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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 and C++, as well as Matlab are available.
It employs a sparse SQP algorithm with limited-memory quasi-Newton approximations to the Hessian of Lagrangian. It is especially effective for nonlinear problems whose functions and gradients are expensive to evaluate. The functions should be smooth but need not be convex.
SNOPT is used in a number of trajectory optimization software packages, including ASTOS (AeroSpace Trajectory Optimization and Software), GMAT (General Mission Analysis Tool), and OTIS (Optimal Trajectories by Implicit Simulation).
- P.E. Gill, W. Murray, M.A. Saunders (2005). "SNOPT: An SQP algorithm for large-scale constrained optimization" (PDF).