snpma

snpma − CUTEr SNOPT test driver

snpma

The snpma main program test drives SNOPT on SIF problems from the CUTEr distribution.

The SNOPT package is designed to minimize smooth functions subject to constraints, which may include simple bounds, linear constraints, and smooth nonlinear constraints. The software uses a sequential quadratic programming algorithm, where bounds, linear constraints and nonlinear constraints are treated separately. SNOPT stores all matrices in dense format, and is therefore not intended for large sparse problems.

SNOPT has been written by Gill, Murray, Saunders and Wright, and is available from the Office of Technology Licensing at Stanford University.

SNOPT 6.1 provides the library file libcutesnopt.a which should be copied to

$MYCUTER/precision/lib

or linked to from this directory.

The main output from SNOPT is written (by default) in a file named fort.9. This file is subsequently renamed to probname.nps by sdnps. If this unit number has been changed in the SNOPT source code, then it must also be changed in the shell script nps. The unit number may also be changed in the SNOPT.SPC file, by adding the following lines (the second being optional):

Print file output_id Print frequency k

which sends one line of the QP iteration log to the file having descriptor output_id every k-th minor iteration. This requires

Minor print level

to be positive. It is *not* the case in the default CUTEr spec file.

In addition, SNOPT can create a summary of the problem output. By the source code default, this summary is sent to unit 6 (stdout). If you wish to direct the summary output elsewhere, you may include the lines, the second line being optional

output_id Summary frequency

k

which sends one line of the QP iteration log to the device having descriptor output_id every k-th minor iteration. This requires

Minor print level

to be positive. It is *not* the case in the default CUTEr spec file.

If no SNOPT.SPC file is present in the current directory, the default version is copied from $CUTER/common/src/pkg/snopt/.

The file SNOPT.SPC may be used to set various SNOPT parameters. These parameters are described in the chapter ’Optional Input Parameters’ in the User’s Guide for SNOPT.

The CUTEr default version of SNOPT.SPC is as follows

BEGIN SNOPT Problem Jacobian SPARSE

Derivative level 3

Superbasics limit 2000

Major iterations 2000 Iteration limit 1000000

Major print level 1 Minor print level 0

Verify level -1 Solution No END SNOPT Problem

CUTER

Parent directory for CUTEr

MYCUTER

Home directory of the installed CUTEr distribution.

I. Bongartz, A.R. Conn, N.I.M. Gould, D. Orban and Ph.L. Toint

CUTEr (and SifDec): A Constrained and Unconstrained Testing Environment, revisited, N.I.M. Gould, D. Orban and Ph.L. Toint, ACM TOMS, 29:4, pp.373-394, 2003.

CUTE: Constrained and Unconstrained Testing Environment, I. Bongartz, A.R. Conn, N.I.M. Gould and Ph.L. Toint, TOMS, 21:1, pp.123-160, 1995.

User’s Guide for SNOPT (Version 4.0): A Fortran Package for Nonlinear Programming, P.E. Gill, W. Murray, and M.A. Saunders, Technical Report SOL xx-x, Systems Optimization Laboratory, Department of Operations Research, Stanford University, Stanford, USA, January 19xx.

sdsnp(1), snp(1).