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NEOS Interfaces to SNOPT

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SNOPT

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, Walter Murray, and Michael Saunders.


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:

  • 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.
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 alphabetical index is also available.

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.


Web Submission Form
Model File
To submit a nonlinear programming problem specified in the GAMS modeling language, you need to specify the absolute path to the GAMS file on your system.
Options File
The Options file is optional and requires that the statement <modelname>.optfile = 1 ; exist before the solve statement in your model file. Only optfile = 1 is supported, however, options also may be specified within the model input file (see the GAMS documentation).
GDX File
The GDX file is an optional file for inputs. It will be renamed in.gdx. The model must include "$GDXIN in.gdx" to load this file.
Return GDX output
If the box is checked, the solver will return a compressed GDX file that contains all symbols in the model.
Return log file
If the box is checked, the log file containing information generated by the solver will be returned with the output.
Comments
You may enter any additional comments here, for example, to identify the data for your own information. These comments will be returned with your results.
Additional Settings
Dry run: generate job XML instead of submitting it to NEOS
Short Priority: submit to higher priority queue with maximum CPU time of 5 minutes
E-Mail address:
Please do not click the 'Submit to NEOS' button more than once.