KNITRO 8.0 for Mathematica
A Solver for Large-Scale Nonlinear Optimization
KNITRO for Mathematica brings the leading software tool for
large-scale nonlinear optimization to Mathematica.
This application package computes a local minimum to general
optimization problems composed from Mathematica functions and
objects. Any optimization problem with continuous variables and
smooth functions can be solved. Convex problems with discrete or mixed-integer variables can be solved as well. The package uses
built-in Mathematica functionality to construct and evaluate
sparse first and second derivatives.
KNITRO for Mathematica is an industrial-strength solver for
large-scale nonlinear optimization, and readily handles complex
real-world problems. It solves the following problem types, for small
or large numbers of unknowns and constraints:
- General constrained (inequalities)
- Bound constrained
- Equality constrained, both linear and nonlinear
- Mixed-integer programming (MIPs)
- Particular convex mixed-integer nonlinear problems (MINLP)
- Systems of nonlinear equations
- Least squares, both linear and nonlinear
- Linear programming (LP)
- Quadratic programming (QP), both convex and nonconvex
KNITRO for Mathematica offers two state-of-the-art
algorithms, active-set and interior-point, each employing sparse
linear algebra techniques for maximum efficiency on large
problems. KNITRO is highly regarded for its robustness and efficiency.
KNITRO for Mathematica is an excellent solver for optimization problems in:
- Energy (management of distribution networks, optimal plant operations, revenue and risk management, and strategic pricing)
- Finance (option pricing; portfolio optimization; optimal pricing; risk management; credit risk; strategic bidding and auctions, including Nash equilibrium, demand optimization, and nonlinear least-squares data fitting; volatility estimation; asset-liability management; and index tracking)
- Manufacturing (CAD, optimal computer chip layout, and transportation networks)
- Marketing (quantitative marketing)
- Economics (computational economics)
- Many other difficult, large-scale nonlinear problems
KNITRO for Mathematica is a local solver, which means that
for nonlinear problems with multiple local minima, it will converge to
any one of the local minima. Users can specify different starting points or use KNITRO's built-in multi-start feature to try to locate the best local minimum.
About the Developers
Ziena Optimization's founders include a world-renowned team of scientists
specializing in nonlinear and large-scale optimization. Their areas of
expertise encompass modeling and solving of optimization problems arising
in business and engineering. The methods and software created by Ziena's
scientists are in use at hundreds of sites worldwide to address a variety
of problems in energy, communications, finance, marketing, economics, and
KNITRO for Mathematica is developed and supported by
Ziena Optimization LLC.
Ziena Optimization LLC.
1801 Maple Ave
Evanston, IL 60201
KNITRO 8.0 for Mathematica requires Mathematica 6, 7, or 8 and is available for 32-bit Windows, 64-bit Windows, Mac OS X, 32-bit Linux, and 64-bit Linux.
KNITRO is © 2001-2011 Ziena Optimization LLC.
Note: Contact the developer for upgrade
or trial information.