Adding Artelys Knitro solver API in PuLP

[Albe21072000]

Describe the new feature

Hi there,

I would like to propose adding a new solver API for Knitro, developed by Artelys. I believe it could be a valuable addition, considering it’s one of the most advanced nonlinear optimizersavailable.

I’ve already created a local version of the API, following the same structure and conventions as the existing solver interfaces in PuLP, which appears to be functioning quite well.
However, before preparing a pull request, I wanted to confirm whether there’s interest in integrating this solver into PuLP.

Additional info

Please answer these questions before submitting your feature request.

Is your feature request related to an issue? Please include the issue number.

No

Does this feature exist in another product or project? Please provide a link.

https://www.artelys.com/solvers/knitro/

License

Knitro is a commercial solver, but a one-month free trial license is available at Artelys Knitro trial program.
This can be used to test and validate the new API.

[pchtsp]

Yes, I'm interested.
PuLP has been historically an LP/ MIP modeler so I'm afraid that somethings that are need for knitro will clash with the way that PuLP works. But I'm happy to review and test your proposed API.

The trial license for the solver is not unfortunately very useful. We would like to have a license we can use in the github CI: https://github.com/coin-or/pulp/actions
https://github.com/coin-or/pulp/blob/master/.github/workflows/pythonpackage.yml

What other commercial solvers usually offer is a reduced license valid for only small problems, that we can run in our unit tests.

[pchtsp]

@ryanjoneil feel free to jump in with suggestions on how we could make this happen

[ryanjoneil]

@ryanjoneil feel free to jump in with suggestions on how we could make this happen

Missed the notification. I'll take a look. @pchtsp feel free to assign to me (it doesn't look like I can self-assign).