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A Julia interface to the Artelys Knitro solver

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ansion @ ~/.julia/juliaup/julia-1.10.2+0.x64.linux.gnu/share/julia/stdlib/v1.10/Test/src/Test.jl:1577 [inlined] [9] top-level scope @ ~/.julia/packages/KNITRO/FWSi0/test/runtests.jl:12 [10] include(fname::String) @ Base.MainInclude ./client.jl:489 [11] top-level scope @ none:6 [12] eval @ ./boot.jl:385 [inlined] [13] exec_options(opts::Base.JLOptions) @ Base ./client.jl:291 [14]...

Trying https://github.com/JuliaSmoothOptimizers/NLPModelsKnitro.jl/pull/123#issuecomment-1969374088

I'm solving multi-period ACOPF problems with Knitro and Ipopt, and `optimize!` with Knitro seems to have a large overhead compared to what the solver reports. This can be observed with...

@odow I am wondering if we should not try to do a `KNITRO_jll.jl` like you did with `Xpress_jll.jl` and `GUROBI_jll.jl`. What do you think?

When using KNITRO.Optimizer with JuMP, KNITRO licenses tend to remain checked out. Is there an elegant way with JuMP to make sure KN_free() gets called after the optimization is complete?