The NEOS Server offers SNOPT for the solution of nonlinearly
constrained optimization problems in GAMS
format. SNOPT is especially effective for nonlinear programs whose
functions and gradients are expensive to evaluate. The functions
should be smooth but do not need to be convex.
SNOPT implements a sequential programming algorithm that
uses a smooth augmented Lagrangian merit function and
makes explicit provision for infeasibility in the original
problem and in the quadratic programming subproblems.
Additional information on SNOPT can be found in the
User's Guide for SNOPT Version 7.
SNOPT was developed by
Philip E. Gill,
Using the NEOS Server for SNOPT
The user must submit a model in GAMS
format to solve a nonlinear programming problem.
For security purposes, the model
submitted must adhere to the following conventions:
If you are unfamiliar with GAMS, the GAMS Documentation includes a GAMS Tutorial and User's Guide.
Examples of models in GAMS format can be found in the
GAMS model library and an
is also available.
- It must be self-contained, i.e., no $include or $batinclude statements.
- It may not execute external programs, i.e., no $call or execute statements.
- It may not create files, i.e., no put files or $echo statments.
The NEOS Server initially limits the amount of output generated in the
listing file by turning off the symbol and unique element list, symbol
cross references, and restricting the rows and columns listed to zero.
This behavior can be changed by specifying the appropriate options
in the model file. See the
documentation on the
modeling language for further information.