KNITRO Options#

ampl: option solver knitro; # change the solver
ampl: option knitro_options 'option1=value1 option2=value2'; # specify options
ampl: solve; # solve the problem

Solver options obtained with $ knitro -=.

act_lpalg                         LP algorithm used in Active or SQP subproblems:
                                  0 (default) = automatic choice
                                  1 = primal
                                  2 = dual
                                  3 = barrier
act_lpdumpmps                     Dump LPs to MPS files in Active or SQP algorithm
act_lpfeastol                     Feasibility tolerance for LP subproblems
act_lppenalty                     Controls constraint penalization in LP subproblems
act_lppresolve                    Controls LP presolve in Active or SQP subproblems
act_parametric                    Use parametric LP in Active or SQP algorithm
act_qpalg                         QP subproblem alg used by Active or SQP algorithm
act_qppenalty                     Controls constraint penalization in QP subproblems
alg                               Algorithm (0=auto, 1=direct, 2=cg, 3=active,
                                  4=sqp, 5=multi)
algorithm                         Synonym for alg
bar_conic_enable                  Special handling of conic constraints
bar_directinterval                Frequency for trying to force direct steps
bar_feasible                      Emphasize feasibility
bar_feasmodetol                   Tolerance for entering stay feasible mode
bar_globalize                     Barrier globalization strategy
bar_initmu                        Initial value for barrier parameter (non-positive=auto)
bar_initpi_mpec                   Initial value for barrier MPEC penalty parameter
bar_initpt                        Barrier initial point strategy
bar_initshifttol                  Tolerance for shifting initial point
bar_linsys                        Barrier linear system form
bar_linsys_storage                Barrier linear system storage
bar_maxcorrectors                 Maximum number of corrector steps
bar_maxcrossit                    Maximum number of crossover iterations
bar_maxmu                         Maximum value for barrier parameter
bar_maxrefactor                   Maximum number of KKT refactorizations allowed
bar_mpec_heuristic                Whether to enable barrier MPEC heuristic
bar_murule                        Rule for updating the barrier parameter
bar_penaltycons                   Apply penalty method to constraints
bar_penaltyrule                   Rule for updating the penalty parameter
bar_refinement                    Whether to refine barrier solution
bar_relaxcons                     Whether to relax constraints
bar_slackboundpush                Amount by which slacks are pushed inside bounds
bar_switchobj                     Objective for barrier switching alg
bar_switchrule                    Rule for barrier switching alg
bar_watchdog                      Enable watchdog heuristic for barrier algs?
bfgs_scaling                      Initial scaling for BFGS/L-BFGS Hessian
blas_numthreads                   Number of parallel threads for BLAS
blasoption                        Which BLAS/LAPACK library to use
blasoptionlib                     Name of dynamic BLAS/LAPACK library
bndrange                          Constraint/variable bound range
cg_maxit                          Maximum number of conjugate gradient iterations
cg_pmem                           Memory for incomplete Choleski
cg_precond                        Preconditioning method
cg_stoptol                        Stopping tolerance for CG subproblems
conic_numthreads                  Number of parallel threads for conic operations
convex                            Declare the problem as convex
cplexlibname                      Name of dynamic CPLEX library
cpuplatform                       Target CPU platform/architecture
debug                             Debugging level (0=none, 1=problem, 2=execution)
debugoptionsname                  Name for debug option file
delta                             Initial trust region radius
derivcheck                        Whether to use derivative checker
derivcheck_terminate              Derivative checker type (1=error, 2=always)
derivcheck_tol                    Relative tolerance for derivative checker
derivcheck_type                   Derivative checker type (1=forward, 2=central)
feasible                          Enable feasible version
feasmodetol                       Tolerance for entering feasible mode
feastol                           Feasibility stopping tolerance
feastol_abs                       Absolute feasibility tolerance
feastolabs                        Absolute feasibility tolerance
findiff_estnoise                  Noise estimate for finite-difference gradients
findiff_numthreads                Number of threads for finite-difference gradients
findiff_relstepsize               Relative stepsize for finite-difference gradients
findiff_terminate                 Termination for finite-difference gradients
fstopval                          Stop based on obj. function value
ftol                              Stop based on small change in obj. function
ftol_iters                        Stop based on small change in obj. function
gradopt                           Gradient computation method
hessopt                           Hessian computation method
honorbnds                         Enforce satisfaction of the bounds
infeastol                         Infeasibility stopping tolerance
infeastol_iters                   Stop based on small change in feas. error
initpenalty                       Initial merit function penalty value
leastsquares                      Solve as a least-squares model
linesearch                        Which linesearch method to use
linesearch_maxtrials              Maximum number of linesearch trial points
linsolver                         Which linear solver to use
linsolver_inexact                 Use inexact solver (experimental option)
linsolver_inexacttol              Inexact solver tolerance (experimental option)
linsolver_maxitref                Max iterative refinement steps
linsolver_nodeamalg               Controls node amalgamation for linear solvers
linsolver_numthreads              Number of parallel threads for linear solver
linsolver_ooc                     Use out-of-core option?
linsolver_ordering                Ordering method for linear solvers
linsolver_pivottol                Initial pivot tolerance for linear solvers
linsolver_scaling                 Scaling method for linear solvers
lmsize                            Number of limited-memory pairs stored for LBFGS
lpsolver                          Solver used with 'act_lpalg'.  Should be 'internal',
                                  'cplex', or 'xpress'.  Default = 'internal'; cplex or
                                  xpress must be suitably licensed.  For lpsolver=...
                                  to be useful, alg=2, 3, or 4 may also be needed.
                                  Implicitly sets omitted keywords act_lpsolve and,
                                  if appropriate, cplex_libname ot xpress_libname.
ma_maxtime_cpu                    Maximum CPU time when 'alg=multi', in seconds
ma_maxtime_real                   Maximum real time when 'alg=multi', in seconds
ma_outsub                         Enable subproblem output when 'alg=multi'
ma_terminate                      Termination condition when option 'alg=multi'
maxcgit                           deprecated, use 'cg_maxit'
maxcrossit                        deprecated, use 'bar_maxcrossit'
maxfevals                         Maximum number of function evaluations
maxit                             Maximum number of iterations
maxtime_cpu                       Maximum CPU time in seconds, per start point
maxtime_real                      Maximum real time in seconds, per start point
mip_branchrule                    MIP branching rule
mip_clique                        Add clique cuts
mip_cut_flowcover                 Add flow cover cuts
mip_cut_probing                   Add probing cuts
mip_cut_strategy                  Global MIP cut strategy
mip_cutfactor                     Limit on the number of cuts allowed in node subproblem (maximum number of cuts is mip_cutfactor times number of constraints in model)
mip_cutoff                        MIP objective cutoff value
mip_cutting_plane                 When to perform cutting plane procedure
mip_debug                         MIP debugging level (0=none, 1=all)
mip_gomory                        Add gomory cuts (0=none, 1=root)
mip_gub_branch                    Branch on GUBs (0=no, 1=yes)
mip_heuristic                     MIP heuristic search (deprecated, use mip_heuristic_strategy)
mip_heuristic_diving              MIP diving heuristic
mip_heuristic_feaspump            MIP feasibility pump heuristic
mip_heuristic_lns                 MIP LNS heuristic
mip_heuristic_localsearch         MIP local search heuristic
mip_heuristic_maxit               MIP heuristic iteration limit
mip_heuristic_misqp               MIP MISQP heuristic
mip_heuristic_mpec                MIP MPEC heuristic
mip_heuristic_strategy            MIP heuristic strategy
mip_heuristic_terminate           MIP heuristic termination
mip_implications                  Add logical implications (0=no, 1=yes)
mip_integer_tol                   Threshold for deciding integrality
mip_integral_gap_abs              deprecated, use 'mip_opt_gap_abs'
mip_integral_gap_rel              deprecated, use 'mip_opt_gap_rel'
mip_intvar_strategy               Treatment of integer variables
mip_knapsack                      Add knapsack cuts
mip_liftproject                   Add lift and project cuts
mip_lpalg                         LP subproblem algorithm
mip_maxnodes                      Maximum nodes explored
mip_maxsepcons                    Maximum constraints to consider for the cut separation
mip_maxsolves                     Maximum subproblem solves
mip_maxtime_cpu                   Maximum CPU time in seconds for MIP
mip_maxtime_real                  Maximum real in seconds time for MIP
mip_method                        MIP method (0=auto, 1=BB, 2=HQG, 3=MISQP)
mip_mir                           Add mixed integer rounding cuts
mip_multistart                    Enable MIP multistart
mip_nodealg                       Standard node relaxation algorithm
mip_numthreads                    Number of threads for MIP
mip_opt_gap_abs                   Absolute optimality gap stop tolerance
mip_opt_gap_rel                   Relative optimality gap stop tolerance
mip_outinterval                   MIP output interval
mip_outlevel                      MIP output level
mip_outsub                        Enable MIP subproblem output
mip_pseudoinit                    Pseudo-cost initialization
mip_relaxable                     Are integer variables relaxable?
mip_restart                       Enable MIP restart
mip_rootalg                       Root node relaxation algorithm
mip_rounding                      MIP rounding rule
mip_selectdir                     MIP node selection direction
mip_selectrule                    MIP node selection rule
mip_skipfactor                    MIP number of nodes to skip for the next cut separation round
mip_strong_candlim                Strong branching candidate limit
mip_strong_level                  Strong branching tree level limit
mip_strong_maxit                  Strong branching iteration limit
mip_terminate                     Termination condition for MIP
mip_zerohalf                      Add zero half cuts
ms_deterministic                  Use deterministic multistart
ms_enable                         Enable multistart
ms_initpt_cluster                 Clustering strategy for multistart
ms_maxbndrange                    Maximum unbounded variable range for multistart
ms_maxsolves                      Maximum Knitro solves for multistart
ms_maxtime_cpu                    Maximum CPU time for multistart, in seconds
ms_maxtime_real                   Maximum real time for multistart, in seconds
ms_num_to_save                    Feasible points to save from multistart
ms_numthreads                     Number of parallel threads for multi-start
ms_outsub                         Enable subproblem output for parallel multistart
ms_savetol                        Tol for feasible points being equal
ms_seed                           Seed for multistart random generator
ms_startptrange                   Maximum variable range for multistart
ms_terminate                      Termination condition for multistart
multistart                        Enable multistart
ncvx_qcqp_init                    Initialization strategy for nonconvex QCQPs
newpoint                          Use newpoint feature
numthreads                        Number of parallel threads
objno                             objective number: 0 = none, 1 = first (default),
                                    2 = second (if _nobjs > 1), etc.
objrange                          Objective range
objrep                            Whether to replace
                                  minimize obj: v;
                                  with
                                  minimize obj: f(x)
                                  when variable v appears linearly
                                  in exactly one constraint of the form
                                  s.t. c: v >= f(x);
                                  or
                                  s.t. c: v == f(x);
                                  Possible objrep values:
                                  0 = no
                                  1 = yes for v >= f(x) (default)
                                  2 = yes for v == f(x)
                                  3 = yes in both cases
optionsfile                       Name/location of Knitro options file if provided
opttol                            Optimality stopping tolerance
opttol_abs                        Absolute optimality tolerance
opttolabs                         Absolute optimality tolerance
out_csvinfo                       Create csv info file
out_csvname                       Name for csv info file
out_hints                         Print hints for parameter settings
out_jsoninfo                      Create json info file
out_jsonname                      Name for json info file
outappend                         Append to output files (0=no, 1=yes)
outdir                            Directory for output files
outlev                            Control printing level
outmode                           Where to direct output (0=screen, 1=file, 2=both)
outname                           Name for output file
par_blasnumthreads                Number of parallel threads for BLAS
par_conicnumthreads               Number of parallel threads for conic operations
par_lsnumthreads                  Number of parallel threads for linear solver
par_msnumthreads                  Number of parallel threads for multi-start
par_numthreads                    Number of parallel threads
pivot                             deprecated, use 'linsolver_pivottol'
presolve                          Enable Knitro presolver
presolve_dbg                      Knitro presolver debugging level
presolve_initpt                   Knitro presolver initial point handling
presolve_level                    Knitro presolver level
presolve_passes                   Knitro presolver pass limit
presolve_tol                      Knitro presolver tolerance
presolveop_redundant              Constraint redundancy detection level
presolveop_substitution           Substitution application level
presolveop_substitution_tol       Substitution application tolerance
presolveop_substitution_zero_tol  Substitution tolerance for zero rounding
presolveop_tighten                Knitro presolve tightening operations
presolveop_varbnd_abs_max_val     Variable bound tightening tolerance for maximal magnitude.
presolveop_varbnd_rel_min_change  Variable bound tightening tolerance for minimal improvement.
qpcheck                           whether to check for a QP: deprecated
relax                             whether to ignore integrality: 0 (default) = no, 1 = yes
restarts                          Maximum number of restarts allowed
restarts_maxit                    Maximum number of iterations before restarting
scale                             Scaling option
scale_vars                        Variable scaling strategy
soc                               Second order correction options
storequadcoefs                    Store quadratic coefficients when solving QCQPs
strat_warm_start                  Enable warm-start strategy?
threads                           Number of parallel threads
timing                            Whether to report problem I/O and solve times:
                                  0 (default) = no
                                  1 = yes, on stdout
                                  2 = yes, on stderr
                                  3 = yes, on both stdout and stderr
tuner                             Enables Knitro Tuner
tuner_maxtime_cpu                 Maximum CPU time when 'tuner=on', in seconds
tuner_maxtime_real                Maximum real time when 'tuner=on', in seconds
tuner_optionsfile                 Name/location of Tuner options file if provided
tuner_outsub                      Enable subproblem output when 'tuner=on'
tuner_terminate                   Termination condition when 'tuner=on'
version                           Report software version
wantsol                           Solution report without -AMPL: sum of
                                  1 ==> write .sol file
                                  2 ==> 1 ==> write .sol file
                                  4 ==> print dual variable values
                                  8 ==> do not print solution message
xpresslibname                     Name of dynamic Xpress library
xtol                              Stepsize stopping tolerance
xtol_iters                        Stop based on small change in variables