SNOPT
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=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. | ||
=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]] |
Revision as of 14:56, 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 NLP 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, 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.