G.7 Artelys Knitro – Non-Linear Programming Solver

Artelys Knitro [34] is a general purpose optimization solver specializing in nonlinear problems, available from Artelys. As of version 9, Knitro includes a native Matlab interface, knitromatlab⁷⁴ . More information is available at https://www.artelys.com/solvers/knitro/ and https://www.artelys.com/docs/knitro/.

Although Artelys Knitro is a commercial package, at the time of this writing there is a free academic license available, with details on their download page.

When installed, Knitro’s Matlab interface function, knitromatlab or ktrlink, can be used by Matpower to solve AC OPF problems by simply setting the opf.ac.solver option to 'KNITRO'. See Table C-14 for a summary of Knitro-related Matpower options. The knitromatlab function uses callbacks to Matlab functions to evaluate the objective function and its gradient, the constraint values and Jacobian, and the Hessian of the Lagrangian.

Knitro options can be controlled directly by creating a standard Knitro options file in your working directory and specifying it via the knitro.opt_fname (or, for backward compatibility, naming it knitro_user_options_.txt and setting Matpower’s knitro.opt option to , where is some positive integer value). See the Artelys Knitro user manuals at https://www.artelys.com/docs/knitro/ for details on the available options.