Linear Solver

Type : Selection

Range : The settings listed below

Default : Automatic

This option indicates which linear solver Knitro should use to solve linear systems arising in Knitro algorithms. Possible values are:

• Automatic

• Hybrid

• QR

• MA27

• MA57

• MKL PARDISO

For setting ‘Hybrid’ the solver is chosen depending on the particular linear system which needs to be solved. Setting ‘QR’ uses a dense QR method. This approach uses LAPACK QR routines. Since it uses a dense method, it is only efficient for small problems. It may often be the most efficient method for small problems with dense Jacobians or Hessian matrices. Settings ‘MA27’ and ‘MA57’ use to corresponding HSL sparse symmetric indefinite solver. Setting ‘MKL PARDISO’ activates the Intel MKL PARDISO sparse symmetric indefinite solver.

The Intel MKL PARDISO solver can run in parallel by using the option Number of Linear System Threads . It can run out-of-core by using the option Linear Solver Out of Core .

Learn more about

• Linear Solver Node Amalgamation

• Linear Solver Ordering

• Linear Solver Out of Core

• Linear Solver Scaling

• Number of Linear System Threads