KNITRO options support - ms_enable / knitro.opt

[SingingKim]

Hi all, 

I have an issue to use some options for KNITRO with YALMIP.

The maximum iteration option can be applied as a solver-specific option (Knitro.maxit) and it works fine. 

options = sdpsettings('verbose',1,'solver','Knitro','Knitro.maxit',10000);

However, the multi-start option (Knitro.ms_enable) is not working properly and returns the following error:

options = sdpsettings('verbose',1,'solver','Knitro','Knitro.ms_enable',1);

Error using sdpsettings (line 305)

Unrecognized property name 'Knitro.ms_enable'.

Here is an example code that you can replicate the error:

x = sdpvar(10,1);

Constraints = [sum(x) <= 10, x(1) == 0, 0.5 <= x(2) <= 1.5];

for i = 1 : 7

  Constraints = [Constraints, x(i) + x(i+1) <= x(i+2) + x(i+3)];

end

Objective = x'*x+norm(x,1);

options = sdpsettings('verbose',1,'solver','Knitro','Knitro.maxit',10000);

options = sdpsettings(options,'Knitro.ms_enable',1);

% options = sdpsettings(options,'knitro.optionsfile','knitro.opt');

sol = optimize(Constraints,Objective,options);

2. I tried with 'knitro.optionfile' as well, but it gives me an error:

ERROR: The reverse communication API for Knitro has been deprecated.

       Please provide all necessary callbacks for evaluations.

Any advice would be appreciated.

Thanks!