SNOPT
From DDL Wiki
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.
External links
- SNOPT homepage
- GAMS/SNOPT SNOPT 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 Mar. 18, 2007.