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The SNOPT solver is a Nonlinear Programming (NLP) solver. SNOPT is especially effective for nonlinear problems whose functions and gradients are expensive to evaluate. The functions should be smooth but need not be convex.
SNOPT is highly effective for problems with a nonlinear objective function and large numbers of sparse linear constraints (as well as bounds on the variables).
About SNOPT
SNOPT is developed and supported by Philip Gill, Walter Murray and Michael Saunders through Stanford Business Software, Inc.
Website: 
http://sbsi-sol-optimize.com/asp/sol_product_snopt.htm
Supported Versions
AIMMS supports SNOPT 6.1 and 7.2. Also available in free trial license of AIMMS.
