Hi,
KNITRO can only accept models with one objective function. The error
is probably coming from the AMPL interface. It is probably designed
to break and exit if the model contains more than one objective
function. I thought an error message would also be printed in this
case to describe the problem but I need to check on this. The error
message may only appear if you run the *.nl file outside of AMPL. At
any rate, you will need to change your model so that it only has one
objective if you wish to use KNITRO.
-Richard Waltz