Knitro options

[richteropt]

Hi!

I am missing the possibility to set any Knitro option, e.g. blasoption or feastol_abs. A good and easy way would be via .opt files for Knitro. This feature would be very nice to have.

Thanks.

Best regards,
Stefan

[jgillis]

You should be able to pass the knitro.feastol_abs similar to https://github.com/casadi/casadi/wiki/FAQ%3A-how-to-pass-options-to-solvers

[jgillis]

Here are some knitro options passed in the test suite:

casadi/test/python/nlp.py

Line 69 in d927522

solvers.append(("knitro",{"knitro":{"feastol":1e-9,"opttol":1e-9,"ftol":1e-20}},set()))

[richteropt]

Hi Joris,
thanks for your quick answer. If I pass, e.g. the feastol_abs parameter via

options.knitro.feastol_abs = 1e-6;
solver = nlpsol('solver', 'knitro', nlp, options);

I get the following:

Error in Function::call for 'solver' [KnitroInterface] at .../casadi/core/function.cpp:1401:
Error in Function::call for 'solver' [KnitroInterface] at .../casadi/core/function.cpp:330:
.../casadi/interfaces/knitro/knitro_interface.cpp:241: Assertion "KN_get_param_id(m->kc, op.first.c_str(),
&param_id)==0" failed:
Unknown parameter 'feastol_abs'.

One good way would be to allow to pass in options via .opt files. Then this would also be independent of the used Knitro version.
BTW: Most of the Knitro parameters can be set without problems.

Many thanks.

Best regards,
Stefan

[jgillis]

Feel free to open an issue/pull request concerning option file reading. From CasADi point of view that's a nonstandard approach

[richteropt]

Sure. Thanks.

[jgillis]

Implemented in 3.6.1

[richteropt]

Great. Thanks!