Byrd, Richard H.; Nocedal, Jorge; Waltz, Richard A. KNITRO: an integrated package for nonlinear optimization. (English) Zbl 1108.90004 Di Pillo, Gianni (ed.) et al., Large-scale nonlinear optimization. Papers based on the presentation at the workshop on large scale nonlinear optimization, Erice, Italy, June 22–July 1, 2004. New York, NY: Springer (ISBN 0-387-30063-5/hbk). Nonconvex Optimization and Its Applications 83, 35-59 (2006). Summary: This paper describes KNITRO 5.0, a \(C\)-package for nonlinear optimization that combines complementary approaches to nonlinear optimization to achieve robust performance over a wide range of application requirements. The package is designed for solving large-scale, smooth nonlinear programming problems, and it is also effective for the following special cases: unconstrained optimization, nonlinear systems of equations, least squares, and linear and quadratic programming. Various algorithmic options are available, including two interior methods and an active-set method. The package provides crossover techniques between algorithmic options as well as automatic selection of options and settings.For the entire collection see [Zbl 1087.90003]. Cited in 139 Documents MSC: 90-08 Computational methods for problems pertaining to operations research and mathematical programming 90C30 Nonlinear programming 90C06 Large-scale problems in mathematical programming 90C20 Quadratic programming 90C51 Interior-point methods Keywords:optimization software; interior-point; SLQP Software:filterSQP; Ipopt; SNOPT; CG+; Mosek; XPRESS; MINOS; KNITRO PDFBibTeX XMLCite \textit{R. H. Byrd} et al., Nonconvex Optim. Appl. 83, 35--59 (2006; Zbl 1108.90004)