GAMS — The Solver Manuals - Available Software

532 SNOPT
of (nonlinear) nonzeroes, etc.). In most cases this is sufficient to solve the model. In some extreme cases
SNOPT may need more memory, and the user can specify this with this option. The amount of memory is
specified in MB. Example: m.workspace = 5;.
m.workfactor
This increased the available work space for SNOPT by a factor. E.g. m.workfactor = 2; will double the
available memory.
4.3 SNOPT options
SNOPT options are specified in a file called snopt.opt which should reside in the working directory (this is
the project directory when running models from the IDE). To tell SNOPT to read this file, use the statement
m.optfile = 1; in the model (see §4.2).
An example of a valid snopt.opt is:
Hessian full memory
Hessian frequency 20
Users familiar with the SNOPT distribution from Stanford University will notice that the begin and end keywords
are missing. These markers are optional in GAMS/SNOPT and will be ignored. Therefore, the following option
file is also accepted:
begin
Hessian full memory
Hessian frequency 20
end
All options are case-insensitive. A line is a comment line if it starts with an asterisk, *, in column one.
Here follows a description of all SNOPT options that are possibly useful in a GAMS environment:
Check frequency i
Every ith minor iteration after the most recent basis factorization, a numerical test is made to see if the
current solution x satisfies the general linear constraints (including linearized nonlinear constraints, if any).
The constraints are of the form Ax − s = b, where s is the set of slack variables. To perform the numerical
test, the residual vector r = b − Ax + s is computed. If the largest component of r is judged to be too large,
the current basis is refactorized and the basic variables are recomputed to satisfy the general constraints
more accurately.
Check frequency 1 is useful for debugging purposes, but otherwise this option should not be needed.
Default: check frequency 60.
Cold Start
Requests that the CRASH procedure be used to choose an initial basis.
Crash option i
Except on restarts, a CRASH procedure is used to select an initial basis from certain rows and columns of
the constraint matrix ( A − I ). The Crash option i determines which rows and columns of A are eligible
initially, and how many times CRASH is called. Columns of −I are used to pad the basis where necessary.
Crash option 0: The initial basis contains only slack variables: B = I.
Crash option 1: CRASH is called once, looking for a triangular basis in all rows and columns of the
matrix A.
Crash option 2: CRASH is called twice (if there are nonlinear constraints). The first call looks for
a triangular basis in linear rows, and the iteration proceeds with simplex iterations until the linear
constraints are satisfied. The Jacobian is then evaluated for the first major iteration and CRASH is
called again to find a triangular basis in the nonlinear rows (retaining the current basis for linear rows).