knitro help

[Nilu]

Hi all,
here is my question .
While using a non linear optimization using KNITROAMPL solver, when I
do not specify any initial values(starting values) for the variables
then the solver returns a locally infeasible solution. When I do
specify some initial values which are high enough in my case, then it
returns a local optima. But my question is that may be another
different combination of starting values is going to generate a
different local optima. Is there a way to get to all the local optima
OR to the global optima with any command or something ????????????
Beacuse otherwise I may end up calculating a local optima with some
combinations of initial values and I may not reach another optima
which has a higher value for the objective function (MAXIMIZATION is
the aim).
Thanks.

[Artelys Knitro support team]

Dear Nilu,

KNITRO, as most non linear solvers, only finds a local optimum that
depends on the initial values (See http://wiki.mcs.anl.gov/NEOS/index.php/Nonlinear_Programming_FAQ).
You can try the multistart option of KNITRO to run automatically
KNITRO several times on the same problem and see how many different
solutions you get.

Best regards.

Nicolas Omont.