SQOPT swMATH ID: 7860 Software Authors: Gill, P. E.; Murray, W.; Saunders, M. A. Description: User guide for SQOPT 7: Software for large-scale linear and quadratic programming. SQOPT is a software package for minimizing a convex quadratic function subject to both equality and inequality constraints. SQOPT may also be used for linear programming and for finding a feasible point for a set of linear equalities and inequalities. SQOPT uses a two-phase, active-set, reduced-Hessian method. It is most efficient on problems with relatively few degrees of freedom (for example, if only some of the variables appear in the quadratic term, or the number of active constraints and bounds is nearly as large as the number of variables). However, unlike previous versions of SQOPT, there is no limit on the number of degrees of freedom. SQOPT is primarily intended for large linear and quadratic problems with sparse constraint matrices. A quadratic term 1/2x’Hx in the objective function is represented by a user subroutine that returns the product Hx for a given vector x. SQOPT uses stable numerical methods throughout and includes a reliable basis package (for maintaining sparse LU factors of the basis matrix), a practical anti-degeneracy procedure, scaling, and elastic bounds on any number of constraints and variables. SQOPT is part of the SNOPT package for large-scale nonlinearly constrained optimization. The source code is re-entrant and suitable for any machine with a Fortran 77, 90, or 95 compiler. (The f2c translation can be used with a C compiler.) SQOPT may be called from a driver program in Fortran, C, or Matlab. It can also be used as a stand-alone package, reading data in the MPS format used by commercial mathematical programming systems. Homepage: http://www.stanford.edu/group/SOL/sqopt.htm Related Software: SNOPT; CUTEst; qpOASES; QPA; CVX; PDCO; ZQPCVX; QPOPT; QPSchur; GALAHAD; MA57; Matlab; minpack; Regularization tools; bvp4c; Virtual library; MVF; PMA; NLPQL; FilMINT Cited in: 20 Documents all top 5 Cited by 54 Authors 3 Tibshirani, Robert John 2 Bondell, Howard D. 2 Gill, Philip E. 2 Wong, Elizabeth 1 Catarino, Catarina 1 Chen, Jie 1 Chung, Seiyoung 1 Curtis, Frank E. 1 Forsgren, Anders 1 Friedman, Jerome Harold 1 Guerra, Telma 1 Han, Xiaocong 1 Han, Zheng 1 Hastie, Trevor John 1 Herceg, Martin 1 Höfling, Holger 1 Jin, Zhengfen 1 Jones, Colin Neil 1 Knight, Keith 1 Kong, Lingchen 1 Lee, Jaeeun 1 Leyffer, Sven 1 Li, Ling 1 Li, Xinxin 1 Lin, Tianyi 1 Liu, Wanquan 1 Luo, Xinlong 1 Ma, Shiqian 1 Mestre, Tânia 1 Mo, Lili 1 Morari, Manfred 1 Oh, Seyoung T. 1 Reich, Brian James 1 Robinson, Daniel P. 1 Rosset, Saharon 1 Santos, Sara I. 1 Saunders, Michael A. 1 Schroder, Andreas 1 Sequeira, Adélia 1 Shang, Youlin 1 Tiago, Jorge 1 Vanaret, Charlie 1 Wang, Pei 1 Xiao, Hang 1 Xiu, Xianchao 1 Yuan, Xiaoming 1 Yun, Jae Heon 1 Zhang, Jianzhong 1 Zhang, Roxin 1 Zhang, Sen 1 Zhang, Shuzhong 1 Zhao, Yaqing 1 Zhu, Ji 1 Zingg, David W. all top 5 Cited in 18 Serials 3 Computational Statistics and Data Analysis 1 Applied Mathematics and Computation 1 Biometrics 1 Optimal Control Applications & Methods 1 Journal of Scientific Computing 1 Mathematical Programming. Series A. Series B 1 Computational Optimization and Applications 1 Bayreuther Mathematische Schriften 1 Mathematical Methods of Operations Research 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Optimization and Engineering 1 Biostatistics 1 Foundations of Computational Mathematics 1 Journal of Applied Mathematics and Computing 1 Statistical Applications in Genetics and Molecular Biology 1 Journal of Industrial and Management Optimization 1 The Annals of Applied Statistics 1 Mathematical Programming Computation all top 5 Cited in 10 Fields 11 Operations research, mathematical programming (90-XX) 10 Statistics (62-XX) 7 Numerical analysis (65-XX) 3 Biology and other natural sciences (92-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Fluid mechanics (76-XX) 1 Functional analysis (46-XX) 1 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX) 1 Systems theory; control (93-XX) Citations by Year