Add KNITRO persistent solver

[eminyouskn]

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
• 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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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.

[mrmundt]

Is there a reason that you are taking this out of base? It seems like it makes more sense here.

[eminyouskn]

I moved it because the config of the persistent interface needs to inherit from the PersistentSolverConfig and the direct interface needs to not inherit from that class. So I moved the typehint to each implementation.

[jsiirola]

Overall, this looks good. My biggest question is why do so many solver tests need to be skipped for the persistent interface? Some of them look like they are testing pretty fundamental functionality,

[eminyouskn]

@jsiirola Totally agree with you. I’ll rework this PR and remove those skips.