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