The optimization solvers in PTC Mathcad Prime have been replaced by the advanced KNITRO 7.0 optimization software library. The KNITRO library offers improved performance and robustness over the old solver by providing two algorithms: Interior-Point (Barrier method) and the Active-Set method.
The following changes apply:
• Functions
find and
minerr for unconstrained optimization or systems of coupled equations (linear or non-linear) continue to use the existing LM (Levenberg–Marquardt) algorithm by default. If LM fails, the problem is recast as an optimization problem and PTC Mathcad resolves it using the KNITRO engine.
• Functions
minimize and
maximize for constrained optimization now rely on the KNITRO solver. The solver is set up to attempt multiple algorithms automatically and fails only if the problem has no reasonable solution.
• In some rare problems exhibiting saddle point behavior, two solvers starting from identical initial conditions, due to various numerical reasons, may end up with two different valid results. If a solve block produces a different result than in previous versions of PTC Mathcad, examine the result that has a better minima or maxima.
• Tolerance is set internally, so you should not use TOL with the KNITRO solvers.
• CTOL continues to control constraint satisfaction tolerance for functions find and minerr. If a solve block fails, you can attempt different initial conditions if the solution seems feasible.