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SNOPT

swMATH ID: 2300
Software Authors:
Description: SNOPT: An SQP algorithm for large-scale constrained optimization. Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective and constraints. Here we consider problems with general inequality constraints (linear and nonlinear). We assume that first derivatives are available and that the constraint gradients are sparse. We discuss an SQP algorithm that uses a smooth augmented Lagrangian merit function and makes explicit provision for infeasibility in the original problem and the QP subproblems. SNOPT is a particular implementation that makes use of a semidefinite QP solver. It is based on a limited-memory quasi-Newton approximation to the Hessian of the Lagrangian and uses a reduced-Hessian algorithm (SQOPT) for solving the QP subproblems. It is designed for problems with many thousands of constraints and variables but a moderate number of degrees of freedom (say, up to 2000). An important application is to trajectory optimization in the aerospace industry. Numerical results are given for most problems in the CUTE and COPS test collections (about 900 examples).
Homepage: http://www.sbsi-sol-optimize.com/asp/sol_product_snopt.htm
Keywords: large-scale optimization; nonlinear programming; nonlinear inequality constraints; sequential quadratic programming; quasi-Newton methods; limited-memory methods
Related Software: Ipopt; KNITRO; AMPL; LANCELOT; MINOS; CUTEr; CPLEX; Matlab; CONOPT; GAMS; GPOPS; BARON; SOCS; L-BFGS; LOQO; SifDec; ALGENCAN; CUTE; NPSOL; filterSQP
Cited in: 609 Documents
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Cited by 1,079 Authors

18 Liberti, Leo
15 Gill, Philip E.
11 Robinson, Daniel P.
11 Stingl, Michael
10 Drezner, Zvi
10 Gould, Nicholas Ian Mark
10 Martins, Joaquim R. R. A.
10 Rao, Anil V.
9 Kalczynski, Pawel Jan
9 Nocedal, Jorge
9 Pu, Dingguo
9 Xiang, Yujiang
8 Arora, Jasbir S.
8 Schoen, Fabio
8 Stolpe, Mathias
7 Anitescu, Mihai
7 Byrd, Richard H.
7 Dalkiran, Evrim
7 Hager, William W.
7 Izmailov, Alekseĭ F.
7 Leyffer, Sven
7 Locatelli, Marco
7 Orban, Dominique
7 Schmidt, Martin
7 Sherali, Hanif D.
7 von Stryk, Oskar
6 Abdel-Malek, Karim
6 Barton, Paul I.
6 Jian, Jinbao
6 Petzold, Linda Ruth
6 Sahinidis, Nikolaos V.
6 Saunders, Michael A.
6 Shen, Chungen
6 Solodov, Mikhail V.
6 Waltz, Richard A.
5 Benson, Hande Y.
5 Conway, Bruce A.
5 Curtis, Frank E.
5 Diehl, Moritz Mathias
5 Durlofsky, Louis J.
5 Evgrafov, Anton
5 Leugering, Günter
5 Liu, Xinggao
5 Maculan Filho, Nelson
5 Marquardt, Wolfgang
5 Martínez, José Mario
5 Royset, Johannes O.
5 Toint, Philippe Louis
4 Achtziger, Wolfgang
4 Bock, Hans Georg
4 Bukshtynov, Vladislav
4 Cassioli, Andrea
4 Eriksson, Anders B.
4 Floudas, Christodoulos Achilleus
4 Gong, Qi
4 Henrion, René
4 Kanzow, Christian
4 Kawamoto, Atsushi
4 Kaya, C. Yalçin
4 Kočvara, Michal
4 Lavor, Carlile Campos
4 Murray, Walter
4 Rahmatalla, Salam
4 Shanno, David F.
4 Steinbach, Marc Christian
4 Tang, Xiaojun
4 Wein, Fabian
4 Xiao, Long
4 Zahr, Matthew J.
4 Zhu, Xiaojing
3 Addis, Bernardetta
3 Andreani, Roberto
3 Bendsøe, Martin Philip
3 Bhatt, Rajankumar
3 Biegler, Lorenz T.
3 Bienstock, Daniel
3 Birgin, Ernesto G.
3 Blank, Luise
3 Drezner, Tammy
3 Duarte, Belmiro P. M.
3 Farhat, Charbel H.
3 Gerdts, Matthias
3 Huang, Mingxia
3 Judd, Kenneth L.
3 Kirches, Christian
3 Kondoh, Tsuguo
3 Körkel, Stefan
3 Ledoit, Olivier
3 Lucidi, Stefano
3 Lv, Lu
3 Marsden, Jerrold Eldon
3 Matsumori, Tadayoshi
3 Maute, Kurt
3 Misener, Ruth
3 Mitsos, Alexander
3 Möller, Andris
3 Morales, José Luis
3 Ober-Blöbaum, Sina
3 Östermark, Ralf
3 Outrata, Jiří V.
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Cited in 142 Serials

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28 SIAM Journal on Optimization
27 Journal of Global Optimization
24 Structural and Multidisciplinary Optimization
23 Journal of Optimization Theory and Applications
22 Optimization and Engineering
18 Mathematical Programming. Series A. Series B
15 Optimization Methods & Software
14 Automatica
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11 SIAM Journal on Scientific Computing
11 Multibody System Dynamics
10 Computers & Operations Research
10 European Journal of Operational Research
9 Computers and Fluids
9 Journal of Computational Physics
9 ACM Transactions on Mathematical Software
9 International Journal for Numerical Methods in Engineering
9 Optimal Control Applications & Methods
9 Computational Geosciences
9 Mathematical Programming Computation
8 Mathematical Problems in Engineering
7 Computer Methods in Applied Mechanics and Engineering
7 Applied Mathematics and Computation
7 Computational Management Science
5 Journal of the Franklin Institute
5 Applied Mathematical Modelling
5 Computational and Applied Mathematics
4 SIAM Journal on Control and Optimization
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4 Annals of Operations Research
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4 Optimization Letters
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3 ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik
3 Communications in Nonlinear Science and Numerical Simulation
2 Biological Cybernetics
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2 Inverse Problems
2 Journal of Mathematical Biology
2 Mathematics of Computation
2 Bulletin of Mathematical Biology
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2 Systems & Control Letters
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