Solver snopt is a nonlinear solver based on SNOPT, a sparse SQP solver

by Philip E. Gill, Walter Murray and Michael A. Saunders. SNOPT is

available from
Stanford Business Software
2680 Bayshore Parkway, Suite 304
Mountain View, CA 94043
Phone: +1-415-962-8719
Fax:
+1-415-962-1869
US Academic and Government users may obtain SNOPT from Philip Gill;
contact pgill@ucsd.edu (Philip Gill) to see about getting source for
library forms of SNOPT.
It is most convenient to invoke snopt with AMPL's solve command:
ampl: option solver snopt;
ampl: solve;
but snopt can also be run separately, with invocation syntax
snopt stub [-AMPL] [keywd=[value] ...]
in which stub comes from AMPL's write command. For example,
> ampl -obfoo foo.mod foo.dat
> snopt foo
demonstrates running snopt separately; the ampl invocation writes file
foo.nl (stub = "foo"), which snopt reads.
Command-line arguments to snopt either have the form
keywd=
or
keywd=value
where keywd is one of the key words described below. Alternatively,
you can invoke snopt the way AMPL's solve command does, i.e.,
snopt stub -AMPL [keywd=value ...]
where stub was specified in
ampl -obstub ...
or
ampl -ogstub...
Such an invocation causes snopt to read from stub.nl and to write stub.sol.
----------------Controlling snopt
----------------Snopt reads keywords and values from the environment (shell) variable
snopt_options and from the command line. Execute
snopt -?
or (if your shell requires ? to be quoted)
snopt '-?'

for a summary of snopt usage and

snopt -=
(or snopt '-=') for a summary of keywords peculiar to the AMPL/SNOPT
driver "snopt". You can also give SNOPT keyword phrases as keywords
if you change blanks within them to underscores and follow them with
an = (equals sign). See the "User's Guide for SNOPT Version 7"
(http://www.cam.ucsd.edu/~peg/papers/sndoc7.pdf) for a description of
SNOPT keyword phrases. A phrase of the form nn=filename associates
Fortran unit number nn with the file named "filename"; unit 6 is the
standard output on many systems.
-----------------Sample Invocations
-----------------If you're using AMPL, just say
option solver snopt;
solve;
If you've executed, say,
ampl -objunk junk.model junk.data
then you could say
snopt junk iterations=200 feas_tol=1e-5
to force snopt to run for at most 200 iterations and use feasibility
tolerance 1e-5. With the Bourne shell, either of the invocations
snopt_options='iterations=200 feas_tol=1e-5' snopt junk
or
snopt_options='iterations=200 feas_tol=1e-6'
export snopt_options
snopt junk
would have the same effect; within AMPL, specifying
option snopt_options 'iterations=200 feas_tol=1e-5', solver snopt;
solve;
would also have this effect.
This directory has two makefile variants: makefile.u for Unix and
Linux systems, and makefile.vc for Microsoft systems and the Visual
C++ compiler. We suggest you copy the relevant variant to "makefile",
then make any necessary changes to "makefile". The makefiles assume
that $M/libsnopt.a $M/libsnprint.a $M/libblas.a (Unix systems) or
$M/snopt.lib (Microsoft systems) are libraries built from the SNOPT
source (as of 21 October 2007). The makefiles and source assume f2c
calling conventions; see solvers/README.f77 for information on using
other Fortran compilers.
For possible convenience, directory src also contains analogous
makefile variants. See the comments in them.

----------------------solve_result_num values
=======================
Here is a table of solve_result_num values that "snopt" can return to
an AMPL session, along with the text that appears in the associated
solve_message. The last column gives the value of the snopt output
parameter INFO, as described in the SNOPT user's guide.
Value

Message

0
1
101
102
202
203
204
205
206
301
302
400
401
402
502
503
508
513
514
515
522
523
524
530
550
551
552
553
554
555
556
560

Optimal solution found

Feasible point found
The current point cannot be improved
Requested accuracy could not be achieved
Infeasible linear constraints
Infeasible linear equalities
Nonlinear infeasibilities minimized
Infeasibilities minimized
Cannot satisfy nonlinear constraints
Unbounded objective
Constraint violation limit reached
Too many iterations
Major iteration limit reached
The superbasics limit is too small
Incorrect gradients from funobj
Incorrect gradients from funcon
Singular basis
Error evaluating objective at 1st feas. pt.
Error evaluating initial constraint values
Error evaluating initial objective value
Ill-conditioned null-space basis
Cannot proceed into undefined region
Wrong basis file dimentions
Indefinite Hessian
Work arrays too small
Not enough character storage
Not enough integer storage
Not enough real storage
Invalid input argument
Wrong number of basic variables
Error in basis package
bug: unexpected return from SNOPT

INFO
1
2
3
11
12
13
14
21
22
31
32
33
41
42
43
44
51
52
61
62
63
81
82
83
84
91
92
141
142

Value 530 is possible with the default qpcheck = 1 when the problem
has a quadratic objective and linear constraints.
----------------------Questions about this stuff? Contact dmg@ampl.com (David M. Gay).