SQOPT is primarily intended for (but is not restricted to) large linear and quadratic problems with sparse constraint matrices. A quadratic term in the objective function is represented by a user-supplied subroutine that returns the product of the Hessian matrix with a given vector.
SQOPT is part of the SNOPT package for large-scale nonlinearly constrained optimization. SQOPT uses stable numerical methods throughout and includes a reliable basis package (for maintaining sparse LU factors of the basis matrix), a practical anti-degeneracy procedure, optional automatic scaling of the constraints, and elastic bounds on any number of constraints and variables.
The source code for SQOPT is re-entrant and is suitable for any machine with a Fortran compiler or the f2c translator. SQOPT may be called from a driver program (typically in Fortran, C, or MATLAB). SQOPT can also be used as a stand-alone package, reading data in the MPS format used by commercial mathematical programming systems.