KNITRO solver interface

[eminyouskn]

I would like to begin implementing an interface for the Artelys KNITRO solver. According to the developer guidelines, such contributions should start with a discussion, so I’m opening this thread to initiate that conversation.

[metab0t]

I am glad to accept external contributions.

You can read existing interface code like Gurobi or COPT, then implement LP, QP, MIP firstly.

NLP support is more difficult and you can refer to the ipopt part to understand how POI provides the callbacks.

[eminyouskn]

Great, thank you! I’ll keep you updated on my progress and will add to this discussion if I run into any issues or have further questions.

[eminyouskn]

Quick question, since KNITRO supports quadratic objectives, is there a QuadraticObjectiveMixin<T> (similar to LinearObjectiveMixin<T>) that I should inherit from, or is that not necessary?

[metab0t]

It is not necessary. Implementing set_objective(const ScalarQuadraticFunction &function, ObjectiveSense sense) and set_objective(const ExprBuilder &function, ObjectiveSense sense) is enough.

[eminyouskn]

Thanks! That’s exactly what I understood.