SNOPT to AIMMS Mapping

Description

The table shows in the left column the parameters from SNOPT that can be set in AIMMS; the right column displays for each SNOPT parameter the associated AIMMS option.

Name in SNOPT

Option name in AIMMS

CENTRAL DIFFERENCE INTERVAL

SQP Method - Central Difference Interval

CHECK FREQUENCY

Advanced - Check Frequency

CRASH OPTION

Advanced - Calling Crash Procedure

CRASH TOLERANCE

Advanced - Crash Tolerance

DERIVATIVE LINESEARCH

SQP Method - Linesearch Method

DERIVATIVE OPTION

SQP Method - Derivative Option

DIFFERENCE INTERVAL

SQP Method - Difference Interval

ELASTIC WEIGHT

Advanced - Elastic Weight

EXPAND FREQUENCY

Advanced - Expand Frequency

FACTORIZATION FREQUENCY

Advanced - Factorization Frequency

FEASIBILITY TOLERANCE

Feasibility - Feasibility Tolerance

FUNCTION PRECISION

Advanced - Function Precision

HESSIAN FREQUENCY

Advanced - Hessian Frequency

HESSIAN UPDATES

Advanced - Hessian Updates

ITERATIONS LIMIT

Limits - Maximum Number of Total Iterations

LINESEARCH TOLERANCE

Advanced - Linesearch Tolerance

LU DENSITY TOLERANCE

Advanced - LU Density Tolerance

LU FACTOR TOLERANCE

Advanced - LU Factor Tolerance

LU PARTIAL PIVOTING

Advanced - LU Pivoting Method

LU SINGULARITY TOLERANCE

Advanced - LU Singularity Tolerance

LU UPDATE TOLERANCE

Advanced - LU Update Tolerance

MAJOR FEASIBILITY TOLERANCE

Feasibility - Major Feasibility Tolerance

MAJOR ITERATIONS

Stop Criteria - Iteration Limit in ‘Solvers general’

MAJOR OPTIMALITY TOLERANCE

Limits - Major Optimality Tolerance

MAJOR PRINT LEVEL

Reporting - Major Print Level

MAJOR STEP LIMIT

Limits - Major Step Limit

MINOR ITERATIONS

Limits - Maximum Number of Minor Iterations

MINOR PRINT LEVEL

Reporting - Minor Print Level

NEW SUPERBASICS LIMIT

Limits - New Superbasics Limit

OPTIMALITY TOLERANCE

Limits - Optimality Tolerance

PENALTY PARAMETER

Advanced - Penalty Parameter

PIVOT TOLERANCE

Advanced - Pivot Tolerance

PRINT FREQUENCY

Reporting - Print Frequency

PROXIMAL POINT METHOD

Advanced - Proximal Point Method

QPSOLVER CHOLESKY

SQP Method - QP Solver

REDUCED HESSIAN DIMENSION

SQP Method - Reduced Hessian Dimension

SCALE OPTION

Scaling - Scale Method

SCALE TOLERANCE

Scaling - Scale Tolerance

SUPERBASICS LIMIT

Limits - Superbasics Limit

UNBOUNDED OBJECTIVE VALUE

Limits - Unbounded Objective Value

UNBOUNDED STEP SIZE

Limits - Unbounded Step Size

VIOLATION LIMIT

Feasibility - Violation Limit