SNOPT
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- | '''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. | + | '''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= | =External links= |
Revision as of 15:02, 18 March 2007
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
- SNOPT homepage
- GAMS/SNOPT SNOPT NLP solver in GAMS interface.
- SNOPT MATLAB interface SNOPT student version in MATLAB MEX interface offered by Professor Philips Gill.
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.