KNITRO Add-on Available for Mathematica

By DE Editors

KNITRO software for large-scale nonlinear optimization is now available from Wolfram Research (Champaign, IL) as an add-on to Mathematica. Developed and supported by Ziena Optimization, Inc.(Evanston, IL), the new KNITRO for Mathematica application package is said toprovide a tool for solving problems that range from business-processreengineering and production-line management to form-factor reductionand the optimization of integrated circuit layouts. KNITRO requiresMathematica 5.1 or higher for Windows, Linux, or Sun Solaris platforms.

As a local solver, KNITRO for Mathematica finds a local minimum forproblems with continuous variables and smooth functions. It solvesgeneral nonlinear constrained, linear programming, quadraticprogramming, unconstrained, and least squares problems, as well assystems of nonlinear equations.

Key features, accoding to the company, include Newton-based methods, including BFGS, SR1, andL-BFGS; an option requiring that every iteration is feasible withrespect to inequality constraints and variable bounds; crossover frominterior-point to active-set algorithms for determining vertexsolutions; linear algebra operations for iterative (conjugate gradient)and direct (sparse factorization) methods; and automatic starting pointselection.

The software is available for immediate download from Wolfram. Price:$2,500. Visit the KNITRO for Mathematica Web page for further details.
 

Sources: Press materials received from the company.