SNOPT

SNOPT
Developer(s)	Philip Gill Michael Saunders Walter Murray

Stable release	7.2-12.3
Development status	Active
Written in	Fortran
Operating system	Cross-platform
License	Proprietary
Website	ccom.ucsd.edu/~optimizers

SNOPT, for Sparse Nonlinear OPTimizer, is a software package for solving large-scale nonlinear optimization problems written by Philip Gill, Walter Murray and Michael Saunders. SNOPT is mainly written in Fortran, but interfaces to C, C++, Python and MATLAB are available.

It employs a sparse sequential quadratic programming (SQP) algorithm with limited-memory quasi-Newton approximations to the Hessian of Lagrangian. It is especially effective for nonlinear problems with functions and gradients that are expensive to evaluate. The functions should be smooth but need not be convex.

SNOPT is used in several trajectory optimization software packages, including Copernicus, AeroSpace Trajectory Optimization and Software (ASTOS), General Mission Analysis Tool, and Optimal Trajectories by Implicit Simulation (OTIS).

SNOPT is supported in the AIMMS, AMPL, APMonitor, General Algebraic Modeling System (GAMS), PaGMO/PyGMO and TOMLAB modeling systems.

References

P.E. Gill; W. Murray; M.A. Saunders (2005). "SNOPT: An SQP algorithm for large-scale constrained optimization" (PDF).

External links

Mathematical optimization software

Data formats	LP MPS nl OptML OSiL sol xMPS

Modeling tools	AIMMS AMPL APMonitor CMPL CVX CVXOPT CVXPY ECLiPSe-CLP GAMS GNU MathProg JuMP LINDO OPL MPL OptimJ PICOS PuLP Pyomo ROML TOMLAB Xpress-Mosel YALMIP ZIMPL

LP, MILP^∗ solvers	ABACUS^∗ APOPT^∗ Artelys Knitro^∗ BCP^∗ BDMLP BPMPD BPOPT CLP CBC^∗ CPLEX^∗ CSDP DSDP FortMP^∗ GCG^∗ GIPALS32 GLPK/GLPSOL^∗ Gurobi^∗ HOPDM LINDO^∗ lp_solve^∗ LOQO MINOS MINTO^∗ MOSEK^∗ OOPS OOQP PCx QSopt SAS/OR^∗ SCIP^∗ SoPlex SOPT-IP^∗ Sulum Optimization Tools^∗ SYMPHONY^∗ XA^∗ Xpress-Optimizer^∗

QP, MIQP^∗ solvers	APOPT^∗ Artelys Knitro^∗ BPMPD BPOPT BQPD CBC^∗ CLP CPLEX^∗ FortMP^∗ GloMIQO^∗ Gurobi^∗ IPOPT LINDO^∗ LSSOL LOQO MINOS MOSEK^∗ OOPS OOQP QPOPT QPSOL SCIP^∗ XA Quadratic Solver Xpress-Optimizer^∗

QCP, MIQCP^∗ solvers	APOPT^∗ Artelys Knitro^∗ BPMPD BPOPT CPLEX^∗ GloMIQO^∗ Gurobi^∗ IPOPT LINDO^∗ LOQO MINOS MOSEK^∗ SCIP^∗ Xpress-Optimizer^∗ Xpress-SLP^∗

SOCP, MISOCP^∗ solvers	CPLEX^∗ DSDP Gurobi^∗ LINDO^∗ LOQO MOSEK^∗ SCIP^∗ SDPT3 SeDuMi Xpress-Optimizer^∗

SDP, MISDP^∗ solvers	CSDP DSDP MOSEK PENBMI PENSDP SCIP-SDP^∗ SDPA SDPT3 SeDuMi

NLP, MINLP^∗ solvers	ALGENCAN AlphaECP^∗ ANTIGONE^∗ AOA^∗ APOPT^∗ Artelys Knitro^∗ BARON^∗ Bonmin^∗ BPOPT CONOPT Couenne^∗ DICOPT^∗ FilMINT^∗ FilterSQP Galahad library ipfilter IPOPT LANCELOT LINDO^∗ LOQO LRAMBO MIDACO^∗ MILANO^∗ MINLP BB^∗ MINOS Minotaur^∗ MISQP^∗ NLPQLP NPSOL OQNLP^∗ PATHNLP PENNON SBB^∗ SCIP^∗ SNOPT^∗ SQPlab WORHP Xpress-SLP^∗

GO solvers	BARON Couenne^∗ LINDO SCIP

CP solvers	Artelys Kalis Choco Comet CPLEX CP Optimizer Gecode Google CP Solver JaCoP OscaR

Metaheuristic solvers	OptaPlanner LocalSolver

List of optimization software Comparison of optimization software

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