SNOPT
From DDL Wiki
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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. |
=External links= | =External links= | ||
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*[http://plato.asu.edu/donlp2.html GAMS/SNOPT] SNOPT solver in GAMS interface. | *[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. | *[http://cam.ucsd.edu/~peg/ SNOPT MATLAB interface] SNOPT student version in MATLAB MEX interface offered by Professor Philips Gill. | ||
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=References= | =References= | ||
| + | *Walter Murray, (1997) Sequential Quadratic Programming Methods for Large-Scale Problems, Computational Optimization and Applications, Vol.7, No. 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] | *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]] | [[Category:optimization]] | ||
Revision as of 14:06, 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
- Walter Murray, (1997) Sequential Quadratic Programming Methods for Large-Scale Problems, Computational Optimization and Applications, Vol.7, No. 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
