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SNOPT

swMATH ID: 2300
Software Authors: Gill, Philip E.; Murray, Walter; Saunders, Michael A.
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; CPLEX; CUTEr; Matlab; CONOPT; GAMS; GPOPS; BARON; SOCS; L-BFGS; LOQO; SifDec; NPSOL; filterSQP; ALGENCAN; ADIFOR
Cited in: 584 Documents
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Cited by 1,030 Authors

18 Liberti, Leo
13 Gill, Philip E.
11 Stingl, Michael
10 Martins, Joaquim R. R. A.
10 Rao, Anil V.
10 Robinson, Daniel P.
9 Drezner, Zvi
9 Nocedal, Jorge
9 Pu, Dingguo
9 Xiang, Yujiang
8 Arora, Jasbir S.
8 Kalczynski, Pawel Jan
8 Schoen, Fabio
8 Stolpe, Mathias
7 Anitescu, Mihai
7 Byrd, Richard H.
7 Dalkiran, Evrim
7 Gould, Nicholas Ian Mark
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 Hager, William W.
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 Durlofsky, Louis J.
5 Evgrafov, Anton
5 Leugering, Günter
5 Liu, Xinggao
5 Maculan, Nelson F.
5 Marquardt, Wolfgang
5 Martínez, José Mario
5 Royset, Johannes O.
5 Toint, Philippe Louis
4 Achtziger, Wolfgang
4 Bock, Hans Georg
4 Cassioli, Andrea
4 Curtis, Frank E.
4 Diehl, Moritz Mathias
4 Eriksson, Anders B.
4 Floudas, Christodoulos Achilleus
4 Gong, Qi
4 Henrion, René
4 Kanzow, Christian
4 Kawamoto, Atsushi
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
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3 Bendsøe, Martin Philip
3 Bhatt, Rajankumar
3 Biegler, Lorenz T.
3 Bienstock, Daniel
3 Birgin, Ernesto G.
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3 Bukshtynov, Vladislav
3 Drezner, Tammy
3 Duarte, Belmiro P. M.
3 Farhat, Charbel H.
3 Gerdts, Matthias
3 Gould, Nick I. M.
3 Huang, Mingxia
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3 Kondoh, Tsuguo
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3 Möller, Andris
3 Morales, José Luis
3 Östermark, Ralf
3 Outrata, Jiří V.
3 Patriksson, Michael
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