SOL TOMLAB /SOL Solver Reference

This page is part of the SOL Manual. See SOL.

The SOL solvers are a set of Fortran solvers that were developed by the Stanford Systems Optimization Laboratory (SOL). <xr id="tab:solSolvers" /> lists the solvers included in TOMLAB /SOL. The solvers are called using a set of MEX-file interfaces developed as part of TOMLAB. All functionality of the SOL solvers are available and changeable in the TOMLAB framework in Matlab.

Detailed descriptions of the TOMLAB /SOL solvers are given in the following sections. Also see the M-file help for each solver.

The solvers reference guides for the TOMLAB /SOL solvers are available for download from the TOMLAB home page http://tomopt.com. There is also detailed instruction for using the solvers in SOL Using the SOL Solvers in TOMLAB. Extensive TOMLAB m-file help is also available, for example help snoptTL in Matlab will display the features of the SNOPT solver using the TOMLAB format.

TOMLAB /SOL solves nonlinear optimization problems (con) defined as

${\begin{array}{ll}\min \limits _{x}&f(x)\\&\\s/t&{\begin{array}{lcccl}x_{L}&\leq &x&\leq &x_{U},\\b_{L}&\leq &Ax&\leq &b_{U}\\c_{L}&\leq &c(x)&\leq &c_{U}\\\end{array}}\end{array}}$

where Failed to parse (SVG with PNG fallback (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x, x_L, x_U \in \MATHSET{R}^n} , Failed to parse (unknown function "\MATHSET"): {\displaystyle f(x) \in \MATHSET{R}} , Failed to parse (unknown function "\MATHSET"): {\displaystyle A \in \MATHSET{R}^{m_1 \times n}} , Failed to parse (unknown function "\MATHSET"): {\displaystyle b_L,b_U \in \MATHSET{R}^{m_1}} and Failed to parse (unknown function "\MATHSET"): {\displaystyle c_L,c(x),c_U \in \MATHSET{R}^{m_2}} .

quadratic programming (qp) problems defined as

${\begin{array}{ll}\min \limits _{x}&f(x)={\frac {1}{2}}x^{T}Fx+c^{T}x\\&\\s/t&{\begin{array}{lcccl}x_{L}&\leq &x&\leq &x_{U},\\b_{L}&\leq &Ax&\leq &b_{U}\\\end{array}}\end{array}}$

where Failed to parse (unknown function "\MATHSET"): {\displaystyle c, x, x_L, x_U \in \MATHSET{R}^n} , Failed to parse (unknown function "\MATHSET"): {\displaystyle F \in \MATHSET{R}^{n \times n}} , Failed to parse (unknown function "\MATHSET"): {\displaystyle A \in \MATHSET{R}^{m_1 \times n}} , and Failed to parse (unknown function "\MATHSET"): {\displaystyle b_L,b_U \in \MATHSET{R}^{m_1}} .

linear programming (lp) problems defined as

${\begin{array}{ll}\min \limits _{x}&f(x)=c^{T}x\\&\\s/t&{\begin{array}{lcccl}x_{L}&\leq &x&\leq &x_{U},\\b_{L}&\leq &Ax&\leq &b_{U}\\\end{array}}\end{array}}$

where Failed to parse (unknown function "\MATHSET"): {\displaystyle c, x, x_L, x_U \in \MATHSET{R}^n} , Failed to parse (unknown function "\MATHSET"): {\displaystyle A \in \MATHSET{R}^{m_1 \times n}} , and Failed to parse (unknown function "\MATHSET"): {\displaystyle b_L,b_U \in \MATHSET{R}^{m_1}} .

linear least squares (lls) problems defined as

${\begin{array}{ll}\min \limits _{x}&f(x)={\frac {1}{2}}||Cx-d||\\&\\s/t&{\begin{array}{lcccl}x_{L}&\leq &x&\leq &x_{U},\\b_{L}&\leq &Ax&\leq &b_{U}\\\end{array}}\end{array}}$

where Failed to parse (unknown function "\MATHSET"): {\displaystyle x, x_L, x_U \in \MATHSET{R}^n} , Failed to parse (unknown function "\MATHSET"): {\displaystyle d \in \MATHSET{R}^M} , Failed to parse (unknown function "\MATHSET"): {\displaystyle C \in \MATHSET{R}^{M \times n}} , Failed to parse (unknown function "\MATHSET"): {\displaystyle A \in \MATHSET{R}^{m_1 \times n}} , Failed to parse (unknown function "\MATHSET"): {\displaystyle b_L,b_U \in \MATHSET{R}^{m_1}} .

and constrained nonlinear least squares problems defined as

${\begin{array}{ll}\min \limits _{x}&f(x)={\frac {1}{2}}r(x)^{T}r(x)\\&\\s/t&{\begin{array}{lcccl}x_{L}&\leq &x&\leq &x_{U},\\b_{L}&\leq &Ax&\leq &b_{U}\\c_{L}&\leq &c(x)&\leq &c_{U}\\\end{array}}\end{array}}$

where Failed to parse (unknown function "\MATHSET"): {\displaystyle x, x_L, x_U \in \MATHSET{R}^n} , Failed to parse (unknown function "\MATHSET"): {\displaystyle r(x) \in \MATHSET{R}^M} , Failed to parse (unknown function "\MATHSET"): {\displaystyle A \in \MATHSET{R}^{m_1 \times n}} , Failed to parse (unknown function "\MATHSET"): {\displaystyle b_L,b_U \in \MATHSET{R}^{m_1}} and Failed to parse (unknown function "\MATHSET"): {\displaystyle c_L,c(x),c_U \in \MATHSET{R}^{m_2}} .

<figtable id="tab:solSolvers">

The SOL optimization solvers in TOMLAB /SOL.

Function	Description
MINOS 5.5	Sparse linear and nonlinear programming with linear and nonlinear constraints.
LP-MINOS	A special version of the MINOS 5.5 MEX-file interface for sparse linear programming.
QP-MINOS	A special version of the MINOS 5.5 MEX-file interface for sparse quadratic programming.
LPOPT 1.0-10	Dense linear programming.
QPOPT 1.0-10	Non-convex quadratic programming with dense constraint matrix and sparse or dense quadratic matrix.
LSSOL 1.05-4	Dense linear and quadratic programs (convex), and constrained linear least squares problems.
NLSSOL 5.0-2	Constrained nonlinear least squares. NLSSOL is based on NPSOL. No reference except for general NPSOL reference.
NPSOL 5.02	Dense linear and nonlinear programming with linear and nonlinear constraints.
SNOPT 7.1-1	Large, sparse linear and nonlinear programming with linear and nonlinear constraints.
SQOPT 7.1-1	Sparse convex quadratic programming.

</figtable>