Change major iterations limit in SNOPT

[researcher]

I'm trying to solve a problem using SNOPT, but the result is 

SNOPTA INFO  32 -- major iteration limit reached

How could I increase the major iteration limit in SNOPT using Yalmip? (I've tried using settings, but it seems that it doesn't have the field snopt)

Thanks!

[Johan Löfberg]

No, it is not supported. You have to create an options file in the format required by snopt

[researcher]

Thanks for the quick response. I've tried to include the option file, but I can't. For instance, for Knitro, I could do this:

sdpsettings('solver','knitro','knitro.optionsfile',knitro_options_filename)

But how could I do it for snopt (that doesn't have the snopt.optionsfile field)

Thanks again!

[Johan Löfberg]

As I said, not supported via yalmip

https://github.com/yalmip/YALMIP/issues/2

[Johan Löfberg]

which snopt interface are you using btw? some don't support options, some via files, and some recent which I haven't tried (and thus don't know if they work) now support an options strcture which thus would make them possible support via sdpsettings

snopt+matlab has been a shaky thing, so I've never used it or worked on the interface

[researcher]

I tried to use the snopt-matlab release v3.0.0, but I got the error 

Unrecognized function or variable 'snseti'

 Switching to the  snopt-matlab release v2.5.0 solved that error, and that's the release I'm currently using. 

Thanks again

[Johan Löfberg]

At the moment you will hack manually to get options, whether that is by manually injecting some options structure in the call, or setting up some suitable file

I've added a work-item to update the interface to 3.0 and add options support