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Set solver options

SNOPT has more than 100 options, such as tolerances, iteration limits and print levels. Each option has a name of one or more words, for example "Major iterations limit". The SNOPT option reference gives all names, default values and meanings.

Pass options to snopt

Give options as a vector of pairs name => value:

result = snopt(objective, gradient!, x0;
               options = ["Major iterations limit" => 500,
                          "Major optimality tolerance" => 1.0e-8,
                          "Hessian" => "limited memory"])
PartAllowed values
NameA String, or a Symbol in which _ stands for a space.
ValueAn integer, a finite floating-point number, a String (passed unchanged) or a Symbol (_ stands for a space).

Thus :major_iterations_limit => 500 is the same as "Major iterations limit" => 500, and :hessian => :limited_memory is the same as "Hessian" => "limited memory". SNOPT does not distinguish upper case and lower case in option names.

SNOPT.jl rejects true and false as values, because Julia would pass them to SNOPT as the integers 1 and 0. Use the integer that the SNOPT option reference gives.

An option name that SNOPT does not know, or a value that SNOPT does not accept, throws an ArgumentError before the solve starts.

Frequently used options

OptionEffect
"Major iterations limit"Maximum number of major iterations.
"Iterations limit"Maximum total number of minor iterations.
"Major optimality tolerance"Tolerance on the optimality conditions.
"Major feasibility tolerance"Tolerance on the constraint violation.
"Time limit"Maximum CPU time of the solve, in seconds.
"Hessian""full memory" or "limited memory". Use limited memory for many variables.
"Verify level"0 to 3: check the derivatives against finite differences. -1 turns the check off.
"Major print level"0 writes no iteration table to the log file.

Solver concepts explains major and minor iterations.

Write the SNOPT log to a file

By default, SNOPT.jl keeps no SNOPT output. Use these keywords of snopt to keep it:

KeywordDefaultContent
printfile""Path of the print file, the full log with one line per iteration. "" writes no file.
summfile""Path of the summary file, a short log of the main events. "" writes no file.
name"Julia"Problem name that SNOPT writes in the log. A name longer than 8 bytes throws an ArgumentError.
result = snopt(objective, gradient!, x0;
               printfile = "solve.out",
               options = ["Major print level" => 1])

When both paths are "", SNOPT.jl creates a temporary summary file, because SNOPT needs one file to write to, and deletes it when the workspace closes. The temporary directory must therefore be writable; otherwise, pass summfile.

Read options from a specs file

A specs file is a text file that contains SNOPT options, one option on each line, between the lines Begin and End:

Begin
   Major iterations limit       500
   Major optimality tolerance   1.0e-8
End

snopt does not read specs files. With the Low-level interface, call read_options on an open workspace:

initialize("", "") do workspace
    read_options(workspace, "problem.spc")
    # Build and solve a low-level problem with this workspace.
end

read_options returns 101 when it reads the file without errors. specs_status_message explains the other codes.