LP Penalty Formulation

Type : Selection

Range : The settings listed below

Default : All

This option indicates whether to use a penalty formulation for linear programming subproblems in the Knitro Active Set or SQP algorithms. Possible values are:

• All

• Nonlinear

• Dynamic

With setting ‘All’ all constraints are penalized. With setting ‘Nonlinear’ only the nonlinear constraints are penalized. With setting ‘Dynamic’ Knitro dynamically chooses which constraints to penalize.

This option has no effect on the Interior/Direct and Interior/CG algorithms.