SNOPT

Overview

SNOPT is a general-purpose system for constrained optimization. It minimizes a linear or nonlinear function subject to bounds on the variables and sparse linear or nonlinear constraints. It is suitable for large-scale linear and quadratic programming and for linearly constrained optimization, as well as for general nonlinear programs.

  • SNOPT is mainly written in Fortran, but interfaces to C, C++, Python, and MATLAB are available

SNOPT finds solutions that are locally optimal, and ideally, any nonlinear functions should be smooth and users should provide gradients. It is often more widely useful. For example, local optima are often global solutions, and discontinuities in the function gradients can often be tolerated if they are not too close to an optimum. Unknown gradients are estimated by finite differences. It also uses a sequential quadratic programming (SQP) algorithm. Search directions are obtained from QP 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.

Using

Use the module name snopt to discover versions available and to load the application.

  • Link to the appropriate SNOPT library to generate the output file:

  • SNOPT has been built with the intel/18.0.1 compiler use requires ifort to build. This is automatically loaded when snopt/3.2.13 is loaded.

ifort filename.F90 -lsnopt7

Basic Batch Script

#!/bin/bash #SBATCH --job-name snopt #SBATCH --time=24:00:00 #SBATCH --account=<your account> module load snopt/7.2.13 srun a.out