SNOPT, for Sparse Nonlinear OPTimizer, is a software package for solving large-scale nonlinear optimization problems written by Philip Gill, Walter Murray and Michael Saunders. SNOPT is mainly written in Fortran, but interfaces to C, C++, Python and

MATLAB MATLAB (an abbreviation of "MATrix LABoratory") is a proprietary multi-paradigm programming language and numeric computing environment developed by MathWorks. MATLAB allows matrix manipulations, plotting of functions and data, implementat ...

are available. It employs a sparse

sequential quadratic programming Sequential quadratic programming (SQP) is an iterative method for constrained nonlinear optimization, also known as Lagrange-Newton method. SQP methods are used on mathematical problems for which the objective function and the constraints are twi ...

(SQP) algorithm with limited-memory quasi-Newton approximations to the Hessian of the Lagrangian. It is especially effective for nonlinear problems with functions and gradients that are expensive to evaluate. The functions should be smooth but need not be convex. SNOPT is used in several trajectory optimization software packages, including Copernicus, AeroSpace Trajectory Optimization and Software ( ASTOS), General Mission Analysis Tool, and Optimal Trajectories by Implicit Simulation (OTIS). It is also available in the Astrogator module of Systems Tool Kit. SNOPT is supported in the

AIMMS AIMMS (acronym for Advanced Interactive Multidimensional Modeling System) is a prescriptive analytics software company with offices in the Netherlands, United States, and Singapore. It has two main product offerings that provide modeling and optim ...

AMPL AMPL (A Mathematical Programming Language) is an algebraic modeling language to describe and solve high-complexity problems for large-scale mathematical computing (e.g. large-scale optimization and scheduling-type problems). It was developed ...

, APMonitor, General Algebraic Modeling System (GAMS), and TOMLAB modeling systems.

References

External links

* * Latest Documentation (for SNOPT 7.7) :
SNOPT 7.7 User's Manual (.pdf)SNOPT 7 Reference Guide (
{{Mathematical optimization software Numerical software Mathematical optimization software