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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; LANCELOT; AMPL; MINOS; CUTEr; CPLEX; Matlab; CONOPT; GAMS; L-BFGS; BARON; SOCS; GPOPS; LOQO; SifDec; filterSQP; NPSOL; ADIFOR; OTIS
Referenced in: 547 Publications
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Referenced by 934 Authors

17 Liberti, Leo
13 Gill, Philip E.
10 Rao, Anil V.
10 Robinson, Daniel P.
9 Martins, Joaquim R. R. A.
9 Nocedal, Jorge
9 Pu, Dingguo
9 Stingl, Michael
8 Arora, Jasbir S.
8 Stolpe, Mathias
8 Xiang, Yujiang
7 Byrd, Richard H.
7 Dalkiran, Evrim
7 Gould, Nicholas Ian Mark
7 Leyffer, Sven
7 Locatelli, Marco
7 Orban, Dominique
7 Schoen, Fabio
7 Sherali, Hanif D.
7 von Stryk, Oskar
6 Abdel-Malek, Karim
6 Anitescu, Mihai
6 Barton, Paul I.
6 Drezner, Zvi
6 Hager, William W.
6 Izmailov, Alekseĭ F.
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 Evgrafov, Anton
5 Kalczynski, Pawel Jan
5 Leugering, Günter
5 Maculan, Nelson F.
5 Marquardt, Wolfgang
5 Martínez, José Mario
5 Royset, Johannes O.
5 Schmidt, Martin
5 Toint, Philippe L.
4 Achtziger, Wolfgang
4 Bock, Hans Georg
4 Cassioli, Andrea
4 Curtis, Frank E.
4 Diehl, Moritz Mathias
4 Durlofsky, Louis J.
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 Liu, Xinggao
4 Murray, Walter
4 Rahmatalla, Salam
4 Shanno, David F.
4 Steinbach, Marc Christian
4 Tang, Xiaojun
4 Wein, Fabian
4 Zahr, Matthew J.
4 Zhu, Xiaojing
3 Addis, Bernardetta
3 Bendsøe, Martin Philip
3 Bhatt, Rajankumar
3 Birgin, Ernesto G.
3 Blank, Luise
3 Drezner, Tammy
3 Gerdts, Matthias
3 Gould, Nick I. M.
3 Huang, Mingxia
3 Judd, Kenneth L.
3 Kirches, Christian
3 Kondoh, Tsuguo
3 Körkel, Stefan
3 Ledoit, Olivier
3 Lucidi, Stefano
3 Marsden, Jerrold Eldon
3 Matsumori, Tadayoshi
3 Maute, Kurt
3 Misener, Ruth
3 Mitsos, Alexander
3 Morales, José Luis
3 Östermark, Ralf
3 Outrata, Jiří V.
3 Patriksson, Michael
3 Patterson, Michael A.
3 Raha, Soumyendu
3 Ribeiro, Ademir Alves
3 Ross, Isaac Michael
3 Russell, Ryan P.
3 Sachine, Mael
3 Santos, Sandra Augusta
3 Schewe, Lars
3 Schlöder, Johannes P.
...and 834 more Authors
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Referenced in 129 Serials

38 Computational Optimization and Applications
27 Journal of Global Optimization
26 SIAM Journal on Optimization
24 Structural and Multidisciplinary Optimization
22 Optimization and Engineering
20 Journal of Optimization Theory and Applications
17 Mathematical Programming. Series A. Series B
13 Automatica
12 Optimization Methods & Software
11 Journal of Computational and Applied Mathematics
10 Computers & Operations Research
10 SIAM Journal on Scientific Computing
9 International Journal for Numerical Methods in Engineering
9 Mathematical Programming Computation
8 Computers and Fluids
8 ACM Transactions on Mathematical Software
8 Optimal Control Applications & Methods
8 European Journal of Operational Research
8 Computational Geosciences
7 Applied Mathematics and Computation
7 Mathematical Problems in Engineering
7 Multibody System Dynamics
6 Journal of Computational Physics
5 Computer Methods in Applied Mechanics and Engineering
5 Computational and Applied Mathematics
5 Computational Management Science
4 Mathematics and Computers in Simulation
4 SIAM Journal on Control and Optimization
4 Applied Numerical Mathematics
4 Applied Mathematical Modelling
4 Top
4 Optimization Letters
3 Discrete Applied Mathematics
3 Journal of the Franklin Institute
3 Mathematical Biosciences
3 Mathematics of Operations Research
3 Operations Research
3 Operations Research Letters
3 Celestial Mechanics and Dynamical Astronomy
3 Abstract and Applied Analysis
3 Mathematical Methods of Operations Research
3 ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik
3 Communications in Nonlinear Science and Numerical Simulation
2 Biological Cybernetics
2 Computers & Mathematics with Applications
2 International Journal of Control
2 Inverse Problems
2 Bulletin of Mathematical Biology
2 Applied Mathematics and Optimization
2 Journal of Multivariate Analysis
2 Systems & Control Letters
2 Computational Mechanics
2 Journal of Economic Dynamics & Control
2 Mathematical and Computer Modelling
2 Neural Networks
2 Annals of Operations Research
2 SIAM Review
2 International Journal of Robust and Nonlinear Control
2 Journal of Nonlinear Science
2 International Transactions in Operational Research
2 INFORMS Journal on Computing
2 Nonlinear Dynamics
2 Acta Mathematica Sinica. English Series
2 Quantitative Finance
2 OR Spectrum
2 Journal of Applied Mathematics and Computing
2 Journal of Industrial and Management Optimization
2 GAMM-Mitteilungen
2 Asian Journal of Control
2 Springer Optimization and Its Applications
1 IMA Journal of Numerical Analysis
1 International Journal for Numerical Methods in Fluids
1 Journal of Mathematical Analysis and Applications
1 Journal of Mathematical Biology
1 Physics Letters. A
1 Mathematics of Computation
1 The Annals of Statistics
1 Biometrical Journal
1 Fuzzy Sets and Systems
1 Journal of Econometrics
1 Journal of Statistical Planning and Inference
1 Kybernetes
1 Kybernetika
1 Naval Research Logistics
1 Numerical Functional Analysis and Optimization
1 Parallel Computing
1 Optimization
1 Applied Mathematics Letters
1 Journal of Parallel and Distributed Computing
1 Neural Computation
1 Journal of Intelligent & Robotic Systems
1 Japan Journal of Industrial and Applied Mathematics
1 Numerical Algorithms
1 International Journal of Computer Mathematics
1 SIAM Journal on Applied Mathematics
1 Computational Statistics and Data Analysis
1 Bernoulli
1 European Journal of Control
1 International Journal of Computational Fluid Dynamics
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
...and 29 more Serials

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