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, 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