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

In: Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology

Author

Listed:
  • Neculai Andrei

    (Center for Advanced Modeling & Optimization
    Academy of Romanian Scientists)

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.

Suggested Citation

  • Neculai Andrei, 2017. "Active-set Sequential Linear-Quadratic Programming: KNITRO/ACTIVE," Springer Optimization and Its Applications, in: Continuous Nonlinear Optimization for Engineering Applications in GAMS Technology, chapter 0, pages 305-315, Springer.
    • Handle: RePEc:spr:spochp:978-3-319-58356-3_14
    DOI: 10.1007/978-3-319-58356-3_14
    as

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