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.
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TOMLAB /SNOPT includes all Matlab code and solvers that are part of TOMLAB /MINOS,
see the description of TOMLAB /MINOS.
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For a general description of the TOMLAB features, see
the
TOMLAB FEATURES.
Main features
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The codes are implemented to
efficiently handle Matlab sparse arrays.
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It is easy to use warm starts for the SOL solvers,
and further speed up sequences of
optimization problems.
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SNOPT has shown to be very fast and robust, e.g. in industrial
plant optimization and financial planning.
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SNOPT and SQOPT may be used as sub problem solvers for other
TOMLAB solvers.
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SNOPT is also suitable to use for both dense and sparse
nonlinear systems of equations and nonlinear least squares.
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SNOPT may estimate derivatives internally, faster than using one of the six TOMLAB methods.