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; CUTEr; CPLEX; Matlab; CONOPT; GAMS; GPOPS; BARON; SOCS; L-BFGS; LOQO; SifDec; ALGENCAN; CUTE; NPSOL; filterSQP Cited in: 609 Documents Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year SNOPT: An SQP algorithm for large-scale constrained optimization. Zbl 1027.90111Gill, Philip E.; Murray, Walter; Saunders, Michael A. 2002 all top 5 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. ...and 979 more Authors all top 5 Cited in 142 Serials 40 Computational Optimization and Applications 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. 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