knitro options

[Valentin Rigoni]

Hello,

I have been trying to modify the algorithm used by "knitro" with YALMIP sdpsettings without success.

The different algorithms can be found HERE

I have tried the following command  

options = sdpsettings('solver','knitro','knitro.Algorithm', 2);

Best regards,

Valentin

[Richard Yang]

I think maybe the "knitro" is for nonlinear optimization problems. It is not suitable for the Yalmip. I just guess.

[Johan Löfberg]

YALMIP supports nonlinear optimization, with a variety of nonlinear solvers

[Johan Löfberg]

I haven't looked at knitro since version 9, so perhaps something has changed.

Your best bet is to put a break in callknitro on line 78, and see if something  looks regarding options.

[Mark L. Stone]

sdpsettings('solver','knitro','knitro.Algorithm', 'interior-point')
sdpsettings('solver','knitro','knitro.Algorithm', 'active-set')
sdpsettings('solver','knitro','knitro.Algorithm', 'sqp')
work respectively for algorithms 1, 3, and 4.

I do not know how/if algorithm 2 (Interior/CG) can be set with knitro.Algorithm.
However, all algorithms, as well as many other options, can be specified using sdpsettings('solver','knitro','knitro.optionsfile','filename of knitro options file'))
where 'filename of knitro options file' is the filename of the knitro options file you wish to use.

[Valentin Rigoni]

Thanks Mark. It works indeed.

Much appreciated.

Valentin