[DOC] Add KNITRO

README.md

@@ -64,6 +64,7 @@ It currently supports the following optimizers:
 - [HiGHS](https://github.com/ERGO-Code/HiGHS) ( Open source )
 - [Mosek](https://www.mosek.com/) ( Commercial )
 - [Ipopt](https://github.com/coin-or/Ipopt) ( Open source )
+- [KNITRO](https://www.artelys.com/solvers/knitro/) ( Commercial )
 
 ## Short Example
 ```python
@@ -113,7 +114,7 @@ It uses [nanobind](https://github.com/wjakob/nanobind), [fmtlib](https://github.
 
 The design of PyOptInterface is inspired by [JuMP.jl](https://jump.dev).
 
-Some solver-related code in `src` folder is adapted from the corresponding solver interface package in `JuMP.jl` 
+Some solver-related code in `src` folder is adapted from the corresponding solver interface package in `JuMP.jl`
 ecosystem, which is licensed under MIT License.
 
 The header files in `thirdparty/solvers` directory are from the corresponding distribution of optimizers and are licensed under their own licenses.

docs/source/index.md

@@ -28,6 +28,7 @@ copt.md
 mosek.md
 highs.md
 ipopt.md
+knitro.md
 changelog.md
 ```
 

docs/source/knitro.md

@@ -10,6 +10,23 @@ model = knitro.Model()
 
 You need to follow the instructions in [Getting Started](getting_started.md#knitro) to set up the optimizer correctly.
 
+If you want to manage the license of KNITRO manually, you can create a `knitro.Env` object and pass it to the constructor of the `knitro.Model` object, otherwise a check of the license will be performed when initializing the `knitro.Model` object.
+
+```python
+env = knitro.Env()
+model = knitro.Model(env)
+```
+
+For users who want to release the license immediately after the optimization, you can call the `close` method of all models created and the `knitro.Env` object.
+
+```python
+env = knitro.Env()
+model = knitro.Model(env)
+# do something with the model
+model.close()
+env.close()
+```
+
 ## The capability of `knitro.Model`
 
 ### Supported constraints
@@ -116,3 +133,7 @@ name = model.get_constraint_name(constraint)
 primal = model.get_constraint_primal(constraint)
 dual = model.get_constraint_dual(constraint)
 ```
+
+## Support for KNITRO callbacks
+
+Unfortunately, KNITRO's callback interface is not supported in PyOptInterface at the moment.

docs/source/nonlinear.md

@@ -11,7 +11,7 @@ Compared with the linear and quadratic expressions and objectives we have discus
 
 :::{note}
 
-Before trying out the code snippets, please ensure that you have completed the installation of PyOptInterface with correct dependencies via `pip install pyoptinterface[nlp]` and solvers that support nonlinear programming (IPOPT, COPT, Xpress, Gurobi) as described in the [Getting Started](getting_started.md) section.
+Before trying out the code snippets, please ensure that you have completed the installation of PyOptInterface with correct dependencies via `pip install pyoptinterface[nlp]` and solvers that support nonlinear programming (IPOPT, COPT, Xpress, Gurobi, KNITRO) as described in the [Getting Started](getting_started.md) section.
 :::
 
 ## Construct nonlinear expressions

src/pyoptinterface/_src/knitro.py

@@ -221,7 +221,7 @@ def _result_status_knitro(model: "Model"):
         return ResultStatusCode.INFEASIBLE_POINT
     return ResultStatusCode.NO_SOLUTION
 
-
+# Model Attribute
 model_attribute_get_func_map = {
     ModelAttribute.ObjectiveValue: lambda model: model.get_obj_value(),
     ModelAttribute.ObjectiveSense: lambda model: model.get_obj_sense(),