"KNITRO: An Integrated Package for Nonlinear Optimization"
R. Byrd, J. Nocedal, R. Waltz.
“Large-Scale Nonlinear Optimization”,
eds.: G. Di Pillo, M. Roma, pp.35-60 Springer (2006)

This paper describes Knitro 5.0, a C-package for nonlinear optimization that combines complementary approaches to nonlinear optimization to achieve robust performance over a wide range of application requirements. The package is designed for solving large-scale, smooth nonlinear programming problems, and it is also eective for the following special cases: unconstrained optimization, nonlinear systems of equations, least squares, and linear and quadratic programming. Various algorithmic options are available, including two interior methods and an active-set method. The package provides crossover techniques between algorithmic options as well as automatic selection of options and settings.
Download (pdf)