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= | ||
*[http://www.sbsi-sol-optimize.com/asp/sol_product_snopt.htm SNOPT homepage] | *[http://www.sbsi-sol-optimize.com/asp/sol_product_snopt.htm SNOPT homepage] | ||
| - | *[http:// | + | *[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. | + | *[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= | =References= | ||
*Walter Murray (1997) "Sequential Quadratic Programming Methods for Large-Scale Problems" ''Computational Optimization and Applications'', '''7'''(1), pp. 127-142. | *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 | + | *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]] | [[Category:optimization]] | ||
Current revision
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 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" PDF retrieved on March 18, 2007.
