SNOPT.jl

SNOPT.jl is an unofficial Julia wrapper for SNOPT, the sparse nonlinear optimizer for large-scale constrained problems. It exposes SNOPT's snOptA, snOptB, and snOptC interfaces through Julia callbacks, and provides snopt as the main Julia-facing entry point.

License

SNOPT.jl is licensed under the MIT License. The underlying solver is a closed-source commercial product for which you must purchase a license; its binaries are not distributed with this package.

Installation

SNOPT.jl needs a SNOPT shared library (libsnopt7.so on Linux, libsnopt7.dylib on Intel macOS, libsnopt7.dll on Windows). Set the SNOPTDIR environment variable to the directory containing it, then add the package:

import Pkg
Pkg.add("SNOPT")

using SNOPT
SNOPT.has_snopt()   # true once the library is found

SNOPTDIR is the recommended setup on Linux and macOS. If it is unset, SNOPT.jl also searches the platform library-path variables:

export LD_LIBRARY_PATH=/path/to/snopt:$LD_LIBRARY_PATH
export DYLD_LIBRARY_PATH=/path/to/snopt:$DYLD_LIBRARY_PATH   # macOS

If the library is not found, the package still loads; has_snopt() returns false and solves raise an informative error.

SNOPT solves are process-serial: run one solve at a time per Julia process, and use multiple Julia processes for parallel solves.

Usage

For most modeling workflows, the preferred interface will be Optimization.jl. Support for that interface is currently in progress. SNOPT.jl itself provides a compact API for driving SNOPT directly with Julia callbacks.

The main entry point is snopt, which solves a problem through SNOPT's snOptB interface. You supply an objective f(x), its gradient g!(g, x), and a starting point:

using SNOPT

result = snopt(
    x -> (x[1] - 1)^2 + (x[2] - 2)^2,                          # objective
    (g, x) -> (g[1] = 2(x[1]-1); g[2] = 2(x[2]-2); nothing),   # gradient
    [0.0, 0.0];
    lb = -10.0, ub = 10.0,
    options = ["Major print level" => 0, :minor_print_level => 0],
)

result.status          # SNOPT inform code
result.status_symbol   # e.g. :Solve_Succeeded
result.objective       # final objective value
result.x               # solution vector

Key points of the low-level interface:

• Constraints. Pass eval_con, eval_jac, lcon, ucon, and an optional sparse Jacobian sparsity pattern J (a SparseMatrixCSC). eval_jac(jnz, x) fills the Jacobian nonzeros in J's column-major order; if J is omitted, a dense pattern is assumed. The solve workspace is sized automatically from SNOPT's own snMemB estimator, exposed as snmemb.
• Options. A vector of pairs whose keys are strings or symbols (symbol underscores become spaces, so :major_print_level => 0 equals "Major print level" => 0). Options can also be read from a specs file with read_options.
• Monitoring. snlog receives a SnoptMajorLog per major iteration (counters, objective, infeasibilities, the current point); the lower-level callback keyword fires on each objective/constraint evaluation. Returning false from either requests early termination.

result = snopt(f, g!, x0;
    options = ["Major print level" => 1],
    snlog = event -> (println("major $(event.major_iter): f = $(event.objective)"); true),
)

Beyond snopt, the package exports the snOptA/snOptB/snOptC problem types (SnoptA, SnoptB/SnoptProblem, SnoptC), their in-place solvers (snopta!, snoptb!, snoptc!, snopt!), workspace management (initialize, set_option!, snmemb), and callback builders (make_objfun, make_confun, make_usrfun_a, make_usrfun_c, make_snlog). See the documentation and the examples/ directory (hs71.jl, unconstrained.jl) for full worked problems.

Platform support

Linux is tested with a compatible libsnopt7.

macOS on Intel should work with a compatible x86_64 libsnopt7.dylib, but it has not been tested by the maintainers. Apple Silicon is not currently tested or supported.

Windows requires a libsnopt7.dll built from the SNOPT source with MinGW (the Intel-compiled distribution is not ABI-compatible). If recompiling is not an option, WSL is a working alternative.

Acknowledgements

This package draws on prior Julia SNOPT wrappers:

• snopt/SNOPT7.jl
• byuflowlab/Snopt.jl
• Yuricst/joptimise