User’s Guide for SNOPT Version 7.6: Software for …

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User s Guide for SNOPT Version : Software forLarge- scale nonlinear programming Philip E. GILL and Elizabeth WONGDepartment of MathematicsUniversity of California, San Diego, La Jolla, CA 92093-0112, USAWalter MURRAY and Michael A. SAUNDERSSystems Optimization LaboratoryDepartment of Management Science and EngineeringStanford University, Stanford, CA 94305-4121, USAJanuary 2017AbstractSNOPT is a general-purpose system for constrained optimization. It minimizes alinear or nonlinear function subject to bounds on the variables and sparse linear ornonlinear constraints. It is suitable for large - scale linear and quadratic programmingand for linearly constrained optimization, as well as for general nonlinear finds solutions that arelocally optimal, and ideally any nonlinear functionsshould be smooth and users should provide gradients. It is often more widely example, local optima are often global solutions, and discontinuities in the functiongradients can often be tolerated if they are not too close to an optimum.

User’s Guide for SNOPT Version 7.6: Software for Large-Scale Nonlinear Programming Philip E. GILL and Elizabeth WONG Department of Mathematics University of California, San Diego, La Jolla, CA 92093-0112, USA

  Programming, Large, Scale, Software, Version, Nonlinear, Software for large scale nonlinear programming