SNOPT is a widely used large-scale optimizer for difficult large-scale nonlinear problems. It incorporates proven methods that have wide applicability and are especially effective for nonlinear problems whose functions and gradients are expensive to evaluate.

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How to use it

ampl: option solver snopt; # change the solver
ampl: option snopt_options 'option1=value1 option2=value2'; # specify options
ampl: solve; # solve the problem


Full list of solver options: