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Snopt

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Title: Snopt  
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Subject: AMPL, AIMMS, APMonitor, List of optimization software, Quadratically constrained quadratic program
Collection: Mathematical Optimization Software, Numerical Software
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Snopt

SNOPT
Developer(s) Philip Gill
Michael Saunders
Walter Murray
Stable release 7.2-12.3
Development status Active
Written in Fortran
Operating system Cross-platform
License Proprietary
Website /~optimizers.edu.ucsdccom

SNOPT, for Sparse Nonlinear OPTimizer, is a software package for solving large-scale nonlinear optimization problems written by Philip Gill, Walter Murray and Michael Saunders. SNOPT is mainly written in Fortran, but interfaces to C, C++, and MATLAB are available.

It employs a sparse sequential quadratic programming (SQP) algorithm with limited-memory quasi-Newton approximations to the Hessian of Lagrangian. It is especially effective for nonlinear problems with functions and gradients that are expensive to evaluate. The functions should be smooth but need not be convex.

SNOPT is used in several trajectory optimization software packages, including AeroSpace Trajectory Optimization and Software (ASTOS), General Mission Analysis Tool (GMAT), and Optimal Trajectories by Implicit Simulation (OTIS).

SNOPT is supported in the AIMMS, AMPL, APMonitor, General Algebraic Modeling System (GAMS), PaGMO/PyGMO and TOMLAB modeling systems.

References

External links

  • Official website
  • SNOPT manual (.pdf)
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