1001. Unable to allocate enough memory for analytic 2nd derivatives. Choose a different Second Derivatives Option. (Knitro Engine)

This message appears if you’ve chosen “Analytic 2nd Derivatives” for the Second Derivatives option (see “Knitro Solver Options” in the chapter “Solver Options”) but the Solver is unable to allocate enough memory to compute or store analytic 2nd derivative information (which can take a considerable amount of space).  As a first step in Analytic Solver Comprehensive and Analytic Solver Optimization, in the Task Pane Platform tab, ensure that the Advanced group Use Internal Sparse Representation option is set to True.  If this message persists, try using “Analytic 1st Derivatives” or “Finite Differences” for the Second Derivatives option.  In Solver SDK Platform, you do this by setting the EngineParam "SecondDerivatives" parameter.