Just another happy testimonial for anybody skimming this thread: I used to pay for KNITRO because a lot of the GP problems I need to fit are very challenging for Ipopt (I would guess because they have a lot of negative curvature that TR methods are better for, but I am not a knowledgeable optimizer and could be mistaken). That algorithm 4 in KNITRO really was a workhorse for me, but uno with the filtersqp preset has worked so well for me that I have very happily given up my KNITRO license.