Thanks Miles. To clarify:
Minimization problem with:
* 5000 linear constraints
* 3784 variables
Solver is Knitro
Then when i solve the model I get that knitro output telling me i have 1000 nonlinear constraints:
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Academic License
(NOT FOR COMMERCIAL USE)
Artelys Knitro 10.0.1
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Knitro presolve eliminated 0 variables and 0 constraints.
outlev: 1
Knitro changing algorithm from AUTO to 1.
Knitro changing bar_initpt from AUTO to 3.
Knitro changing bar_murule from AUTO to 4.
Knitro changing bar_penaltycons from AUTO to 1.
Knitro changing bar_penaltyrule from AUTO to 2.
Knitro changing bar_switchrule from AUTO to 2.
Knitro changing linsolver from AUTO to 5.
Problem Characteristics ( Presolved)
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Objective goal: Minimize
Number of variables: 3784 ( 3784)
bounded below: 0 ( 0)
bounded above: 0 ( 0)
bounded below and above: 0 ( 0)
fixed: 0 ( 0)
free: 3784 ( 3784)
Number of constraints: 5000 ( 5000)
linear equalities: 0 ( 0)
nonlinear equalities: 0 ( 0)
linear inequalities: 0 ( 0)
nonlinear inequalities: 5000 ( 5000)
range: 0 ( 0)
Number of nonzeros in Jacobian: 94750 ( 94750)
Number of nonzeros in Hessian: 7161220 ( 7161220)
EXIT: Locally optimal solution found.
Final Statistics
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Final objective value = -3.50504042566882e-01
Final feasibility error (abs / rel) = 9.60e-11 / 9.60e-11
Final optimality error (abs / rel) = 2.64e-10 / 2.64e-10
# of iterations = 19
# of CG iterations = 0
# of function evaluations = 21
# of gradient evaluations = 21
# of Hessian evaluations = 19
Total program time (secs) = 170.44518 ( 170.338 CPU time)
Time spent in evaluations (secs) = 106.45541
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