KNITRO
KNITRO is a commercial software package for solving large scale mathematical optimization problems. KNITRO is specialized for nonlinear optimization, but also solves linear programming problems, quadratic programming problems, and systems of nonlinear equations. The unknowns in these problems must be continuous variables in continuous functions; however, functions can be convex or nonconvex. KNITRO computes a numerical solution to the problem -- it does not find a symbolic mathematical solution.
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