Dear Lothar,
Certainly if the solution satisfies your requirements as being "feasible enough" you are free to use it. However, it might be good to understand why Knitro is claiming the point is infeasible. What is the final "feasibility error"? If it is very small, then it may have just missed the tolerance for being feasible and may be close enough to feasible for you. However, if it is large, then there is some significant constraint violation somewhere. You can try to find out which constraints are infeasible by using the AMPL "display" command to display the constraint body value at the solution and comparing to the constraint bounds.
If you run with outlev=4 and share the output, it may be more clear what is going on. Also, if you want to share your model, we would be happy to look into it further.
Best regards,
Richard Waltz
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