The NEOS Server offers SNOPT for the solution of nonlinearly constrained
optimization problems. Problems can be submitted to SNOPT on the NEOS
server in AMPL or GAMS format.
SNOPT is a solver for nonlinearly constrained optimization problems; it is
suitable for large-scale linear and quadratic programming, for linearly
constrained optimization and for general nonlinear programs. SNOPT finds
solutions that are locally optimal. SNOPT implements a sequential quadratic
programming (SQP) algorithm. Search directions are obtained from quadratic
programming subproblems that minimize a quadratic model of the Lagrangian
function subject to linearized constraints. An augmented Lagrangian merit
function is reduced along each search direction to ensure convergence from
any starting point. 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 was developed by
Philip E. Gill,
Walter Murray, and
Additional information on SNOPT can be found in the
Guide for SNOPT Version 7.
The user must submit a model in NL format. The NEOS Server will
automatically handle an NL model in either binary or text
format. NL files in either format can additionally be zipped,
gzipped, or tarred prior to submission if desired.
An options file can optionally be specified. Please note that certain
options may be restricted, altered, or removed by the NEOS server
prior to solving. For example, users are limited to a max of four
solver threads -- requests for more threads in the options file
will not be honored.