2262. Latest developments for mixed-integer nonlinear programming in Artelys Knitro
Invited abstract in session TA-43: Global and Nonlinear Solvers, stream Software for Optimization.
Tuesday, 8:30-10:00Room: Newlyn GR.07
Authors (first author is the speaker)
| 1. | Hugo Chareyre
|
| Artelys | |
| 2. | Marvin Stanczak
|
| Artelys |
Abstract
Artelys Knitro is a solver for nonlinear and mixed-integer nonlinear programming problems. It handles various input structures, including linear, quadratic, and black-box functions, ideally with their first and second-order derivatives. Knitro uses derivative-based algorithms to find optimal solutions, guaranteeing global optimality for convex problems and converging to a stationary point for non-convex problems. For continuous nonlinear problems, Knitro offers interior-point algorithms and sequential quadratic programming (SQP) algorithms. For mixed-integer nonlinear problems, it includes branch-and-bound and mixed sequential quadratic programming (SQP) algorithms.
In this talk, we will present the latest developments in Artelys Knitro 15.0, focusing on some of the recent advances in solving mixed-integer nonlinear problems (both convex and non-convex), and multi-start heuristics for global optimization. We will also present Knitro results on large-scale models demonstrating speedups achieved with the latest Knitro releases.
Keywords
- Global Optimization
- Software
- Mathematical Programming
Status: accepted
Back to the list of papers