Active-set Sequential Linear-Quadratic Programming: KNITRO/ACTIVE

Neculai Andrei
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Neculai Andrei: Center for Advanced Modeling & Optimization

Chapter Chapter 14 in Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology, 2017, pp 305-315 from Springer

Abstract: Abstract KNITRO represents one of the most elaborated algorithms (and Fortran package) for solving general large-scale nonlinear optimization problems (Byrd et al. 2004). This is characterized by great flexibility and robustness integrating two very powerful and complementary algorithmic approaches for nonlinear optimization: the active-set sequential linear-quadratic approach and the interior point approach. KNITRO includes a number of much studied algorithms for linear algebra, very carefully implemented in computing programs, able to solve a large variety of nonlinear optimization problems like special cases of unconstrained optimization, systems of nonlinear equations, least square problems, and linear and nonlinear programming problems.

Keywords: Interior Point Approach; Projected Conjugate Gradient Algorithm; Equality-constrained Quadratic Programming; Hessian-vector Products; Iterative Conjugate Gradient Method (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/978-3-319-58356-3_14

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