SNOPT
From DDL Wiki
(Difference between revisions)
| Line 1: | Line 1: | ||
| - | SNOPT is a nonlinear programming (NLP) solver implementing SQP algorithm | + | 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= | ||
| + | *[http://www.sbsi-sol-optimize.com/asp/sol_product_snopt.htm SNOPT homepage] | ||
| + | *[http://plato.asu.edu/donlp2.html GAMS/SNOPT] SNOPT solver in GAMS interface. | ||
| + | *[http://cam.ucsd.edu/~peg/ SNOPT MATLAB interface] SNOPT student version in MATLAB MEX interface offered by Professor Philips Gill. | ||
| + | |||
| + | |||
| + | =References= | ||
| + | *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] | ||
| + | |||
| + | [[Category:optimization]] | ||
Revision as of 13:56, 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.
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
- Philip Gill, Walter Murray, Michael Saunders, Arne Drud, Erwin Kalvelagen (2002), GAMS/SNOPT: An SQP Algorithm For Large-Scale Constrained Optimization. PDF
