Advanced Methods in Numerical Optimization

Software

  • A few papers related to SNOPT and the underlying algorithms are:

    • SNOPT users manual is the basic refrence for using the SNOPT directly. It has some theory as well. (download)

    • SNOPT: An SQP Algorithm For Large-Scale Constrained Optimization. (download)

    • A Sequential Quadratic Programming Algorithm Using An Incomplete Solution Of The Subproblem. (download)

    • And SNOPT v7.1 itself can be downloaded from here.

General papers & notes