TOMLAB /SNOPT

The TOMLAB /SNOPT toolbox efficiently integrates the well-known solvers developed by the Stanford Systems Optimization Laboratory (SOL) with Matlab and Tomlab.

The toolbox includes:

• The sparse general nonlinear solver SNOPT,
   
• The sparse positive convex quadratic solver SQOPT,
   
• Read more about the above mentioned SOL solvers, as well as the TOMLAB /MINOS solvers MINOS, QPOPT and LPOPT, at the SBSI-SOL Home page.
   
• TOMLAB /SNOPT includes all Matlab code and solvers that are part of TOMLAB /MINOS,
  see the description of TOMLAB /MINOS.
   
• For a general description of the Tomlab features, see the TOMLAB FEATURES.
   

  Main features

• The codes are implemented to efficiently handle Matlab sparse arrays.
   
• Using the TOMLAB graphical interface (GUI) all solver parameters and features are selectable.
   
• It is easy to use warm starts for the SOL solvers, and further speed up sequences of optimization solutions.
   
• SNOPT has shown to be very fast and robust, e.g. in industrial plant optimization.
   
• SNOPT and SQOPT may be used as sub problem solvers for other Tomlab solvers.
   
• SNOPT is also suitable to use for both dense and sparse nonlinear systems of equations and nonlinear least squares.
   
• The SPECS file input format, that is used by all SOL solvers when running non-Matlab, is also possible to use.
   
• SNOPT may estimate derivatives internally, faster than using any of the five Tomlab methods.