A list of the possibilities for parallel processing Knitro is given at
https://www.artelys.com/tools/knitro_doc/2_userGuide/parallelism.htmlDepending on the Knitro algorithms and computational options that you select, some of these possibilities may apply to your Knitro runs, or none of them may apply. If you think that some of these possibilities do apply, then let us know which ones, and we can investigate further.
One way in which Knitro differs from CPLEX is that Knitro does not offer a parallel branch-and-bound procedure for MIP problems. So if Knitro and CPLEX are both building a large MIP search tree for your problem, CPLEX may have an advantage because it can parallelize the tree search while Knitro cannot.
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Robert Fourer
am...@googlegroups.com