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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. It uses quasi-Newton approximations to the Hessian of the augmented Lagrangian function to finding search direction toward optimal solution.

=External links=
*[http://www.sbsi-sol-optimize.com/asp/sol_product_snopt.htm SNOPT homepage]
*[http://www.gams.com/solvers/solvers.htm#SNOPT GAMS/SNOPT] SNOPT NLP solver in GAMS interface.
*[http://cam.ucsd.edu/~peg/ SNOPT MATLAB interface] SNOPT student version in MATLAB MEX interface offered by Professor Philips Gill in University of California, San Diego.

=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" [http://www.gams.com/~erwin/snopt.pdf PDF] retrieved on March 18, 2007.

[[Category:optimization]]