SNOPT
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).
Keywords for this software
References in zbMATH (referenced in 480 articles , 1 standard article )
Showing results 1 to 20 of 480.
Sorted by year (- Enayati, Shakiba; Özaltın, Osman Y.: Optimal influenza vaccine distribution with equity (2020)
- Zhao, Jisong; Li, Shuang: Adaptive mesh refinement method for solving optimal control problems using interpolation error analysis and improved data compression (2020)
- Andersson, Joel A. E.; Gillis, Joris; Horn, Greg; Rawlings, James B.; Diehl, Moritz: CasADi: a software framework for nonlinear optimization and optimal control (2019)
- Bagattini, Francesco; Schoen, Fabio; Tigli, Luca: Clustering methods for large scale geometrical global optimization (2019)
- Drezner, Tammy; Drezner, Zvi; Kalczynski, Pawel: The planar multifacility collection depots location problem (2019)
- Ha, Jung-Su; Choi, Han-Lim: On periodic optimal solutions of persistent sensor planning for continuous-time linear systems (2019)
- Kaya, C. Yalçın: Markov-Dubins interpolating curves (2019)
- Kufner, T.; Leugering, G.; Martin, A.; Medgenberg, J.; Schelbert, J.; Schewe, L.; Stingl, M.; Strohmeyer, C.; Walther, M.: Towards a lifecycle oriented design of infrastructure by mathematical optimization (2019)
- Liberti, Leo; Lavor, Carlile; Maculan, Nelson: A mathematical programming formulation for the Hartree-Fock problem on open-shell systems (2019)
- Liu, Jun; Wang, Xiang-Sheng: Numerical optimal control of a size-structured PDE model for metastatic cancer treatment (2019)
- Liu, Jun; Wang, Zhu: Non-commutative discretize-then-optimize algorithms for elliptic PDE-constrained optimal control problems (2019)
- López, C. O.; Beasley, J. E.: Packing a fixed number of identical circles in a circular container with circular prohibited areas (2019)
- Pang, Liping; Xu, Na; Lv, Jian: The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints (2019)
- Qiu, Songqiang: Convergence of a stabilized SQP method for equality constrained optimization (2019)
- Schewe, Lars; Schmidt, Martin: Computing feasible points for binary MINLPs with MPECs (2019)
- Wang, Guoqiang; Yu, Bo: PAL-Hom method for QP and an application to LP (2019)
- Williams, Nakeya D.; Mehlsen, Jesper; Tran, Hien T.; Olufsen, Mette S.: An optimal control approach for blood pressure regulation during head-up tilt (2019)
- Amaya Moreno, Liana; Fügenschuh, Armin; Kaier, Anton; Schlobach, Swen: A nonlinear model for vertical free-flight trajectory planning (2018)
- Bock, Hans Georg; Kirches, Christian; Meyer, Andreas; Potschka, Andreas: Numerical solution of optimal control problems with explicit and implicit switches (2018)
- Branda, Martin; Bucher, Max; Červinka, Michal; Schwartz, Alexandra: Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (2018)