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Add KNITRO persistent solver
Fixes NA
Summary/Motivation
This PR adds a persistent solver implementation for KNITRO.
Changes proposed in this PR
- New persistent solver implementation for KNITRO that supports incremental addition of variables and constraints
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Limitations of this implementation:
- Does not support removal or modification of variables, constraints, or parameters (KNITRO itself does not support removal operations)
- Does not automatically detect which components have been added or removed
Legal Acknowledgement
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- I agree my contributions are submitted under the BSD license.
- I represent I am authorized to make the contributions and grant the license. If my employer has rights to intellectual property that includes these contributions, I represent that I have received permission to make contributions and grant the required license on behalf of that employer.