[Depends on #3762] Fix KNITRO tee

[eminyouskn]

Fixes

KnitroDirectSolver is not affected by tee=True or tee=False in the solve method.

Summary/Motivation:

Changes proposed in this PR:

• Capture the output of the KNITRO.

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[eminyouskn]

@mrmundt I use redirect_stdout to redirect the output. Is it correct or there is a specific way in pyomo to do what redirect_stdout does?

[eminyouskn]

This PR is also ready. I made dependant on #3762 to avoid merge conflicts.