The TOMLAB /SNOPT toolbox efficiently integrates 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 in the TOMLAB /SNOPT User's Guide.
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 codes are implemented to
efficiently handle Matlab sparse arrays.
It is easy to use warm starts for the SOL solvers,
and further speed up sequences of
SNOPT has shown to be very fast and robust, e.g. in industrial
plant optimization and financial planning.
SNOPT and SQOPT may be used as sub problem solvers for other
SNOPT is also suitable to use for both dense and sparse
nonlinear systems of equations and nonlinear least squares.
SNOPT may estimate derivatives internally, faster than using one of the six TOMLAB methods.