Xpress Knitro Control Parameters

Topics covered in this chapter:

This chapter provides a full list of the controls accepted by Xpress for setting Knitro parameters. Knitro has a great number and variety of user option settings and although it tries to choose the best settings by default, often significant performance improvements can be realized by choosing some non-default option settings.

KNITRO_PARAM_ALGORITHM, XKTR_PARAM_ALGORITHM	Indicates which algorithm to use to solve nonlinear problems [ Knitro, Solution Process]
KNITRO_PARAM_BAR_DIRECTINTERVAL, XKTR_PARAM_BAR_DIRECTINTERVAL	Controls the maximum number of consecutive conjugate gradient (CG) steps before Knitro will try to enforce that a step is taken using direct linear algebra. [ Knitro, Limits]
KNITRO_PARAM_BAR_FEASIBLE, XKTR_PARAM_BAR_FEASIBLE	Specifies whether special emphasis is placed on getting and staying feasible in the interior-point algorithms. [ Knitro]
KNITRO_PARAM_BAR_FEASMODETOL, XKTR_PARAM_BAR_FEASMODETOL	Specifies the tolerance in the equation that determines whether Knitro will force subsequent iterates to remain feasible. [ Knitro, Tolerances]
KNITRO_PARAM_BAR_INITMU, XKTR_PARAM_BAR_INITMU	Specifies the initial value for the barrier parameter used with the barrier algorithms. [ Knitro]
KNITRO_PARAM_BAR_INITPT, XKTR_PARAM_BAR_INITPT	Indicates whether an initial point strategy is used with barrier algorithms. [ Knitro]
KNITRO_PARAM_BAR_MAXBACKTRACK, XKTR_PARAM_BAR_MAXBACKTRACK	Indicates the maximum allowable number of backtracks during the linesearch of the Interior/Direct algorithm before reverting to a CG step. [ Knitro, Limits]
KNITRO_PARAM_BAR_MAXCROSSIT, XKTR_PARAM_BAR_MAXCROSSIT	Specifies the maximum number of crossover iterations before termination. [ Knitro, Limits]
KNITRO_PARAM_BAR_MAXREFACTOR, XKTR_PARAM_BAR_MAXREFACTOR	Indicates the maximum number of refactorizations of the KKT system per iteration of the Interior/Direct algorithm before reverting to a CG step. [ Knitro, Limits]
KNITRO_PARAM_BAR_MURULE, XKTR_PARAM_BAR_MURULE	Indicates which strategy to use for modifying the barrier parameter mu in the barrier algorithms. [ Knitro]
KNITRO_PARAM_BAR_PENCONS, XKTR_PARAM_BAR_PENCONS	Indicates whether a penalty approach is applied to the constraints. [ Knitro]
KNITRO_PARAM_BAR_PENRULE, XKTR_PARAM_BAR_PENRULE	Indicates which penalty parameter strategy to use for determining whether or not to accept a trial iterate. [ Knitro]
KNITRO_PARAM_BAR_SWITCHRULE, XKTR_PARAM_BAR_SWITCHRULE	Indicates whether or not the barrier algorithms will allow switching from an optimality phase to a pure feasibility phase. [ Knitro]
KNITRO_PARAM_DELTA, XKTR_PARAM_DELTA	Specifies the initial trust region radius scaling factor used to determine the initial trust region size. [ Knitro]
KNITRO_PARAM_FEASTOL, XKTR_PARAM_FEASTOL	Specifies the final relative stopping tolerance for the feasibility error. [ Knitro, Tolerances]
KNITRO_PARAM_FEASTOLABS, XKTR_PARAM_FEASTOLABS	Specifies the final absolute stopping tolerance for the feasibility error. [ Knitro, Tolerances]
KNITRO_PARAM_GRADOPT, XKTR_PARAM_GRADOPT	Specifies how to compute the gradients of the objective and constraint functions. [ Derivatives, Knitro]
KNITRO_PARAM_HESSOPT, XKTR_PARAM_HESSOPT	Specifies how to compute the (approximate) Hessian of the Lagrangian. [ Derivatives, Knitro]
KNITRO_PARAM_HONORBNDS, XKTR_PARAM_HONORBNDS	Indicates whether or not to enforce satisfaction of simple variable bounds throughout the optimization. [ Knitro]
KNITRO_PARAM_INFEASTOL, XKTR_PARAM_INFEASTOL	Specifies the (relative) tolerance used for declaring infeasibility of a model. [ Knitro, Tolerances]
KNITRO_PARAM_LMSIZE, XKTR_PARAM_LMSIZE	Specifies the number of limited memory pairs stored when approximating the Hessian using the limited-memory quasi-Newton BFGS option. [ Knitro, Limits]
KNITRO_PARAM_MAXCGIT, XKTR_PARAM_MAXCGIT	Specifies the maximum number of conjugate gradient (CG) iterations Knitro is allowed to perform during one minor iteration. [ Knitro, Limits]
KNITRO_PARAM_MAXIT, XKTR_PARAM_MAXIT	Specifies the maximum number of iterations before termination. [ Knitro, Limits]
KNITRO_PARAM_MIP_BRANCHRULE, XKTR_PARAM_MIP_BRANCHRULE	Specifies which branching rule to use for MIP branch and bound procedure. [ Branching, Knitro-MINLP]
KNITRO_PARAM_MIP_GUB_BRANCH, XKTR_PARAM_MIP_GUB_BRANCH	Specifies whether or not to branch on generalized upper bounds (GUBs). [ Branching, Knitro-MINLP]
KNITRO_PARAM_MIP_HEUR_MAXIT, XKTR_PARAM_MIP_HEUR_MAXIT	Specifies the maximum number of iterations to allow for MIP heuristic, if one is enabled. [ Heuristics, Knitro-MINLP]
KNITRO_PARAM_MIP_HEURISTIC, XKTR_PARAM_MIP_HEURISTIC	Specifies which MIP heuristic search approach to apply to try to find an initial integer feasible point. [ Heuristics, Knitro-MINLP]
KNITRO_PARAM_MIP_IMPLICATNS, XKTR_PARAM_MIP_IMPLICATNS	Specifies whether or not to add constraints to the MIP derived from logical implications. [ Knitro-MINLP, Presolve]
KNITRO_PARAM_MIP_INTGAPABS, XKTR_PARAM_MIP_INTGAPABS	The absolute integrality gap stop tolerance for MIP. [ Knitro, Knitro-MINLP, Tolerances]
KNITRO_PARAM_MIP_INTGAPREL, XKTR_PARAM_MIP_INTGAPREL	The relative integrality gap stop tolerance for MIP. [ Knitro, Knitro-MINLP, Tolerances]
KNITRO_PARAM_MIP_KNAPSACK, XKTR_PARAM_MIP_KNAPSACK	Specifies rules for adding MIP knapsack cuts. [ Cuts, Knitro-MINLP]
KNITRO_PARAM_MIP_LPALG, XKTR_PARAM_MIP_LPALG	Specifies which algorithm to use for any linear programming (LP) subproblem solves that may occur in the MIP branch and bound procedure. [ Knitro-MINLP, Solution Process]
KNITRO_PARAM_MIP_MAXNODES, XKTR_PARAM_MIP_MAXNODES	Specifies the maximum number of nodes explored. [ Knitro-MINLP, Limits]
KNITRO_PARAM_MIP_METHOD, XKTR_PARAM_MIP_METHOD	Specifies which MIP method to use. [ Knitro-MINLP, Solution Process]
KNITRO_PARAM_MIP_OUTINTERVAL, XKTR_PARAM_MIP_OUTINTERVAL	Specifies node printing interval for KNITRO_PARAM_MIP_OUTLEVEL when KNITRO_PARAM_MIP_OUTLEVEL > 0. [ Knitro-MINLP, Logging]
KNITRO_PARAM_MIP_OUTLEVEL, XKTR_PARAM_MIP_OUTLEVEL	Specifies how much MIP information to print. [ Knitro-MINLP, Logging]
KNITRO_PARAM_MIP_PSEUDOINIT, XKTR_PARAM_MIP_PSEUDOINIT	Specifies the method used to initialize pseudo-costs corresponding to variables that have not yet been branched on in the MIP method. [ Branching, Knitro-MINLP]
KNITRO_PARAM_MIP_ROOTALG, XKTR_PARAM_MIP_ROOTALG	Specifies which algorithm to use for the root node solve in MIP (same options as KNITRO_PARAM_ALGORITHM user option). [ Knitro-MINLP, Solution Process]
KNITRO_PARAM_MIP_ROUNDING, XKTR_PARAM_MIP_ROUNDING	Specifies the MIP rounding rule to apply. [ Knitro-MINLP]
KNITRO_PARAM_MIP_SELECTRULE, XKTR_PARAM_MIP_SELECTRULE	Specifies the MIP select rule for choosing the next node in the branch and bound tree. [ Knitro-MINLP]
KNITRO_PARAM_MIP_STRONG_CANDLIM, XKTR_PARAM_MIP_STRONG_CANDLIM	Specifies the maximum number of candidates to explore for MIP strong branching. [ Branching, Knitro-MINLP, Limits]
KNITRO_PARAM_MIP_STRONG_LEVEL, XKTR_PARAM_MIP_STRONG_LEVEL	Specifies the maximum number of tree levels on which to perform MIP strong branching. [ Branching, Knitro-MINLP, Limits]
KNITRO_PARAM_MIP_STRONG_MAXIT, XKTR_PARAM_MIP_STRONG_MAXIT	Specifies the maximum number of iterations to allow for MIP strong branching solves. [ Branching, Knitro-MINLP, Limits]
KNITRO_PARAM_NCVX_QCQP_INIT, XKTR_PARAM_NCVX_QCQP_INIT	Specifies the initialization strategy used for non-convex QPs and QCQPs. [ Knitro]
KNITRO_PARAM_OBJRANGE, XKTR_PARAM_OBJRANGE	Specifies the extreme limits of the objective function for purposes of determining unboundedness. [ Knitro, Limits]
KNITRO_PARAM_OPTTOL, XKTR_PARAM_OPTTOL	Specifies the final relative stopping tolerance for the KKT (optimality) error. [ Knitro, Tolerances]
KNITRO_PARAM_OPTTOLABS, XKTR_PARAM_OPTTOLABS	Specifies the final absolute stopping tolerance for the KKT (optimality) error. [ Knitro, Tolerances]
KNITRO_PARAM_OUTLEV, XKTR_PARAM_OUTLEV	Controls the level of output produced by Knitro. [ Knitro, Logging]
KNITRO_PARAM_PRESOLVE, XKTR_PARAM_PRESOLVE	Determines whether or not to use the Knitro presolver to try to simplify the model by removing variables or constraints. [ Knitro, Presolve]
KNITRO_PARAM_PRESOLVE_TOL, XKTR_PARAM_PRESOLVE_TOL	Determines the tolerance used by the Knitro presolver to remove variables and constraints from the model. [ Knitro, Presolve, Tolerances]
KNITRO_PARAM_SCALE, XKTR_PARAM_SCALE	Performs a scaling of the objective and constraint functions based on their values at the initial point. [ Knitro, Numerics]
KNITRO_PARAM_SOC, XKTR_PARAM_SOC	Specifies whether or not to try second order corrections (SOC). [ Knitro]
KNITRO_PARAM_SOLTYPE, XKTR_PARAM_SOLTYPE	This option specifies the solution returned by Knitro. [ Knitro]
KNITRO_PARAM_XTOL, XKTR_PARAM_XTOL	The optimization process will terminate if the relative change in all components of the solution point estimate is less than KNITRO_PARAM_XTOL. [ Knitro, Tolerances]

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Xpress Knitro Control Parameters