Average Ratings 0 Ratings
Average Ratings 0 Ratings
Description
Artelys Knitro stands out as a premier solver for extensive nonlinear optimization challenges, providing a comprehensive array of sophisticated algorithms and functionalities to tackle intricate issues across multiple sectors. It boasts four cutting-edge algorithms: two based on interior-point/barrier techniques and two utilizing active-set/sequential quadratic programming methods, which facilitate both efficient and reliable resolutions for diverse optimization scenarios. Furthermore, Knitro features three dedicated algorithms for mixed-integer nonlinear programming, leveraging heuristics, cutting planes, and branching rules to adeptly manage discrete variables. Among its notable capabilities, Knitro includes parallel multi-start functionalities for global optimization, automatic and parallel adjustments of option settings, and intelligent initialization approaches aimed at swiftly identifying infeasibility. The solver is compatible with various programming environments, offering object-oriented APIs for languages such as C++, C#, Java, and Python, thus ensuring versatility for developers. Additionally, its robust support for parallel computing enhances performance and scalability for large-scale applications.
Description
The Large-Scale Optimizer™ is a collaborative creation by Michael Best, who is a Professor Emeritus in the Department of Combinatorics and Optimization at the University of Waterloo, and Jivendra Kale, the President of Financiometrics Inc. This remarkable quadratic optimizer is designed for the swift construction of long-only, long-short, and market-neutral portfolios that can encompass thousands of assets, allowing for effective risk management in relation to a standard or benchmark portfolio. Additionally, it serves as a tool for asset allocation that employs Markowitz mean-variance analysis principles. This version of the Large-Scale Optimizer™ is an unrestricted edition that can be acquired either as an application or as a subroutine library that can be integrated into your software. Utilizing an advanced active set method, which has been further refined through the implementation of penalty function techniques, the Large-Scale Optimizer™ achieves significant speed enhancements to ensure the attainment of a true global optimal solution for extensive, real-world portfolio optimization challenges, even when variable transaction costs are present. This unique capability makes it an essential tool for financial analysts and portfolio managers seeking to optimize their investment strategies efficiently.
API Access
Has API
Yes
API Access
Has API
No
Integrations
AIMMS
Yes
AMPL
Yes
C#
Yes
C++
Yes
GAMS
Yes
Java
Yes
Julia
Yes
MATLAB
Yes
Microsoft Excel
Yes
Python
Yes
Integrations
AIMMS
No
AMPL
No
C#
No
C++
No
GAMS
No
Java
No
Julia
No
MATLAB
No
Microsoft Excel
No
Python
No
Pricing Details
No price information available.
Free Trial
No
Free Version
No
Pricing Details
No price information available.
Free Trial
No
Free Version
No
Deployment
Web-Based
No
On-Premises
No
iPhone App
No
iPad App
No
Android App
No
Windows
Yes
Mac
Yes
Linux
Yes
Chromebook
No
Deployment
Web-Based
No
On-Premises
No
iPhone App
No
iPad App
No
Android App
No
Windows
Yes
Mac
No
Linux
No
Chromebook
No
Customer Support
Business Hours
Yes
Live Rep (24/7)
No
Online Support
Yes
Customer Support
Business Hours
Yes
Live Rep (24/7)
No
Online Support
Yes
Types of Training
Training Docs
Yes
Webinars
No
Live Training (Online)
Yes
In Person
Yes
Types of Training
Training Docs
No
Webinars
No
Live Training (Online)
No
In Person
No
Vendor Details
Company Name
Artelys
Founded
2000
Country
France
Website
www.artelys.com/solvers/knitro/
Vendor Details
Company Name
Financiometrics
Website
www.financiometrics.com
Product Features
Product Features
Financial Risk Management
Compliance Management
No
Credit Risk Management
No
For Hedge Funds
Yes
Liquidity Analysis
No
Loan Portfolio Management
No
Market Risk Management
No
Operational Risk Management
No
Portfolio Management
Yes
Portfolio Modeling
No
Risk Analytics Benchmarks
No
Stress Tests
No
Value At Risk Calculation
No