[DOC] Add KNITRO

[eminyouskn]

No description provided.

[metab0t]

Maybe more documentation should be added, like instructing the users to setup the solver and some solver-specific parameters?

A good example is the contribution of Xpress support: #62

[eminyouskn]

I will work on that. Thanks @metab0t.

[eminyouskn]

I checked and add KNITRO where I think is missing. Please let me know why if anything is missing.

[metab0t]

Some suggested additions:

Callback (I am not sure how KNITRO callbacks work):
https://github.com/metab0t/PyOptInterface/pull/62/changes#diff-c1197ba52e5b09376138ed8bcafa99afdee21a5ae007bc19c7d0e31ca6b5cd88

Setup of KNITRO optimizer:
https://github.com/metab0t/PyOptInterface/pull/62/changes#diff-5b33c125262c6fe31731295d534d95585911770c494569f19fa9b090c58419ae

License context and solver-specific parameter or attribute:
https://github.com/metab0t/PyOptInterface/pull/62/changes#diff-f1a26b9aa5d360f3bd76d6cb059b535f5c82eb4174fb4f53b7a54e1bfac2f006

[eminyouskn]

Thank you for pointing this out.
Regarding solver-specific attributes and parameters, I included everything I believe is relevant in the initial PR. Unfortunately, KNITRO callbacks are quite complex to handle properly, so I decided to leave them out of this first version of the implementation. I do plan to add support for them in the future; for that reason, I have not mentioned them in the documentation yet.
As for the license context manager, I am currently working on it and will add support soon. Once it is implemented, I will update the documentation accordingly.

[eminyouskn]

@metab0t I just updated the doc of KNITRO to include the Env (license manager) documentation. I also mentionned that currently the callbacks are not supported. Please let me know if anything else is needed.

[metab0t]

Thanks! LGTM

[eminyouskn]

The Linux build's failing. What do you think's causing it?

[metab0t]

Nothing to worry. It occasionally segfaults after testing due to unknown reasons on Linux.