add options for Knitro 12.2 (#160)

src/kn_defines.jl

@@ -569,3 +569,23 @@ if KNITRO_VERSION >= v"12.1"
     const KN_PRESOLVEOP_TIGHTEN_NONE = Cint(0)
     const KN_PRESOLVEOP_TIGHTEN_VARBND = Cint(1)
 end
+if KNITRO_VERSION >= v"12.2"
+    const KN_LINESEARCH_WEAKWOLFE = Cint(3)
+    # Tune factorization of KKT system
+    const KN_PARAM_BAR_LINSYS = Cint(1126)
+    const KN_BAR_LINSYS_AUTO = Cint(-1)
+    const KN_BAR_LINSYS_FULL = Cint(0)
+    const KN_BAR_LINSYS_COMPACT1 = Cint(1)
+    const KN_BAR_LINSYS_COMPACT2 = Cint(2)
+    # Add new ways to handle init point during presolve
+    const KN_PARAM_PRESOLVE_INITPT = Cint(1127)
+    const KN_PRESOLVE_INITPT_AUTO = Cint(-1)
+    const KN_PRESOLVE_INITPT_NOSHIFT = Cint(0)
+    const KN_PRESOLVE_INITPT_LINSHIFT = Cint(1)
+    const KN_PRESOLVE_INITPT_ANYSHIFT = Cint(2)
+    # QP penalty in active set algorithm
+    const KN_PARAM_ACT_QPPENALTY = Cint(1128)
+    const KN_ACT_QPPENALTY_AUTO = Cint(-1)
+    const KN_ACT_QPPENALTY_NONE = Cint(0)
+    const KN_ACT_QPPENALTY_ALL = Cint(1)
+end

src/kn_params.jl

@@ -128,6 +128,9 @@ const KN_paramName2Indx = Dict(
     "KN_PARAM_CONVEX" => Int32(1114),
     "KN_PARAM_OUT_HINTS" => Int32(1115),
     "KN_PARAM_EVAL_FCGA" => Int32(1116),
+    "KN_PARAM_BAR_LINSYS" => Int32(1126),
+    "KN_PARAM_PRESOLVE_INITPT" => Int32(1127),
+    "KN_PARAM_ACT_QPPENALTY" => Int32(1128),
     "KN_PARAM_MIP_METHOD" => Int32(2001),
     "KN_PARAM_MIP_BRANCHRULE" => Int32(2002),
     "KN_PARAM_MIP_SELECTRULE" => Int32(2003),
@@ -335,6 +338,9 @@ const KNITRO_OPTIONS = String[
     "presolveop_tighten",        # KN_PARAM_PRESOLVEOP_TIGHTEN
     "pre_redundancylevel",       # KTR_CNT_REDUNDANCY_DETECTION
     "pre_improvecoefficients",   # KTR_IMPROVE_COEFFICIENTS
+    "bar_linsys",                # KN_PARAM_BAR_LINSYS
+    "presolve_initpt",           # KN_PARAM_PRESOLVE_INITPT
+    "act_qppenalty",             # KN_PARAM_ACT_QPPENALTY
     "option_file",
     "tuner_file",
 ]