KNITRO

KNITRO is a solver for finding local solutions of MINLPs and continuous, smooth nonlinear optimization problems, with or without constraints from Ziena Optimization, Inc.  KNITRO implements both interior (or barrier) and active-set type algorithms, and uses trust regions to promote convergence.  KNITRO was designed for large problems with dimensions running into the hundreds of thousands.  It converges quickly to minimize the number of objective function evaluations, and utilizes second derivative (Hessian) information to improve performance and robustness.

In terms of its MINLP capability: binary and integer variables are supported. Two algorithms are available, a non-linear branch and bound method and an implementation of the hybrid Quesada-Grossman method for convex MINLP. The Knitro MINLP code is designed for convex mixed integer programming and is a heuristic for nonconvex problems.

The manual is on knitro.pdf.