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KNITRO for Mathematica Provides State-of-the-Art Solver for Large-Scale Nonlinear Optimization

Published March 14, 2006

March 14, 2006–KNITRO, the industry-standard software for large-scale nonlinear optimization, is now available from Wolfram Research as an add-on to Mathematica. Merging its state-of-the-art active-set and interior-point algorithms with Mathematica‘s robust functionality, the new KNITRO for Mathematica application package provides an unmatched tool for solving problems that range from business-process reengineering and production-line management to form-factor reduction and the optimization of integrated circuit layouts.

Nonlinear optimization is fundamental to multidisciplinary design with particular applications in manufacturing, aerospace engineering, industrial automation, and business and military logistics and planning. As a local solver, KNITRO for Mathematica finds a local minimum for problems with continuous variables and smooth functions. It solves general nonlinear constrained, linear programming, quadratic programming, unconstrained, and least squares problems, as well as systems of nonlinear equations.

Key features include:

  • Newton-based methods, including BFGS, SR1, and L-BFGS, that rapidly converge to high-precision local solutions
  • An option requiring that every iterate is feasible with respect to inequality constraints and variable bounds
  • Easy crossover from interior-point to active-set algorithms for determining vertex solutions
  • Linear algebra operations for iterative (conjugate gradient) and direct (sparse factorization) methods
  • Automatic starting-point selection

“We are excited to have this new partnership with Wolfram Research,” said Richard Waltz, president of Ziena Optimization, Inc., makers of KNITRO for Mathematica. “It will provide the large community of Mathematica users with access to our leading KNITRO optimization solver from within the powerful Mathematica environment. Mathematica users will benefit from the ability to solve large, complex nonlinear optimization problems that cannot be addressed by less-sophisticated solvers. We hope this leads users to consider nonlinear optimization as a basic strategy for applications in control, design, and other areas.”

KNITRO for Mathematica is available for immediate download from the Wolfram web store. Developed and supported by Ziena Optimization, Inc., it requires Mathematica 5.1 or higher for Windows or Linux. Those interested in a version for Sun Solaris or some Linux x86(64-bit) platforms may contact Customer Service. A 30% discount is available on all purchases through June 30, 2006.

More product details are available on the KNITRO for Mathematica website.