KNITRO Support under YALMIP?

[Mark L. Stone]

I don't see KNITRO listed under solvers in yalmiptest.  Does KNITRO show up under another name?

Thanks.

[Johan Löfberg]

KNITRO is currently not supported. I don't remember why, but there were some issues a couple of years ago (license or weird interfaces). I'll might take another look at it again

[Mark L. Stone]

Thanks Yohan,

It is not reflected everywhere on the website, but KNITRO 9.0 has just been released, and it contains an upgraded MATLAB interface, which now, unlike previously, supports binary variables and complementarity constraints, to include support for MPECs (Mathematical Programs with Equilibrium Constraints) http://www.ziena.com/matlabknitro.html .

[Johan Löfberg]

Yes, I was just checking it out. Will download a trial-version and see if it is easily interfaced (should be since it says it is a drop-in replacement of fmincon)

[Mark L. Stone]

I see that knitro is now listed as a solver on the YALMIP Wiki.  Does that require a forthcoming version of YALMIP or some patch in order to use it?

Thanks.,

[Mark L. Stone]

Also, if all of knitro's options are to be taken advantage of to the fullest, knitro is not a drop-in replacement for fmincon.  knitro can accept options in fmincon format (optimset), but it can also accept extended features, for example to specify and specially treat complementarity constraints, and can also accept a knitro options file, which if specified, overrides settings in the fmincon (optimset) options, and provides many options not available under the fmincon options.  It would seem that the knitro options (file options) could be implemented in one of two ways in YALMIP: either allow each individual option to be specified, or allow specification of the name of a knitro options file to be used.

[Johan Löfberg]

New release on its way

[Johan Löfberg]

Complementarity constraints are supported.

The way knitro handles options is weak, and I've told the developers about this. Hopefully they will improve this in the future and allow communication of options through structs and bypass any communication by files.

Until then, since I don't want to mess with automatic generation of files with all the problems that might lead to, advanced knitro users will have to explicitly use an extra option to tell YALMIP if an options file is available, information which then is sent to knitro.