SNOPT

From DDL Wiki

Jump to: navigation, search

SNOPT (Sparse NOlinear OPTimizer) is a nonlinear programming (NLP) solver implementing the sequential quadratic programming (SQP) algorithm for solving large-scale constrained optimization problems with smooth nonlinear objective function and constraints. It uses quasi-Newton approximations to the Hessian of the augmented Lagrangian function to finding search direction toward optimal solution.

External links

References

  • Walter Murray (1997) "Sequential Quadratic Programming Methods for Large-Scale Problems" Computational Optimization and Applications, 7(1), pp. 127-142.
  • Philip Gill, Walter Murray, Michael Saunders, Arne Drud, Erwin Kalvelagen (2002) "GAMS/SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization" PDF retrieved on March 18, 2007.
Personal tools