Knitro is a nonlinear solver. See http://www.ziena.com/. Ziena does not provide source code for Knitro. You must download platform dependent binaries. In order to use Knitro with the OS project, perform the following steps.
NlpProblemDef::~NlpProblemDef (void)
{
    //---- DO NOTHING.
    return;
}
./configure --with-knitro-lib="-L/home/kmartin/files/code/knitro/linux/lib -lknitro " --with-knitro-incdir=/home/kmartin/files/code/knitro/linux/include