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+ 4 1 (ma27) Use sparse HSL solver ma27 always
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+ 5 1 (ma57) Use sparse HSL solver ma57 always
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+ 6 1 (mklpardiso) Use sparse Intel MKL Pardiso solver always
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+ 7 1 (ma97) Use parallel, deterministic HSL ma97 solver
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+ 8 1 (ma86) Use parallel, non-deterministic HSL ma86 solver
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+ 9 1 (apple) Use parallel, non-deterministic Apple Sparse Solver
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  linsolver_maxitref integer 1130 2 0 maxint 1 1 Indicates the maximum allowable number of iterative refinement steps applied when a linear system is solved inside Knitro
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  linsolver_nodeamalg integer 1145 0 0 maxint 1 1 Controls the node amalgamation setting for the MA57, MA86 and MA97 linear solvers
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  linsolver_ooc enumint 1076 0 1 1 Indicates whether to use Intel MKL PARDISO out-of-core solve of linear systems when \ref KNITROlinsolver "linsolver" = mklpardiso
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- 0 1 (no) Do not use Intel MKL PARDISO out-of-core option.
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- 1 1 (maybe) Maybe solve out-of-core depending on how much space is needed.
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- 2 1 (yes) Solve linear systems out-of-core when using Intel MKL PARDISO.
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+ 0 1 (no) Always use in-core version
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+ 1 1 (maybe) Will use out-of-core version beyond a certain size
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+ 2 1 (yes) Always use out-of-core version
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  linsolver_ordering enumint 1144 -1 1 1 Sets the ordering method used for the linear system solver
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- -1 1 (auto) Let Knitro automatically choose the ordering strategy.
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- 0 1 (best) Choose the best between AMD and METIS (try both).
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- 1 1 (amd) Use AMD ordering (minimum degree for MKL PARDISO).
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- 2 1 (metis) Use METIS ordering.
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+ -1 1 (auto) Automatically determine ordering procedure
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+ 0 1 (best) Choose the best between AMD and METIS
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+ 1 1 (amd) Use AMD ordering (min degree for MKL PARDISO)
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+ 2 1 (metis) Use METIS ordering
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  linsolver_pivottol double 1029 1e-08 0 0.5 1 1 Specifies the initial pivot threshold used in factorization routines
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  linsolver_scaling enumint 1156 0 1 1 Enables scaling for the linear system solver
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- 0 1 (none) Do not apply scaling in the linear system solves.
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- 1 1 (always) Always apply scaling in the linear system solves.
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- 2 1 (dynamic) Dynamically apply scaling in the linear system solves.
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+ 0 1 (none) No scaling is applied in the linear system solves
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+ 1 1 (always) Always apply scaling in the linear system solves
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+ 2 1 (dynamic) Dynamically apply scaling in the linear system solves
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+ lp_algorithm enumint 1170 -1 1 1 Indicates which algorithm to use to solve linear problems (LPs)
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+ -1 1 (auto) Let Knitro automatically decide.
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+ 0 1 (nlp) Use algorithm specified in nlp_algorithm.
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+ 1 1 (primalsimplex) Use Primal Simplex algorithm.
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+ 2 1 (dualsimplex) Use Dual Simplex algorithm.
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+ 3 1 (barrier) Use Interior-Point/Barrier algorithm.
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+ 4 1 (pdlp) Use Primal-Dual Linear Programming algorithm.
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  ncvx_qcqp_init enumint 1139 -1 1 1 Specifies the initialization strategy used for non-convex QPs and QCQPs
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  -1 1 (auto) Knitro will automatically determine the strategy.
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  0 1 (none) No special initialization strategy is used.
@@ -88,68 +99,76 @@ ncvx_qcqp_init enumint 1139 -1 1 1 Specifies the initialization strategy used fo
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  2 1 (hybrid) Initialize by solving a hybrid formulation.
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  3 1 (penalty) Initialize by solving a penalty formulation.
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  4 1 (cvxquad) Initialize by solving a convex quadratic relaxation.
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+ nlp_algorithm enumint 1003 2 1 1 Indicates which algorithm to use to solve nonlinear problems (e.g. NLPs, QPs, QCQPs)
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+ 0 1 (auto) Let Knitro choose the algorithm
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+ 1 1 (direct) Use Interior (barrier) Direct algorithm
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+ 2 1 (cg) Use Interior (barrier) CG algorithm
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+ 3 1 (active) Use Active Set SLQP algorithm
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+ 4 1 (sqp) Use Active Set SQP algorithm
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+ 5 1 (multi) Run multiple algorithms (perhaps in parallel)
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+ 6 1 (al) Use Augmented Lagrangian algorithm
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  objrange double 1026 1e+20 0 maxdouble 1 1 Specifies the extreme limits of the objective function for purposes of determining unboundedness
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  restarts integer 1100 -1 -1 maxint 1 1 Specifies whether or not to enable automatic restarts in Knitro
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- 0 No automatic restarts allowed.
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- n At most n>0 automatic restarts may be performed.
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  restarts_maxit integer 1101 0 0 maxint 1 1 When restarts are enabled, this option can be used to specify a maximum number of iterations before enforcing a restart
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- 0 No iteration limit on restarts enforced.
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- n At most n>0 iterations are allowed without convergence before enforcing an automatic restart, if restarts are enabled.
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  scale enumint 1017 1 1 1 Specifies whether to perform problem scaling of the objective function, constraint functions, or possibly variables
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- 0 1 (no) No scaling is performed.
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- 1 1 (user_internal) User provided scaling is used if defined, otherwise Knitro internal scaling is applied.
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- 2 1 (user_none) User provided scaling is used if defined, otherwise no scaling is applied.
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- 3 1 (internal) Knitro internal scaling is applied.
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- scale_vars boolean 1153 0 1 1 Specifies the strategy for scaling variables
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- 0 (none) No variable scaling is performed.
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- 1 (bnds) Scaling of variables is applied based on their bound values.
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+ 0 1 (no) No scaling done
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+ 1 1 (user_internal) User, if defined, otherwise internal
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+ 2 1 (user_none) User, if defined, otherwise none
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+ 3 1 (internal) Knitro performs internal scaling
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+ scale_vars enumint 1153 0 1 1 Specifies the strategy for scaling variables
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+ 0 1 (none) Do not apply any variable scaling
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+ 1 1 (bnds) Apply variable scaling based on their bound values
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  soc enumint 1019 1 1 1 Specifies whether or not to try second order corrections (SOC)
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- 0 1 (no) No second order correction steps are attempted.
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- 1 1 (maybe) Second order correction steps may be attempted on some iterations.
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- 2 1 (yes) Second order correction steps are always attempted if the original step is rejected and there are nonlinear constraints.
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- strat_warm_start boolean 1118 0 1 1 Specifies whether or not to invoke a warm-start strategy
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- 0 (no) No warm-start strategy is applied.
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- 1 (yes) Knitro will apply a warm-start strategy with special tunings.
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+ 0 1 (no) Never do second order corrections
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+ 1 1 (maybe) SOC steps attempted on some iterations
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+ 2 1 (yes) SOC steps always attempted when constraints are nonlinear
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+ soltype enumint 1161 0 1 1 This option specifies the solution returned by Knitro
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+ 0 1 (final) Return the final iterate
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+ 1 1 (bestfeas) Return the best feasible iterate found
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+ strat_warm_start enumint 1118 0 1 1 Specifies whether or not to invoke a warm-start strategy
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+ 0 1 (no) No warm-start strategy is applied.
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+ 1 1 (yes) Knitro will apply a warm-start strategy with special tunings.
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  bfgs_scaling enumint 1131 0 1 2 Specify the initial scaling to use for the BFGS or L-BFGS Hessian approximation
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- 0 1 (dynamic) Dynamically choose which scaling to use.
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- 1 1 (invhess) The scaling approximates the scale of the inverse Hessian.
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- 2 1 (hess) The scaling approximates the scale of the Hessian.
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+ 0 1 (dynamic) Dynamically determine
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+ 1 1 (invhess) Approximate scale of the inverse Hessian
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+ 2 1 (hess) Approximate the scale of the Hessian
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  derivcheck enumint 1080 0 0 2 Determine whether or not to perform a derivative check on the model
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- 0 1 (none) Do not perform a derivative check.
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- 1 1 (first) Check first derivatives only.
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- 2 1 (second) Check second derivatives (i.e. the Hessian) only.
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- 3 1 (all) Check both first and second derivatives.
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+ 0 1 (none) No derivative check
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+ 1 1 (first) Check first derivatives
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+ 2 1 (second) Check second derivatives
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+ 3 1 (all) Check all derivatives
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  derivcheck_terminate enumint 1088 1 0 2 Determine whether to always terminate after the derivative check or only when the derivative checker detects a possible error
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- 1 1 (error) Terminate only when an error is detected.
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- 2 1 (always) Always terminate when the derivative check is finished.
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+ 1 1 (error) Stop when there is an error detected
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+ 2 1 (always) Always stop after the derivative check
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  derivcheck_tol double 1082 1e-06 0 maxdouble 0 2 Specifies the relative tolerance used for detecting derivative errors, when the Knitro derivative checker is enabled
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  derivcheck_type enumint 1081 1 0 2 Specifies whether to use forward or central finite differencing for the derivative checker when it is enabled
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- 1 1 (forward) Use forward finite differencing for the derivative checker.
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- 2 1 (central) Use central finite differencing for the derivative checker.
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- gradopt enumint 1007 1 1 2 Specifies how to compute the gradients of the objective and constraint functions
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- 1 1 (exact) User provides a routine for computing the exact gradients.
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- 2 1 (forward) Knitro computes gradients by forward finite differences.
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- 3 1 (central) Knitro computes gradients by central finite differences.
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- hessopt enumint 1008 0 1 2 Specifies how to compute the (approximate) Hessian of the Lagrangian
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- 0 1 (auto)
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- 1 1 (exact) User provides a routine for computing the exact Hessian.
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- 2 1 (bfgs) Knitro computes a (dense) quasi-Newton BFGS Hessian.
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- 3 1 (sr1) Knitro computes a (dense) quasi-Newton SR1 Hessian.
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- 4 1 (product_findiff) Knitro computes Hessian-vector products using finite-differences.
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- 5 1 (product) User provides a routine to compute the Hessian-vector products.
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- 6 1 (lbfgs) Knitro computes a limited-memory quasi-Newton BFGS Hessian (its size is determined by the option lmsize).
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- 7 1 (gauss_newton) Knitro computes a Gauss-Newton approximation of the hessian (available for least-squares only, and default value for least-squares)
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- lmsize integer 1038 10 1 100 1 2 Specifies the number of limited memory pairs stored when approximating the Hessian using the limited-memory quasi-Newton BFGS option
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- feastol double 1022 1e-06 0 maxdouble 1 3 Specifies the final relative stopping tolerance for the feasibility error
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- feastolabs double 1023 0.001 0 maxdouble 1 3 Specifies the final absolute stopping tolerance for the feasibility error
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+ 1 1 (forward) Check using forward finite-differences
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+ 2 1 (central) Check using central finite-differences
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  findiff_estnoise enumint 1140 0 1 2 This option can be used to enable an estimate of the noise in the model when using finite-difference gradients
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- 0 1 (no) Do not enable any noise estimation procedure for finite-difference gradients.
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- 1 1 (yes) Enable noise estimation procedure for finite-difference gradients.
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- 2 1 (withcurv) Enable noise estimation and curvature factor for finite-difference gradients.
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+ 0 1 (no) No estimation of noise performed
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+ 1 1 (yes) Estimate the noise and perhaps use it to determine a finite-difference steplength
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+ 2 1 (withcurv) Estimate a curvature factor as well as the noise and perhaps use it to determine a finite-difference steplength
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  findiff_relstepsize double 1123 0 mindouble maxdouble 1 2 Specifies the relative stepsize used for finite-difference gradients during the optimization
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- findiff_terminate boolean 1119 1 1 2 This option specifies the termination criteria when using finite-difference gradients
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- 0 (none) No special criteria; use the standard stopping conditions.
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- 1 (errest) Allow termination based on estimates of the finite-difference error (when no more significant progress is likely).
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+ gradopt enumint 1007 1 1 2 Specifies how to compute the gradients of the objective and constraint functions
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+ 1 1 (exact) User supplies exact first derivatives
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+ 2 1 (forward) Gradients computed by internal forward finite differences
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+ 3 1 (central) Gradients computed by internal central finite differences
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+ 4 1 (user_forward) Gradients computed by user-provided forward finite differences
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+ 5 1 (user_central) Gradients computed by user-provided central finite differences
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+ hessopt enumint 1008 0 1 2 Specifies how to compute the (approximate) Hessian of the Lagrangian
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+ 0 1 (auto) Determined automatically by Knitro
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+ 1 1 (exact) User supplies exact second derivatives
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+ 2 1 (bfgs) Knitro computes a dense quasi-Newton BFGS Hessian
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+ 3 1 (sr1) Knitro computes a dense quasi-Newton SR1 Hessian
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+ 4 1 (product_findiff) Knitro computes Hessian-vector products by finite differences
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+ 5 1 (product) User supplies exact Hessian-vector products
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+ 6 1 (lbfgs) Knitro computes a limited-memory quasi-Newton BFGS Hessian
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+ lmsize integer 1038 8 1 100 1 2 Specifies the number of limited memory pairs stored when approximating the Hessian using the limited-memory quasi-Newton BFGS option
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+ feastol double 1022 -1 -1 maxdouble 1 3 Specifies the final relative stopping tolerance for the feasibility error
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+ feastol_abs double 1023 -1 -1 maxdouble 1 3 Specifies the final absolute stopping tolerance for the feasibility error
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+ findiff_terminate enumint 1119 1 1 3 This option specifies the termination criteria when using finite-difference gradients
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+ 0 1 (none) No special termination
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+ 1 1 (errest) Terminate on gradient error estimates
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  fstopval double 1086 maxdouble mindouble maxdouble 1 3 Used to implement a custom stopping condition based on the objective function value
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  ftol double 1090 1e-15 0 maxdouble 1 3 The optimization process will terminate if the relative change in the objective function is less than \ref KNITROftol "ftol" for \ref KNITROftol_iters "ftol_iters" consecutive feasible iterations
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  ftol_iters integer 1091 5 1 maxint 1 3 The optimization process will terminate if the relative change in the objective function is less than \ref KNITROftol "ftol" for \ref KNITROftol_iters "ftol_iters" consecutive feasible iterations
@@ -157,36 +176,31 @@ infeastol double 1056 1e-08 0 maxdouble 1 3 Specifies the (relative) tolerance u
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  infeastol_iters integer 1124 50 1 maxint 1 3 The optimization process will terminate if the relative change in the feasibility error is less than \ref KNITROinfeastol "infeastol" for \ref KNITROinfeastol_iters "infeastol_iters" consecutive infeas****
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  maxfevals integer 1085 -1 minint maxint 1 3 Specifies the maximum number of function evaluations before termination
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  maxit integer 1014 0 0 maxint 1 3 Specifies the maximum number of iterations before termination
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- 0 Let Knitro automatically choose a value based on the problem type. Currently Knitro sets this value to 10000 for LPs/NLPs and 3000 for MIP problems.
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- n At most n>0 iterations may be performed before terminating.
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- maxtime double 1163 100000000 0 maxdouble 1 3 Specifies, in seconds, the maximum allowable real time before termination
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- opttol double 1027 1e-06 0 maxdouble 1 3 Specifies the final relative stopping tolerance for the KKT (optimality) error
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- opttolabs double 1028 0.001 0 maxdouble 1 3 Specifies the final absolute stopping tolerance for the KKT (optimality) error
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- soltype boolean 1161 0 1 3 This option specifies the solution returned by Knitro
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- 0 (final) Always return the final solution to which Knitro converges.
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- 1 (bestfeas) Always return the best feasible solution encountered during the optimization.
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+ maxtime double 1163 1e+08 0 maxdouble 1 3 Specifies, in seconds, the maximum allowable real time before termination
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+ opttol double 1027 -1 -1 maxdouble 1 3 Specifies the final relative stopping tolerance for the KKT (optimality) error
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+ opttol_abs double 1028 -1 -1 maxdouble 1 3 Specifies the final absolute stopping tolerance for the KKT (optimality) error
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  xtol double 1030 1e-12 0 maxdouble 1 3 The optimization process will terminate if the relative change in all components of the solution point estimate is less than \ref KNITROxtol "xtol" for \ref KNITROxtol_iters "xtol_iters"
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  xtol_iters integer 1094 0 0 maxint 1 3 The optimization process will terminate if the relative change in the solution estimate is less than \ref KNITROxtol "xtol" for \ref KNITROxtol_iters "xtol_iters" consecutive iterations
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- presolve_level enumint 1122 -1 1 4 Set the level of presolve operations to enable through the Knitro presolver
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- -1 1 (auto) Let Knitro automatically choose the presolve level.
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- 1 1 (level1) Enable the most basic presolve operations.
173
- 2 1 (level2) Enable more advanced presolve operations.
174
184
  presolve_initpt enumint 1127 -1 1 4 Control whether the Knitro presolver can shift a user-supplied initial point
175
- -1 1 (auto) Let Knitro automatically choose whether to allow shifting.
176
- 0 1 (noshift) Do not allow presolver to shift user-supplied initial point.
177
- 1 1 (linshift) Allow presolver to shift user-supplied initial point if it only appears in linear constraints.
178
- 2 1 (anyshift) Allow presolver to shift any user-supplied initial point.
185
+ -1 1 (auto) Determine automatically
186
+ 0 1 (noshift) Do not shift initial point in presolve
187
+ 1 1 (linshift) Allow shifting variables in linear constraints
188
+ 2 1 (anyshift) Allow shifting any variable
189
+ presolve_level enumint 1122 -1 1 4 Set the level of presolve operations to enable through the Knitro presolver
190
+ -1 1 (auto) Determine automatically
191
+ 1 1 (level1) Most basic presolve
192
+ 2 1 (level2) More advanced presolve
179
193
  presolve_passes integer 1121 10 0 maxint 1 4 Set a maximum limit on the number of passes through the Knitro presolve operations
180
194
  presolve_tol double 1060 1e-06 0 maxdouble 1 4 Determines the tolerance used by the Knitro presolver to remove variables and constraints from the model
181
195
  presolveop_redundant enumint 1143 1 1 4 Determine whether or not to enable the Knitro presolve operation to detect and remove redundant constraints
182
- 0 1 (none) Do not remove redundant constraints.
183
- 1 1 (dupcon) Detect and remove duplicate constraints.
184
- 2 1 (depcon) Detect and remove linearly dependent constraints.
196
+ 0 1 (none) Do not detect redundant constraints
197
+ 1 1 (dupcon) Detect and remove duplicate constraints
198
+ 2 1 (depcon) Detect and remove linearly dependent constraints
185
199
  presolveop_substitution enumint 1146 -1 1 4 Determine whether or not to enable the Knitro presolve operation to substitute out variables when possible
186
- -1 1 (auto) Automatically determined (may depend on the algorithm).
187
- 0 1 (none) Do not perform any variable substitution.
188
- 1 1 (simple) Enable simple substitutions involving doubleton equality constraints.
189
- 2 1 (all) Enable all possible variable substitutions.
200
+ -1 1 (auto) Automatic substitution procedure
201
+ 0 1 (none) No substitution
202
+ 1 1 (simple) Only doubleton equality substitutions
203
+ 2 1 (all) All possible substitutions
190
204
  presolveop_substitution_tol double 1147 0.01 0 maxdouble 1 4 Tolerance for applying a substitution
191
205
  presolveop_tighten enumint 1125 -1 1 4 Determine whether or not to enable the Knitro presolve operation to tighten variable bounds or coefficients
192
206
  -1 1 (auto) Automatically determined (may depend on the algorithm).
@@ -200,41 +214,41 @@ bar_conic_enable enumint 1113 -1 1 5 Enable special treatments for conic constra
200
214
  1 1 (soc) Apply special treatments for any Second Order Cone (SOC) constraints identified in the model.
201
215
  bar_directinterval integer 1058 -1 -1 maxint 1 5 Controls the maximum number of consecutive conjugate gradient (CG) steps before Knitro will try to enforce that a step is taken using direct linear algebra
202
216
  bar_feasible enumint 1006 0 1 5 Specifies whether special emphasis is placed on getting and staying feasible in the interior-point algorithms
203
- 0 1 (no) No special emphasis on feasibility.
204
- 1 1 (stay) Iterates must satisfy inequality constraints once they become sufficiently feasible.
205
- 2 1 (get) Special emphasis is placed on getting feasible before trying to optimize.
206
- 3 1 (get_stay) Implement both options 1 and 2 above.
217
+ 0 1 (no) No emphasis on feasibility
218
+ 1 1 (stay) Iterates must honor inequalities
219
+ 2 1 (get) Emphasize first getting feasible before optimizing
220
+ 3 1 (get_stay) Implement both options 1 and 2 above
207
221
  bar_feasmodetol double 1021 0.0001 0 maxdouble 1 5 Specifies the tolerance in equation that determines whether Knitro will force subsequent iterates to remain feasible
208
222
  bar_globalize enumint 1155 2 1 5 Specifies the globalization strategy used in the interior-point algorithms
209
- 0 1 (none) No globalization strategy is applied.
210
- 1 1 (kkt) Apply a globalization strategy based on decreasing the KKT error.
211
- 2 1 (filter) Apply a globalization strategy using a filter based on the objective and constraint violation.
223
+ 0 1 (none) Do not apply any globalization strategy
224
+ 1 1 (kkt) Apply a globalization strategy based on decreasing the KKT error
225
+ 2 1 (filter) Apply a globalization strategy using a filter based on the objective and constraint violation
212
226
  bar_initmu double 1025 -1 mindouble maxdouble 1 5 Specifies the initial value for the barrier parameter \f$\mu\f$ used with the barrier algorithms
213
227
  bar_initpi_mpec double 1093 0 0 maxdouble 1 5 Specifies the initial value for the MPEC penalty parameter \f$\pi\f$ used when solving problems with complementarity constraints using the barrier algorithms
214
228
  bar_initpt enumint 1009 0 1 5 Indicates initial point strategy for x, slacks and multipliers when using a barrier algorithm
215
- 0 1 (auto) Let Knitro automatically choose the strategy.
216
- 1 1 (convex) Initialization designed for convex models.
217
- 2 1 (nearbnd) Initialization strategy that stays closer to the bounds.
218
- 3 1 (central) Initialization strategy that is more central on double-bounded variables.
229
+ 0 1 (auto) Let Knitro choose the strategy
230
+ 1 1 (convex) Initial point strategy 1 (mainly for convex problems)
231
+ 2 1 (nearbnd) Initial point strategy staying closer to bounds
232
+ 3 1 (central) More central initial point strategy
219
233
  bar_linsys enumint 1126 -1 1 5 Indicates which linear system form is used inside the Interior/Direct algorithm for computing primal-dual steps
220
- -1 1 (auto) Let Knitro automatically choose the linear system form.
221
- 0 1 (full) Use the full linear system.
222
- 1 1 (slacks) Eliminate the slack variables.
223
- 2 1 (bounds) Eliminate the slack variables and bounds.
224
- 3 1 (ineqs) Eliminate the slack variables, bounds, and some inequalities.
234
+ -1 1 (auto) Automatically determine
235
+ 0 1 (full) Full augmented system
236
+ 1 1 (slacks) Eliminate slacks
237
+ 2 1 (bounds) Also eliminate bounds
238
+ 3 1 (ineqs) Also eliminate inequalities
225
239
  bar_linsys_storage enumint 1129 -1 1 5 Indicates how to store in memory the linear systems used inside the Interior/Direct algorithm for computing primal-dual steps
226
- -1 1 (auto) Let Knitro automatically choose the linear system storage approach.
227
- 1 1 (lowmem) Use common storage for multiple linear systems.
228
- 2 1 (normal) Use separate storage for different linear systems.
240
+ -1 1 (auto) Automatically determine
241
+ 1 1 (lowmem) Use one storage location for multiple systems
242
+ 2 1 (normal) Store systems separately
229
243
  bar_maxcorrectors integer 1117 -1 -1 maxint 1 5 Specifies the maximum number of corrector steps allowed for primal-dual steps
230
244
  bar_maxcrossit integer 1039 0 0 maxint 1 5 Specifies the maximum number of crossover iterations before termination
231
- bar_maxmu double 1154 1e+16 2.08157871384174e-07 1e+16 1 5 Specifies the maximum allowable value for the barrier parameter \f$\mu\f$ used with the barrier algorithms
245
+ bar_maxmu double 1154 1e+16 3e-16 1e+16 1 5 Specifies the maximum allowable value for the barrier parameter \f$\mu\f$ used with the barrier algorithms
232
246
  bar_maxrefactor integer 1043 -1 -1 maxint 1 5 Indicates the maximum number of refactorizations of the KKT system per iteration of the Interior/Direct algorithm before reverting to a CG step
233
- bar_mpec_heuristic boolean 1142 0 1 5 Specifies whether or not to use a heuristic approach when solving MPEC models with the barrier algorithm
234
- 0 (no) Do not enable the heuristic for MPEC models.
235
- 1 (yes) Enable the heuristic for MPEC models.
247
+ bar_mpec_heuristic enumint 1142 0 1 5 Specifies whether or not to use a heuristic approach when solving MPEC models with the barrier algorithm
248
+ 0 1 (no) No mpec heuristic enabled
249
+ 1 1 (yes) Mpec heuristic is enabled
236
250
  bar_murule enumint 1004 0 1 5 Indicates which strategy to use for modifying the barrier parameter \f$mu\f$ in the barrier algorithms
237
- 0 1 (auto) Let Knitro automatically choose the strategy.
251
+ 0 1 (auto) Let Knitro choose the strategy
238
252
  1 1 (monotone) Monotonically decrease the barrier parameter. Available for both barrier algorithms.
239
253
  2 1 (adaptive) Use an adaptive rule based on the complementarity gap to determine the value of the barrier parameter. Available for both barrier algorithms.
240
254
  3 1 (probing) Use a probing (affine-scaling) step to dynamically determine the barrier parameter. Available only for the Interior/Direct algorithm.
@@ -242,309 +256,330 @@ bar_murule enumint 1004 0 1 5 Indicates which strategy to use for modifying the
242
256
  5 1 (fullmpc) Use a Mehrotra predictor-corrector type rule to determine the barrier parameter, without safeguards on the corrector step. Available only for the Interior/Direct algorithm.
243
257
  6 1 (quality) Minimize a quality function at each iteration to determine the barrier parameter. Available only for the Interior/Direct algorithm.
244
258
  bar_penaltycons enumint 1050 -1 1 5 Indicates whether a penalty approach is applied to the constraints
245
- -1 1 (auto) Let Knitro automatically choose the strategy.
246
- 0 1 (none) No constraints are penalized.
247
- 2 1 (all) A penalty approach is applied to all general constraints.
248
- 3 1 (equalities) Apply a penalty approach to equality constraints only.
259
+ -1 1 (auto) Let Knitro choose the strategy
260
+ 0 1 (none) Do not apply penalty approach to any constraints
261
+ 2 1 (all) Apply a penalty approach to all general constraints
262
+ 3 1 (equalities) Apply a penalty approach to equality constraints only
249
263
  bar_penaltyrule enumint 1049 0 1 5 Indicates which penalty parameter strategy to use for determining whether or not to accept a trial iterate
250
- 0 1 (auto) Let Knitro automatically choose the strategy.
251
- 1 1 (single) Use a single penalty parameter in the merit function to weight feasibility versus optimality.
252
- 2 1 (flex) Use a more tolerant and flexible step acceptance procedure based on a range of penalty parameter values.
253
- bar_refinement boolean 1079 0 1 5 Specifies whether to try to refine the barrier solution for better precision
264
+ 0 1 (auto) Let Knitro choose the strategy
265
+ 1 1 (single) Use single penalty parameter approach
266
+ 2 1 (flex) Use more tolerant flexible strategy
267
+ bar_refinement enumint 1079 0 1 5 Specifies whether to try to refine the barrier solution for better precision
268
+ 0 1 (no) Do not refine the barrier solution
269
+ 1 1 (yes) Try to refine the barrier solution
254
270
  bar_relaxcons enumint 1077 2 1 5 Indicates whether a relaxation approach is applied to the constraints
255
- 0 1 (none) No constraints are relaxed.
256
- 1 1 (eqs) A relaxation approach is applied to general equality constraints.
257
- 2 1 (ineqs) A relaxation approach is applied to general inequality constraints.
258
- 3 1 (all) A relaxation approach is applied to all general constraints.
271
+ 0 1 (none) Do not relax any constraints
272
+ 1 1 (eqs) Relax only equality constraints
273
+ 2 1 (ineqs) Relax only inequality constraints
274
+ 3 1 (all) Relax all general constraints
259
275
  bar_slackboundpush double 1102 -1 mindouble maxdouble 1 5 Specifies the amount by which the barrier slack variables are initially pushed inside the bounds
260
276
  bar_switchobj enumint 1104 1 1 5 Indicates which objective function to use when the barrier algorithms switch to a pure feasibility phase
261
- 0 1 (none) No (or zero) objective.
262
- 1 1 (scalarprox) Proximal point objective with scalar weighting.
263
- 2 1 (diagprox) Proximal point objective with diagonal weighting.
277
+ 0 1 (none) No objective
278
+ 1 1 (scalarprox) Proximal point objective with scalar weighting
279
+ 2 1 (diagprox) Proximal point objective with diagonal weighting
264
280
  bar_switchrule enumint 1061 -1 1 5 Indicates whether or not the barrier algorithms will allow switching from an optimality phase to a pure feasibility phase
265
- -1 1 (auto) Let Knitro determine the switching procedure.
266
- 0 1 (never) Never switch to feasibility phase.
267
- 2 1 (moderate) Allow switches to feasibility phase.
268
- 3 1 (aggressive) Use a more aggressive switching rule.
269
- bar_watchdog boolean 1089 0 1 5 Specifies whether to enable watchdog heuristic for barrier algorithms
281
+ -1 1 (auto) Let Knitro choose the strategy
282
+ 0 1 (never) Never switch
283
+ 2 1 (moderate) Allow moderate switching
284
+ 3 1 (aggressive) More aggressive switching
285
+ bar_watchdog enumint 1089 0 1 5 Specifies whether to enable watchdog heuristic for barrier algorithms
286
+ 0 1 (no) No watchdog heuristic
287
+ 1 1 (yes) Allow watchdog heuristic to be used
270
288
  act_lpalg enumint 1109 0 0 6 Indicates which algorithm to use to solve linear programming (LP) subproblems when using the Knitro Active Set or SQP algorithms
271
- 0 1 (default) use the default algorithm for the chosen LP solver.
272
- 1 1 (primal) use a primal simplex algorithm.
273
- 2 1 (dual) use a dual simplex algorithm.
274
- 3 1 (barrier) use a barrier/interior-point algorithm.
289
+ 0 1 (default) Use the default algorithm for the chosen LP solver.
290
+ 1 1 (primal) Use a primal simplex algorithm.
291
+ 2 1 (dual) Use a dual simplex algorithm.
292
+ 3 1 (barrier) Use a barrier/interior-point algorithm.
275
293
  act_lpfeastol double 1098 1e-08 0 maxdouble 1 6 Specifies the feasibility tolerance used for linear programming subproblems solved when using the Active Set or SQP algorithms
276
294
  act_lppenalty enumint 1111 1 1 6 Indicates whether to use a penalty formulation for linear programming subproblems in the Knitro Active Set or SQP algorithms
277
- 1 1 (all) penalize all constraints.
278
- 2 1 (nonlinear) penalize only nonlinear constraints.
279
- 3 1 (dynamic) dynamically choose which constraints to penalize.
280
- act_lppresolve boolean 1110 0 1 6 Indicates whether to apply a presolve for linear programming subproblems in the Knitro Active Set or SQP algorithms
281
- 0 (off) presolve turned off for LP subproblems.
282
- 1 (on) presolve turned on for LP subproblems.
295
+ 1 1 (all) Penalize all constraints.
296
+ 2 1 (nonlinear) Penalize only nonlinear constraints.
297
+ 3 1 (dynamic) Dynamically choose which constraints to penalize.
298
+ act_lppresolve enumint 1110 0 1 6 Indicates whether to apply a presolve for linear programming subproblems in the Knitro Active Set or SQP algorithms
299
+ 0 1 (off) Presolve turned off for LP subproblems.
300
+ 1 1 (on) Presolve turned on for LP subproblems.
283
301
  act_lpsolver enumint 1012 1 0 6 Indicates which linear programming simplex solver the Knitro Active Set or SQP algorithms use when solving internal LP subproblems
284
- 1 1 (internal) Knitro uses its default LP solver.
285
- 2 1 (cplex) Knitro uses IBM ILOG-CPLEX(R), provided the user has a valid CPLEX license. The CPLEX library is loaded dynamically after KN_solve() is called.
286
- 3 1 (xpress) Knitro uses the FICO Xpress(R) solver, provided the user has a valid Xpress license. The Xpress library is loaded dynamically after KN_solve() is called.
302
+ 1 1 (internal) Use internal LP solver
303
+ 2 1 (cplex) CPLEX (if user has a valid license)
304
+ 3 1 (xpress) XPRESS (if user has a valid license)
287
305
  act_parametric enumint 1107 1 1 6 Indicates whether to use a parametric approach when solving linear programming (LP) subproblems when using the Knitro Active Set or SQP algorithms
288
- 0 1 (no) do not use a parametric solve (i.e. solve a single LP).
289
- 1 1 (maybe) use a parametric solve sometimes.
290
- 2 1 (yes) always try a parametric solve.
306
+ 0 1 (no) Never
307
+ 1 1 (maybe) Use selectively
308
+ 2 1 (yes) Always use parametric approach
291
309
  act_qpalg enumint 1092 0 1 6 Indicates which algorithm to use to solve quadratic programming (QP) subproblems when using the Knitro Active Set or SQP algorithms
292
- 0 1 (auto) let Knitro automatically choose an algorithm, based on the problem characteristics.
293
- 1 1 (direct) use the Interior/Direct algorithm.
294
- 2 1 (cg) use the Interior/CG algorithm.
295
- 3 1 (active) use the Active Set algorithm.
310
+ 0 1 (auto) Let Knitro choose the algorithm
311
+ 1 1 (direct) Use Interior (barrier) Direct algorithm
312
+ 2 1 (cg) Use Interior (barrier) CG algorithm
313
+ 3 1 (active) Use Active Set SLQP algorithm
296
314
  act_qppenalty enumint 1128 -1 1 6 Indicates whether to use a penalty formulation for quadratic programming subproblems in the Knitro SQP algorithm
297
- -1 1 (auto) let Knitro automatically decide.
298
- 0 1 (none) do not penalize constraints in QP subproblems.
299
- 1 1 (all) penalize all constraints in QP subproblems.
315
+ -1 1 (auto) Let Knitro automatically decide.
316
+ 0 1 (none) Do not penalize constraints in QP subproblems.
317
+ 1 1 (all) Penalize all constraints in QP subproblems.
300
318
  cplexlibname string 1048 "" 0 6 See option \ref KNITROact_lpsolver "act_lpsolver"
301
319
  xpresslibname string 1069 "" 0 6 See option \ref KNITROact_lpsolver "act_lpsolver"
302
320
  mip_branchrule enumint 2002 0 1 7 Specifies which branching rule to use for MIP branch and bound procedure
303
- 0 1 (auto) Let Knitro automatically choose the branching rule.
304
- 1 1 (most_frac) Use most fractional (most infeasible) branching.
305
- 2 1 (pseudcost) Use pseudo-cost branching.
306
- 3 1 (strong) Use strong branching (see options mip_strong_candlim, mip_strong_level and mip_strong_maxit for further control of strong branching procedure).
321
+ 0 1 (auto) Let Knitro choose the rule
322
+ 1 1 (most_frac) Most fractional (most infeasible) variable
323
+ 2 1 (pseudocost) Use pseudo-cost value
324
+ 3 1 (strong) Use strong branching
307
325
  mip_clique enumint 2038 -1 1 7 Specifies rules for adding clique cuts
308
- -1 1 (auto) Automatically determine whether to add clique cuts.
309
- 0 1 (none) Do not add clique cuts.
310
- 1 1 (root) Add clique cuts derived from the root node only.
311
- 2 1 (tree) Add clique cuts derived at every node depending on the solution of the relaxation and the cut generation strategy.
312
- mip_cut_flowcover enumint 2053 -1 1 6 Specifies rules for adding flow cover cuts
313
- -1 1 (auto) Automatically determine whether to add flow cover cuts.
314
- 0 1 (none) Do not add flow cover cuts.
315
- 1 1 (root) Add flow cover cuts derived from the root node only.
316
- 2 1 (tree) Add flow cover cuts derived at every node depending on the solution of the relaxation and the cut generation strategy.
317
- mip_cut_probing enumint 2052 -1 1 6 Specifies rules for adding probing cuts
318
- -1 1 (auto) Automatically determine whether to add probing cuts.
319
- 0 1 (none) Do not add probing cuts.
320
- 1 1 (root) Add probing cuts derived from the root node only.
321
- 2 1 (tree) Add probing cuts derived at every node depending on the solution of the relaxation and the cut generation strategy.
326
+ -1 1 (auto) Determine automatically
327
+ 0 1 (none) Do not add clique cuts
328
+ 1 1 (root) Add clique cuts at root node
329
+ 2 1 (tree) Add clique cuts in the whole tree
330
+ mip_cut_flowcover enumint 2053 -1 1 7 Specifies rules for adding flow cover cuts
331
+ -1 1 (auto) Determine automatically
332
+ 0 1 (none) Do not add flow cover cuts
333
+ 1 1 (root) Add flow cover cuts at root node only
334
+ 2 1 (tree) Add flow cover cuts at any tree node
335
+ mip_cut_probing enumint 2052 -1 1 7 Specifies rules for adding probing cuts
336
+ -1 1 (auto) Determine automatically
337
+ 0 1 (none) Do not add probing cuts
338
+ 1 1 (root) Add probing cuts at root node only
339
+ 2 1 (tree) Add probing cuts at any tree node
322
340
  mip_cutfactor double 2035 1 0 maxdouble 1 7 This value specifies a limit on the number of cuts added to a node subproblem
323
341
  mip_cutoff double 2044 maxdouble mindouble maxdouble 1 7 This value specifies the objective cutoff value for MIP
324
- mip_cutting_plane boolean 2043 1 1 7 Specifies when to apply the cutting plane procedure
325
- 0 (none) No cutting plane procedure enabled.
326
- 1 (root) Perform cutting plane procedure at the root node only.
327
- mip_debug boolean 2013 0 0 7 Specifies debugging level for MIP solution
328
- 0 (none) No MIP debugging output created.
329
- 1 (all) Write MIP debugging output to the file kdbg_mip.log.
342
+ mip_cutoff_abs double 2059 1e-06 0 maxdouble 1 7 This value specifies the absolute improvement cutoff value for MIP
343
+ mip_cutoff_rel double 2060 0.0001 0 maxdouble 1 7 This value specifies the absolute improvement cutoff value for MIP
344
+ mip_cutting_plane enumint 2043 1 1 7 Specifies when to apply the cutting plane procedure
345
+ 0 1 (none) Do not perform cutting plane
346
+ 1 1 (root) Only perform root-cutting
347
+ mip_debug enumint 2013 0 0 7 Specifies debugging level for MIP solution
348
+ 0 1 (none) No MIP debugging info
349
+ 1 1 (all) Write debugging to the file kdbg_mip.log
330
350
  mip_gomory enumint 2051 -1 1 7 Specifies rules for adding Gomory mixed-integer cuts
331
- -1 1 (auto) Automatically determine whether to add Gomory cuts.
332
- 0 1 (none) Do not add Gomory cuts.
333
- 1 1 (root) Add Gomory cuts derived from the root node only.
334
- 2 1 (tree) Add Gomory cuts derived at every node depending on the solution of the relaxation and the cut generation strategy.
335
- mip_gub_branch boolean 2015 0 1 7 Specifies whether or not to branch on generalized upper bounds (GUBs)
336
- 0 (no) Do not branch on GUBs.
337
- 1 (yes) Allow branching on GUBs.
338
- mip_heuristic_diving enumint 2042 -1 1 7 Specifies whether or not to enable the MIP diving heuristic
339
- -1 1 (auto) Let Knitro determine automaticallyfrom mip_heuristic_strategy.
340
- 1 1 (bit 0) Enable fractional diving heuristic.
341
- 2 1 (bit 1) Enable vector length diving heuristic.
342
- 4 1 (bit 2) Enable coefficient diving heuristic.
343
- 8 1 (bit 3) Enable linesearch diving heuristic.
344
- 16 1 (bit 4) Enable guided diving heuristic.
351
+ -1 1 (auto) Determine automatically
352
+ 0 1 (none) Do not add gomory cuts
353
+ 1 1 (root) Add gomory cuts at root node only
354
+ 2 1 (tree) Add gomory cuts at any tree node
355
+ mip_gub_branch enumint 2015 0 1 7 Specifies whether or not to branch on generalized upper bounds (GUBs)
356
+ 0 1 (no) Do not branch on GUBs
357
+ 1 1 (yes) Branch on GUBs
358
+ mip_heuristic_diving integer 2042 -1 -1 31 1 7 Specifies whether or not to enable the MIP diving heuristic
345
359
  mip_heuristic_feaspump enumint 2040 -1 1 7 Specifies whether or not to enable the MIP feasibility pump heuristic
346
- -1 1 (auto) Let Knitro determine automatically from mip_heuristic_strategy.
347
- 0 1 (off) Feasibility pump heuristic is not applied.
348
- 1 1 (on) Feasibility pump heuristic is enabled.
349
- mip_heuristic_lns enumint 2045 -1 1 7 Specifies whether or not to enable the MIP large neighborhood search (LNS) heuristics
350
- -1 1 (auto) Let Knitro determine automatically from mip_heuristic_strategy.
351
- 1 1 (bit 0) Enable relaxation enforced neighborhood search (RENS) heuristic.
352
- 2 1 (bit 1) Enable relaxation induced neighborhood search (RINS) heuristic.
360
+ -1 1 (auto) Determine automatically
361
+ 0 1 (off) Feasibility pump heuristic is turned off
362
+ 1 1 (on) Feasibility pump heuristic is turned on
363
+ mip_heuristic_lns integer 2045 -1 -1 31 1 7 Specifies whether or not to enable the MIP large neighborhood search (LNS) heuristics
364
+ mip_heuristic_localsearch enumint 2054 -1 1 7 Specifies whether or not to enable the MIP local search heuristic
365
+ -1 1 (auto) Determine automatically
366
+ 0 1 (off) MIP local search heuristic is turned off
367
+ 1 1 (on) MIP local search heuristic is turned on
353
368
  mip_heuristic_maxit integer 2023 100 0 maxint 1 7 Specifies the maximum number of iterations to allow for MIP heuristic, if one is enabled
354
369
  mip_heuristic_misqp enumint 2049 -1 1 7 Specifies whether or not to enable the MIP MISQP heuristic
355
- -1 1 (auto) Let Knitro determine automatically from mip_heuristic_strategy.
356
- 0 1 (off) MISQP heuristic is not applied.
357
- 1 1 (on) MISQP heuristic is enabled.
370
+ -1 1 (auto) Determine automatically
371
+ 0 1 (off) MISQP heuristic is turned off
372
+ 1 1 (on) MISQP heuristic is turned on
358
373
  mip_heuristic_mpec enumint 2041 -1 1 7 Specifies whether or not to enable the MIP MPEC heuristic
359
- -1 1 (auto) Let Knitro determine automatically from mip_heuristic_strategy.
360
- 0 1 (off) MPEC heuristic is not applied.
361
- 1 1 (on) MPEC heuristic is enabled.
362
- mip_heuristic_localsearch enumint 2054 -1 1 6 Specifies whether or not to enable the MIP local search heuristic
363
- -1 1 (auto) Let Knitro determine automatically from mip_heuristic_strategy.
364
- 0 1 (off) Local search heuristic is not applied.
365
- 1 1 (on) Local search heuristic is enabled.
374
+ -1 1 (auto) Determine automatically
375
+ 0 1 (off) MPEC heuristic is turned off
376
+ 1 1 (on) MPEC heuristic is turned on
366
377
  mip_heuristic_strategy enumint 2039 -1 1 7 Specifies the level of effort applied for the MIP heuristic search used to try to find an initial integer feasible point
367
- -1 1 (auto) Let Knitro choose the heuristic strategy to apply (if any).
368
- 0 1 (none) No heuristic search applied.
369
- 1 1 (basic) Apply basic heuristics.
370
- 2 1 (advanced) Apply more advanced heuristics.
371
- 3 1 (extensive) Apply most extensive heuristics.
378
+ -1 1 (auto) Automatic strategy
379
+ 0 1 (none) No heuristics are used
380
+ 1 1 (basic) Try basic heuristics
381
+ 2 1 (advanced) Try more advanced heuristics
382
+ 3 1 (extensive) Try most extensive heuristics
372
383
  mip_heuristic_terminate enumint 2033 1 1 7 Specifies the condition for terminating the MIP heuristic
373
- 1 1 (feasible) Terminate at first feasible point or iteration limit (whichever comes first).
374
- 2 1 (limit) Always run to the iteration limit.
375
- mip_implications boolean 2014 1 1 7 Specifies whether or not to add constraints to the MIP derived from logical implications
376
- 0 (no) Do not add constraints from logical implications.
377
- 1 (yes) Knitro adds constraints from logical implications.
384
+ 1 1 (feasible) Terminate at first feasible point
385
+ 2 1 (limit) Run heuristic until it hits limit
386
+ mip_implications enumint 2014 1 1 7 Specifies whether or not to add constraints to the MIP derived from logical implications
387
+ 0 1 (no) Do not add logical implications
388
+ 1 1 (yes) Add logical implications
378
389
  mip_integer_tol double 2009 1e-08 0 1 1 7 This value specifies the threshold for deciding whether or not a variable is determined to be an integer
379
390
  mip_intvar_strategy enumint 2030 0 1 7 Specifies how to handle integer variables
380
- 0 1 (none) No special treatment applied.
381
- 1 1 (relax) Relax all integer variables.
382
- 2 1 (mpec) Convert all binary variables to complementarity constraints.
391
+ 0 1 (none) No special treatment
392
+ 1 1 (relax) Relax integer variables
393
+ 2 1 (mpec) Convert to mpec constraints
383
394
  mip_knapsack enumint 2016 -1 1 7 Specifies rules for adding MIP knapsack cuts
384
- -1 1 (auto) Automatically determine whether to add knapsack cuts.
385
- 0 1 (none) Do not add knapsack cuts.
386
- 1 1 (root) Add knapsack cuts derived from the root node only.
387
- 2 1 (tree) Add knapsack cuts derived at every node depending on the solution of the relaxation and the cut generation strategy.
388
- mip_liftproject integer 2047 -1 -1 1 1 7 Specifies rules for adding lift and project cuts
389
- -1 (auto) Automatically determine whether to add lift and project cuts.
390
- 0 (none) Do not add lift and project cuts.
391
- 1 (root) Add lift and project cuts at the root node only.
392
- mip_lpalg enumint 2019 0 1 7 Specifies which algorithm to use for any linear programming (LP) subproblem solves that may occur in the MIP branch-and-bound procedure
393
- 0 1 (auto) Let Knitro automatically choose an algorithm, based on the problem characteristics.
394
- 1 1 (direct) Use the Interior/Direct (barrier) algorithm.
395
- 2 1 (cg) Use the Interior/CG (barrier) algorithm.
396
- 3 1 (active) Use the Active Set (simplex) algorithm.
395
+ -1 1 (auto) Determine automatically
396
+ 0 1 (none) Do not add knapsack cuts
397
+ 1 1 (root) Add knapsack cuts derived in the root node
398
+ 2 1 (tree) Add knapsack cuts in the whole tree
399
+ mip_liftproject enumint 2047 -1 1 7 Specifies rules for adding lift and project cuts
400
+ -1 1 (auto) Determine automatically
401
+ 0 1 (none) Do not add lift and project cuts
402
+ 1 1 (root) Add lift and project cuts at root node
397
403
  mip_maxnodes integer 2021 0 0 maxint 1 7 Specifies the maximum number of nodes explored (0 means no limit)
398
404
  mip_maxsolves integer 2008 0 0 maxint 1 7 Specifies the maximum number of subproblem solves allowed (0 means no limit)
399
405
  mip_method enumint 2001 0 1 7 Specifies which MIP method to use
400
- 0 1 (auto) Let Knitro automatically choose the method.
401
- 1 1 (BB) Use the standard branch-and-bound method.
402
- 2 1 (HQG) Use the hybrid Quesada-Grossman method (for convex, nonlinear problems only).
403
- 3 1 (MISQP) Use mixed-integer SQP method (allows for non-relaxable integer variables).
406
+ 0 1 (auto) Let Knitro choose the method
407
+ 1 1 (BB) Standard branch and bound
408
+ 3 1 (MISQP) Mixed-integer SQP
404
409
  mip_mir enumint 2037 -1 1 7 Specifies rules for adding mixed-integer rounding cuts
405
- -1 1 (auto) Let Knitro decide whether to add mixed-integer rounding cuts.
406
- 0 1 (none) Do not add mixed-integer rounding cuts.
407
- 1 1 (root) Add mixed-integer rounding cuts derived from the root node only.
408
- 2 1 (tree) Add mixed-integer rounding cuts derived at every node depending on the solution of the relaxation and the cut generation strategy.
409
- mip_multistart boolean 2046 0 1 7 Use to enable MIP multi-start at the branch-and-bound level
410
- 0 (off) Do not enable MIP multi-start for branch-and-bound.
411
- 1 (on) Enable MIP multi-start for branch-and-bound.
412
- mip_nodealg integer 2032 0 0 5 1 7 Specifies which algorithm to use for standard node subproblem solves in MIP (same options as \ref KNITROalgorithm "algorithm" user option)
410
+ -1 1 (auto) Automatically determine whether to add mir cuts
411
+ 0 1 (none) Do not add mir cuts
412
+ 1 1 (root) Add mir cuts derived in the root node
413
+ 2 1 (tree) Add mir cuts in the whole tree
414
+ mip_multistart enumint 2046 0 1 7 Use to enable MIP multi-start at the branch-and-bound level
415
+ 0 1 (off) MIP multistart turned off
416
+ 1 1 (on) MIP multistart turned on
417
+ mip_node_lpalg enumint 2058 -1 1 7 Specifies which algorithm to use for standard node LP subproblem solves in MIP (same options as \ref KNITROlp_algorithm "lp_algorithm" user option)
418
+ -1 1 (auto) Let Knitro automatically decide.
419
+ 0 1 (nlp) Use algorithm specified in mip_node_nlpalg.
420
+ 1 1 (primalsimplex) Use Primal Simplex algorithm.
421
+ 2 1 (dualsimplex) Use Dual Simplex algorithm.
422
+ 3 1 (barrier) Use Interior-Point/Barrier algorithm.
423
+ 4 1 (pdlp) Use Primal-Dual Linear Programming algorithm.
424
+ mip_node_nlpalg enumint 2032 0 1 7 Specifies which algorithm to use for standard node NLP subproblem solves in MIP (same options as \ref KNITROnlp_algorithm "nlp_algorithm" user option)
425
+ 0 1 (auto) Let Knitro choose the algorithm
426
+ 1 1 (direct) Use Interior (barrier) Direct algorithm
427
+ 2 1 (cg) Use Interior (barrier) CG algorithm
428
+ 3 1 (active) Use Active Set SLQP algorithm
429
+ 4 1 (sqp) Use Active Set SQP algorithm
430
+ 5 1 (multi) Run multiple algorithms (perhaps in parallel)
413
431
  mip_numthreads integer 2048 0 0 maxint 1 7 Specify the number of threads to use for MIP branch-and-bound (when \ref KNITROmip_method "mip_method" = 1)
414
432
  mip_opt_gap_abs double 2004 1e-06 -1 maxdouble 1 7 The absolute optimality gap stop tolerance for MIP
415
433
  mip_opt_gap_rel double 2005 0.0001 -1 maxdouble 1 7 The relative optimality gap stop tolerance for MIP
416
434
  mip_outinterval integer 2011 0 0 maxint 1 7 Specifies node printing interval for \ref KNITROmip_outlevel "mip_outlevel" when \ref KNITROmip_outlevel "mip_outlevel" > 0
417
- 0 Let Knitro decide.
418
- 1 Print output every node.
419
- 2 Print output every 2nd node.
420
- n Print output every Nth node.
421
435
  mip_outlevel enumint 2010 2 1 7 Specifies how much MIP information to print
422
- 0 1 (none) Do not print any MIP node information.
423
- 1 1 (iters) Print one line of output for every node.
424
- 2 1 (iterstime) Also print accumulated time for every node.
425
- 3 1 (root) Also print detailed log from root node solve.
436
+ 0 1 (none) Nothing
437
+ 1 1 (iters) One line for every node
438
+ 2 1 (iterstime) Also print accumulated time every node
439
+ 3 1 (root) Also print output from root node relaxation solve
426
440
  mip_outsub enumint 2012 0 0 7 Specifies MIP subproblem solve debug output control
427
- 0 1 Do not print any debug output from subproblem solves.
428
- 1 1 Subproblem debug output enabled, controlled by option outlev.
429
- 2 1 Subproblem debug output enabled and print problem characteristics.
441
+ 0 1 (none) Do not print any debug output from subproblem solves.
442
+ 1 1 (yes) Subproblem debug output enabled, controlled by option `outlev`.
443
+ 2 1 (yesprob) Subproblem debug output enabled and print problem characteristics.
430
444
  mip_pseudoinit enumint 2026 0 1 7 Specifies the method used to initialize pseudo-costs corresponding to variables that have not yet been branched on in the MIP method
431
- 0 1 Let Knitro automatically choose the method.
432
- 1 1 Initialize using the average value of computed pseudo-costs.
433
- 2 1 Initialize using strong branching.
434
- mip_relaxable boolean 2031 1 1 7 Specifies whether integer variables are relaxable
435
- 0 (none) Integer variables are not relaxable.
436
- 1 (all) All integer variables are relaxable.
437
- mip_restart boolean 2050 1 1 7 Specifies whether to enable the MIP restart procedure
438
- 0 (off) Do not enable the MIP restart procedure.
439
- 1 (on) Enable the MIP restart procedure.
440
- mip_rootalg integer 2018 0 0 5 1 7 Specifies which algorithm to use for the root node solve in MIP (same options as \ref KNITROalgorithm "algorithm" user option)
445
+ 0 1 (auto) Let Knitro choose the method
446
+ 1 1 (ave) Use average value
447
+ 2 1 (strong) Use strong branching
448
+ mip_relaxable enumint 2031 1 1 7 Specifies whether integer variables are relaxable
449
+ 0 1 (none) Integer variables not relaxable
450
+ 1 1 (all) All integer variables are relaxable
451
+ mip_restart enumint 2050 1 1 7 Specifies whether to enable the MIP restart procedure
452
+ 0 1 (off) MIP restart turned off
453
+ 1 1 (on) MIP restart turned on
454
+ mip_root_lpalg enumint 2057 -1 1 7 Specifies which algorithm to use for root node LP subproblem solves in MIP (same options as \ref KNITROlp_algorithm "lp_algorithm" user option)
455
+ -1 1 (auto) Let Knitro automatically decide.
456
+ 0 1 (nlp) Use algorithm specified in mip_root_nlpalg.
457
+ 1 1 (primalsimplex) Use Primal Simplex algorithm.
458
+ 2 1 (dualsimplex) Use Dual Simplex algorithm.
459
+ 3 1 (barrier) Use Interior-Point/Barrier algorithm.
460
+ 4 1 (pdlp) Use Primal-Dual Linear Programming algorithm.
461
+ mip_root_nlpalg enumint 2018 0 1 7 Specifies which algorithm to use for root node NLP solves in MIP (same options as \ref KNITROnlp_algorithm "nlp_algorithm" user option)
462
+ 0 1 (auto) Let Knitro choose the algorithm
463
+ 1 1 (direct) Use Interior (barrier) Direct algorithm
464
+ 2 1 (cg) Use Interior (barrier) CG algorithm
465
+ 3 1 (active) Use Active Set SLQP algorithm
466
+ 4 1 (sqp) Use Active Set SQP algorithm
467
+ 5 1 (multi) Run multiple algorithms (perhaps in parallel)
441
468
  mip_rounding enumint 2017 -1 1 7 Specifies the MIP rounding rule to apply
442
- -1 1 (auto) Let Knitro choose the rounding rule.
443
- 0 1 (none) No rounding heuristic is used.
444
- 2 1 (heur_only) Round using a fast heuristic only.
445
- 3 1 (nlp_sometimes) Round and solve a subproblem if likely to succeed.
446
- 4 1 (nlp_always) Always round and solve a subproblem.
447
- mip_selectdir boolean 2034 0 1 7 Specifies the MIP node selection direction rule (for tiebreakers) for choosing the next node in the branch-and-bound tree
448
- 0 (down) Choose the down (i.e. <=) node first.
449
- 1 (up) Choose the up (i.e. >=) node first.
469
+ -1 1 (auto) Let Knitro choose the rule
470
+ 0 1 (none) Do not round if a node is infeasible
471
+ 2 1 (heur_only) Round using heuristic only (fast)
472
+ 3 1 (nlp_sometimes) Round and solve NLP if likely to succeed
473
+ 4 1 (nlp_always) Always round and solve NLP
474
+ mip_selectdir enumint 2034 0 1 7 Specifies the MIP node selection direction rule (for tiebreakers) for choosing the next node in the branch-and-bound tree
475
+ 0 1 (down) Choose the lesser-than node first
476
+ 1 1 (up) Choose the greater-than node first
450
477
  mip_selectrule enumint 2003 0 1 7 Specifies the MIP select rule for choosing the next node in the branch-and-bound tree
451
- 0 1 (auto) Let Knitro choose the node selection rule.
452
- 1 1 (depth_first) Search the tree using a depth first procedure.
453
- 2 1 (best_bound) Select the node with the best relaxation bound.
454
- 3 1 (combo_1) Use depth first unless pruned, then best bound.
478
+ 0 1 (auto) Let Knitro choose the rule
479
+ 1 1 (depth_first) Search the tree depth first
480
+ 2 1 (best_bound) Node with the best relaxation bound
481
+ 3 1 (combo_1) Depth first unless pruned, then best bound
455
482
  mip_strong_candlim integer 2028 128 0 maxint 1 7 Specifies the maximum number of candidates to explore for MIP strong branching
456
483
  mip_strong_level integer 2029 10 0 maxint 1 7 Specifies the maximum number of tree levels on which to perform MIP strong branching
457
484
  mip_strong_maxit integer 2027 1000 0 maxint 1 7 Specifies the maximum number of iterations to allow for MIP strong branching solves
458
- mip_sub_maxtime double 2055 100000000 0 maxdouble 1 7 Specifies the maximum allowable real time in seconds for MIP node subproblems
485
+ mip_sub_maxtime double 2055 1e+08 0 maxdouble 1 7 Specifies the maximum allowable real time in seconds for MIP node subproblems
459
486
  mip_terminate enumint 2020 0 1 7 Specifies conditions for terminating the MIP algorithm
460
- 0 1 (optimal) Terminate at optimum.
461
- 1 1 (feasible) Terminate at first integer feasible point.
487
+ 0 1 (optimal) Terminate at optimum
488
+ 1 1 (feasible) Terminate at first integer feasible point
462
489
  mip_zerohalf enumint 2036 -1 1 7 Specifies rules for adding zero-half cuts
463
- -1 1 (auto) Automatically determine whether to add zero-half cuts.
464
- 0 1 (none) Do not add zero-half cuts.
465
- 1 1 (root) Add zero-half cuts derived from the root node only.
466
- 2 1 (tree) Add zero-half cuts derived at every node depending on the solution of the relaxation and the cut generation strategy.
467
- ma_outsub boolean 1067 0 1 8 Enable writing algorithm output to files for the multi-algorithm (\ref KNITROalgorithm "algorithm"=5) procedure
468
- 0 Do not write detailed algorithm output to files.
469
- 1 Write detailed algorithm output to files named knitro_ma_*.log.
470
- ma_sub_maxtime double 1164 100000000 0 maxdouble 1 8 Specifies, in seconds, the maximum allowable real time for multi-algorithm ("MA") subproblems (\ref KNITROalgorithm "algorithm"=5)
471
- ma_terminate enumint 1063 1 1 8 Define the termination condition for the multi-algorithm (\ref KNITROalgorithm "algorithm"=5) procedure
472
- 0 1 Terminate after all algorithms have completed.
473
- 1 1 Terminate at first locally optimal solution.
474
- 2 1 Terminate at first feasible solution estimate.
475
- 3 1 Terminate at first solution estimate of any type.
476
- ms_enable boolean 1033 0 1 9 Indicates whether Knitro will solve from multiple start points to find a better local minimum
477
- 0 (no) Knitro solves from a single initial point.
478
- 1 (yes) Knitro solves using multiple start points.
479
- ms_initpt_cluster boolean 1149 0 1 9 The strategy for clustering initial points in multi-start
480
- 0 (none) Do not apply clustering.
481
- 1 (sl) Apply single linkage based clustering.
490
+ -1 1 (auto) Determine automatically
491
+ 0 1 (none) Do not add zero-half cuts
492
+ 1 1 (root) Add cuts derived in the root node
493
+ 2 1 (tree) Add zero-half cuts in the whole tree
494
+ ma_outsub enumint 1067 0 1 8 Enable writing algorithm output to files for the multi-algorithm (alg=5) procedure
495
+ 0 1 (none) No output from subproblem solves
496
+ 1 1 (yes) Subproblem output enabled, controlled by option outlev
497
+ ma_sub_maxtime double 1164 1e+08 0 maxdouble 1 8 Specifies, in seconds, the maximum allowable real time for multi-algorithm ("MA") subproblems (alg=5)
498
+ ma_terminate enumint 1063 1 1 8 Define the termination condition for the multi-algorithm (alg=5) procedure
499
+ 0 1 (all) Terminate after all algorithms complete
500
+ 1 1 (optimal) Terminate at first local optimum
501
+ 2 1 (feasible) Terminate at first feasible solution estimate
502
+ 3 1 (any) Terminate at first completed solve
503
+ ms_enable enumint 1033 0 1 9 Indicates whether Knitro will solve from multiple start points to find a better local minimum
504
+ 0 1 (no) Knitro solves from a single initial point
505
+ 1 1 (yes) Knitro solves using multiple start points
506
+ ms_initpt_cluster enumint 1149 0 1 9 The strategy for clustering initial points in multi-start
507
+ 0 1 (none) Do not apply clustering
508
+ 1 1 (sl) Apply single linkage based clustering
482
509
  ms_maxbndrange double 1035 1000 0 maxdouble 1 9 Specifies the maximum range that an unbounded variable can take when determining new start points
483
510
  ms_maxsolves integer 1034 0 0 maxint 1 9 Specifies how many start points to try in multi-start
484
- 0 Let Knitro automatically choose a value based on the problem size and context.
485
- n Try n>0 start points.
486
511
  ms_num_to_save integer 1051 0 0 maxint 1 9 Specifies the number of distinct feasible points to save in a file named knitro_mspoints
487
512
  ms_numthreads integer 1137 0 0 maxint 1 9 Specify the number of threads to use for multi-start (when \ref KNITROms_enable "ms_enable" = 1)
488
- ms_outsub boolean 1068 0 1 9 Enable writing algorithm output to files for the parallel multi-start procedure
489
- 0 Do not write detailed algorithm output to files.
490
- 1 Write detailed algorithm output to files named knitro_ms_*.log.
513
+ ms_outsub enumint 1068 0 1 9 Enable writing algorithm output to files for the parallel multi-start procedure
514
+ 0 1 (none) No output from subproblem solves
515
+ 1 1 (yes) Subproblem output enabled, controlled by option outlev.
491
516
  ms_savetol double 1052 1e-06 0 maxdouble 1 9 Specifies the tolerance for deciding if two feasible points are distinct
492
517
  ms_seed integer 1066 0 0 maxint 1 9 Seed value used to generate random initial points in multi-start; should be a non-negative integer
493
518
  ms_startptrange double 1055 1e+20 0 maxdouble 1 9 Specifies the maximum range that each variable can take when determining new start points
494
- ms_sub_maxtime double 1165 100000000 0 maxdouble 1 9 Specifies, in seconds, the maximum allowable real time for multi-start subproblems (i.e. local solves from a given initial point)
519
+ ms_sub_maxtime double 1165 1e+08 0 maxdouble 1 9 Specifies, in seconds, the maximum allowable real time for multi-start subproblems (i.e. local solves from a given initial point)
495
520
  ms_terminate enumint 1054 4 1 9 Specifies the condition for terminating multi-start
496
- 0 1 (maxsolves) Terminate after ms_maxsolves.
497
- 1 1 (optimal) Terminate after the first local optimal solution is found or ms_maxsolves, whichever comes first.
498
- 2 1 (feasible) Terminate after the first feasible solution estimate is found or ms_maxsolves, whichever comes first.
499
- 3 1 (any) Terminate after the first solution estimate of any type is found or ms_maxsolves, whichever comes first.
500
- 4 1 (rulebased) Terminate using rules that estimate when the probability of finding new local solutions is low.
521
+ 0 1 (maxsolves) Terminate after maxsolves
522
+ 1 1 (optimal) Terminate at first local optimum
523
+ 2 1 (feasible) Terminate at first feasible solution estimate
524
+ 3 1 (any) Terminate at first completed solve
525
+ 4 1 (rulebased) Terminate when the estimated probability of finding a new local solution is low
501
526
  ms_terminaterule_tol double 1160 0 0 1 1 9 The tolerance in (0,1] for the rule-based termination of multi-start
502
527
  blas_numthreads integer 1135 0 0 maxint 1 10 Specify the number of threads to use for BLAS operations when \ref KNITROblasoption "blasoption" = 1
503
528
  conic_numthreads integer 1138 0 minint maxint 1 10 Specify the number of threads to use for operations in the conic algorithm (when \ref KNITRObar_conic_enable "bar_conic_enable" = 1)
504
529
  linsolver_numthreads integer 1136 0 0 maxint 1 10 Specify the number of threads to use for linear system solve operations when \ref KNITROlinsolver "linsolver" = 6
505
- debug enumint 1031 0 0 1 Controls the level of debugging output
506
- 0 1 (none) No debugging output.
507
- 1 1 (problem) Print algorithm information to kdbg*.logoutput files.
508
- 2 1 (execution) Print program execution information.
509
- newpoint enumint 1001 0 1 1 Specifies additional action to take after every iteration in a solve of a continuous problem, or after every new incumbent of the NLPBB algorithm
510
- 0 1 (none) Knitro takes no additional action.
511
- 1 1 (saveone) Knitro writes x and lambda to the file knitro_newpoint.log. Previous contents of the file are overwritten.
512
- 2 1 (saveall) Knitro appends x and lambda to the file knitro_newpoint.log. Warning: this option can generate a very large file. All iterates, including the start point, crossover points, and the final solution are saved.
513
- out_csvinfo boolean 1096 0 1 11 Controls whether or not to generates a file knitro_solve
514
- 0 (no) No solution information file is generated.
515
- 1 (yes) The knitro_solve.csv solution file is generated.
530
+ debug enumint 1031 0 0 11 Controls the level of debugging output
531
+ 0 1 (none) No extra debugging
532
+ 1 1 (problem) Help debug solution of the problem
533
+ 2 1 (execution) Help debug execution of the solver
534
+ newpoint enumint 1001 0 1 11 Specifies additional action to take after every iteration in a solve of a continuous problem, or after every new incumbent of the NLPBB algorithm
535
+ 0 1 (none) No additional action
536
+ 1 1 (saveone) Save the latest new point to file knitro_newpoint.log
537
+ 2 1 (saveall) Append the latest new point to file knitro_newpoint.log
538
+ out_csvinfo enumint 1096 0 1 11 Controls whether or not to generates a file knitro_solve
539
+ 0 1 (no) No csv solution file is generated
540
+ 1 1 (yes) Generate a solution file knitro_solve.csv
516
541
  out_csvname string 1106 "" 1 11 Use to specify a custom csv filename when using \ref KNITROout_csvinfo "out_csvinfo"
517
- out_hints boolean 1115 1 1 11 Specifies whether to print diagnostic hints (e.g. about user option settings) after solving
518
- 0 (no) Do not print any hints.
519
- 1 (yes) Print diagnostic hints on occasion.
520
- outappend boolean 1046 0 1 11 Specifies whether output should be started in a new file, or appended to existing files
521
- 0 (no) Erase any existing files when opening for output.
522
- 1 (yes) Append output to any existing files.
542
+ out_hints enumint 1115 1 1 11 Specifies whether to print diagnostic hints (e.g. about user option settings) after solving
543
+ 0 1 (no) Do not print any hints.
544
+ 1 1 (yes) Print diagnostic hints on occasion.
545
+ outappend enumint 1046 0 1 11 Specifies whether output should be started in a new file, or appended to existing files
546
+ 0 1 (no) Erase existing files when opening
547
+ 1 1 (yes) Append to existing files
523
548
  outdir string 1047 "" 1 11 Specifies a single directory as the location to write all output files
524
549
  outlev enumint 1015 2 1 11 Controls the level of output produced by Knitro
525
- 0 1 (none) Printing of all output is suppressed.
526
- 1 1 (summary) Print only summary information.
527
- 2 1 (iter_10) Print basic information every 10 iterations.
528
- 3 1 (iter) Print basic information at each iteration.
529
- 4 1 (iter_verbose) Print basic information and the function count at each iteration.
530
- 5 1 (iter_x) Print all the above, and the values of the solution vector x.
531
- 6 1 (all) Print all the above, and the values of the constraints c at x and the Lagrange multipliers lambda.
550
+ 0 1 (none) Nothing
551
+ 1 1 (summary) Only final summary information
552
+ 2 1 (iter_10) Information every 10 iterations is printed
553
+ 3 1 (iter) Information at each iteration is printed
554
+ 4 1 (iter_verbose) More verbose information at each iteration is printed
555
+ 5 1 (iter_x) In addition, values of solution vector (x) are printed
556
+ 6 1 (all) In addition, constraints (c) and multipliers (lambda)
532
557
  outmode enumint 1016 0 1 11 Specifies where to direct the output from Knitro
533
- 0 1 (screen) Output is directed to standard out (e.g., screen).
534
- 1 1 (file) Output is sent to a file named knitro.log.
535
- 2 1 (both) Output is directed to both the screen and file knitro.log.
558
+ 0 1 (screen) Directed to stdout
559
+ 1 1 (file) Directed to a file (default name knitro.log)
560
+ 2 1 (both) Both stdout and file (default name knitro.log)
536
561
  outname string 1105 "" 1 11 Use to specify a custom filename when output is written to a file using \ref KNITROoutmode "outmode"
537
562
  tuner_optionsfile string 1071 "" 1 12 Can be used to specify the location of a Tuner options file
538
563
  tuner_outsub enumint 1074 0 1 12 Enable writing additional Tuner subproblem solve output to files for the Knitro-Tuner procedure (\ref KNITROtuner "tuner"=1)
539
- 0 1 Do not write detailed solve output to files.
540
- 1 1 Write summary solve output to a file named knitro_tuner_summary.log.
541
- 2 1 Write detailed individual solve output to files named knitro_tuner_*.log.
542
- tuner_sub_maxtime double 1166 100000000 0 maxdouble 1 12 Specifies, in seconds, the maximum allowable real time for Knitro-Tuner subproblems (i.e. individual solves with a particular option setting)
564
+ 0 1 (none) No output from subproblem solves and no subproblem summary file
565
+ 1 1 (summary) Subproblem output summary directed to a file knitro_tuner_summary.log
566
+ 2 1 (all) Subproblem output enabled, controlled by option outlev.
567
+ tuner_sub_maxtime double 1166 1e+08 0 maxdouble 1 12 Specifies, in seconds, the maximum allowable real time for Knitro-Tuner subproblems (i.e. individual solves with a particular option setting)
543
568
  tuner_terminate enumint 1075 0 1 12 Define the termination condition for the Knitro-Tuner procedure (\ref KNITROtuner "tuner"=1)
544
- 0 1 Terminate after all solves have completed.
545
- 1 1 Terminate at first locally optimal solution.
546
- 2 1 Terminate at first feasible solution estimate.
547
- 3 1 Terminate at first solution estimate of any type.
569
+ 0 1 (all) Terminate after all Tuner runs complete
570
+ 1 1 (optimal) Terminate at first local optimum
571
+ 2 1 (feasible) Terminate at first feasible solution estimate
572
+ 3 1 (any) Terminate at first completed solve
573
+ al_initpenalty double 1171 0 0 1e+16 1 13 Specifies the initial penalty parameter value used in the Augmented Lagrangian (AL) algorithm
574
+ al_maxpenalty double 1172 1e+10 0 1e+16 1 13 Specifies the maximum allowable penalty parameter value used in the Augmented Lagrangian (AL) algorithm
575
+ algorithm enumint 1003 0 1 1 Indicates which algorithm to use to solve the problem
576
+ 0 1 (auto) let Knitro automatically choose an algorithm, based on the problem characteristics.
577
+ 1 1 (direct) use the Interior/Direct algorithm.
578
+ 2 1 (cg) use the Interior/CG algorithm.
579
+ 3 1 (active) use the Active Set algorithm.
580
+ 4 1 (sqp) use the SQP algorithm.
581
+ 5 1 (multi) run all algorithms, perhaps in parallel (see Algorithms).
582
+ 6 1 (al) use the Augmented Lagrangian algorithm.
548
583
  names boolean 0 0 1 1 Enable to pass variable and equation names to Knitro
549
584
  newpoint_skip boolean 0 0 0 1 skip registering of newpoint callback: workaround for KNITRO bugs
550
585
  option_file string 0 "" 1 1 additional option file name - read only by KNITRO solver lib
@@ -570,7 +605,7 @@ initvalues enumint 0 1 1 1 Enable use of initial guess for levels and marginals
570
605
  *
571
606
  * synonym section
572
607
  *
573
- feastol_abs synonym feastolabs
608
+ feastolabs synonym feastol_abs
574
609
  maxtime_cpu synonym maxtime
575
610
  maxtime_real synonym maxtime
576
611
  mip_maxtime_cpu synonym maxtime
@@ -581,7 +616,7 @@ ms_maxtime_cpu synonym maxtime
581
616
  ms_maxtime_real synonym maxtime
582
617
  tuner_maxtime_cpu synonym maxtime
583
618
  tuner_maxtime_real synonym maxtime
584
- opttol_abs synonym opttolabs
619
+ opttolabs synonym opttol_abs
585
620
  bar_pencons synonym bar_penaltycons
586
621
  bar_penrule synonym bar_penaltyrule
587
622
  mip_integral_gap_abs synonym mip_opt_gap_abs
@@ -601,6 +636,7 @@ gthreads synonym threads
601
636
  * deprecated section
602
637
  *
603
638
  synon deprecated
639
+ algorithm
604
640
  par_numthreads
605
641
  bar_pencons
606
642
  bar_penrule
@@ -624,15 +660,16 @@ synon deprecated
624
660
  * <group-ident> group <group-number <help-context> <help-text>
625
661
  *
626
662
  general group 1 1 General options
627
- deriv group 2 1 Derivative options
628
- terminate group 3 1 Termination options
663
+ derivatives group 2 1 Derivative options
664
+ termination group 3 1 Termination options
629
665
  presolve group 4 1 Presolve options
630
666
  barrier group 5 1 Barrier options
631
667
  activeset group 6 1 Active-set options
632
668
  mip group 7 1 MIP options
633
- ma group 8 1 Multi-algorithm options
634
- ms group 9 1 Multi-start options
635
- parallel group 10 1 Parallelism options
669
+ multialgorithm group 8 1 Multi-algorithm options
670
+ multistart group 9 1 Multi-start options
671
+ parallelism group 10 1 Parallelism options
636
672
  output group 11 1 Output options
637
673
  tuner group 12 1 Tuner options
674
+ other group 13 1 Other options
638
675
  *** End of file
gamspy_knitro/version.py CHANGED
@@ -1 +1 @@
1
- __version__ = '50.4.1'
1
+ __version__ = '51.1.0'
@@ -1,3 +1,3 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: gamspy_knitro
3
- Version: 50.4.1
3
+ Version: 51.1.0
@@ -0,0 +1,9 @@
1
+ gamspy_knitro/__init__.py,sha256=NpDBkznpnOMPTx2ixGOK6DYuRhLs-ZBb4RRnNegVm8U,405
2
+ gamspy_knitro/knitro1501.dll,sha256=f2QUGDMff8Ok91jximXiSvxjjGDppc2NhfKjDfh8sP0,91383296
3
+ gamspy_knitro/knxcclib64.dll,sha256=S3tRhxqKzF2XZCQqNoDolFckMcR6wjP6dmmvpqY6QJg,454656
4
+ gamspy_knitro/optknitro.def,sha256=Xpmnch1yvDaAUqWPAUgODY99q8Vj1Fm1gF7Ko64g0JA,48845
5
+ gamspy_knitro/version.py,sha256=1SqOxVzp7c6oVlmeBx3nYBng_AzA6N1peyV1-cK2ieg,22
6
+ gamspy_knitro-51.1.0.dist-info/METADATA,sha256=f0V7ZukH5t5nMQLKIg9uiImrvZpmX-am-sHBz8VhToE,61
7
+ gamspy_knitro-51.1.0.dist-info/WHEEL,sha256=gHXjDjheZ9WDOEDfpaapOWZ_0adXVgYLABxOJwvOCv4,103
8
+ gamspy_knitro-51.1.0.dist-info/top_level.txt,sha256=9pwJNp8thP_p87qcDC6kMpp6stQh3CtIriAsnMw8F8Y,14
9
+ gamspy_knitro-51.1.0.dist-info/RECORD,,
@@ -1,9 +0,0 @@
1
- gamspy_knitro/__init__.py,sha256=2pK3tNEWwA07cbURe8IC3eYyNyhXurNlLN83dT1tl3o,405
2
- gamspy_knitro/knitro1420.dll,sha256=Vxvuv5pJe42CiYlcXlt4Bm_RlQeUQiRSX6Hb3QTRPTM,105309184
3
- gamspy_knitro/knxcclib64.dll,sha256=iriLhZK79kJKGUE1Zgs5ome6tqkxelFJ0I--BkiD1x0,453632
4
- gamspy_knitro/optknitro.def,sha256=QZUtiuXviUGcoq0hXPUUWs9BDQBoXCJScCzzHHBi_No,52430
5
- gamspy_knitro/version.py,sha256=_UnYMAmFysWZeJBkS4Oqt0927rCvXiasvhlTcqClSM0,22
6
- gamspy_knitro-50.4.1.dist-info/METADATA,sha256=E8B3LybqlJD69cmoZfdreh7e2e9jwfCp0YsKud-mYN8,61
7
- gamspy_knitro-50.4.1.dist-info/WHEEL,sha256=gHXjDjheZ9WDOEDfpaapOWZ_0adXVgYLABxOJwvOCv4,103
8
- gamspy_knitro-50.4.1.dist-info/top_level.txt,sha256=9pwJNp8thP_p87qcDC6kMpp6stQh3CtIriAsnMw8F8Y,14
9
- gamspy_knitro-50.4.1.dist-info/RECORD,,