SolveTime() for Multi-Start options

Specific Domains Optimization (Mathematical)
1

Hi all,

Is there a way to call solution time for each starting point of the solver?

For example, when an NLP solver (e.g. KNITRO) generates 100 different starting points, you get 100 local optimal values (or infeasibility). And I would like to get a solution time for each of them.

Thanks!

2

In general, no.

KNITRO might have this functionality, but I’m not sure. If you can find something in the user’s manual Overview — Artelys Knitro 13.1 User's Manual, you can look in the Julia source code for something similar https://github.com/JuliaOpt/KNITRO.jl.

cc @frapac

3

Thank you for the response! I will see whether KNITRO has its own option for this.