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New KNITRO direct solver interface #3707

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New KNITRO direct solver interface #3707

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Fixes NA

Summary/Motivation:

This PR introduced a new KNITRO direct solver interface.

Changes proposed in this PR:

Legal Acknowledgement

By contributing to this software project, I have read the contribution guide and agree to the following terms and conditions for my contribution:

  1. I agree my contributions are submitted under the BSD license.
  2. 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.

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