SNOPT
From Wikipedia, the free encyclopedia
SNOPT is a software package for solving large-scale optimization problems written by Philip Gill, Walter Murray and Michael Saunders.
It is especially effective for nonlinear problems whose functions and gradients are expensive to evaluate. The functions should be smooth but need not be convex.
[edit] External links
- SNOPT home page
- SNOPT manual (.pdf)
- SNOPT is supported in the AIMMS and GAMS Modeling System
- SNOPT is one of the primary solvers in TOMLAB
