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NEOS Interfaces to filterMPEC

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The NEOS Server offers FilterMPEC for the solution of mathematical programs with equilibrium constraints (MPECs) formulated in AMPL format. FilterMPEC is suitable for medium-scale nonlinearly constrained MPECs.

FilterMPEC is an extension of filterSQP, which implements a Sequential Quadratic Programming solver which is suitable for solving medium-scale nonlinearly constrained problems. FilterMPEC internally reformulates the complementarity constraints as nonlinear inequalities, and solves the resulting nonlinearly constrained optimization problem with filterSQP. It offers the user a choice of a variety of reformulations.

filterSQP was developed by Roger Fletcher, and Sven Leyffer. Additional information on filterSQP can be found in the user manual for filter .

Using the NEOS Server for FilterMPEC

The user must submit a model in AMPL format using "complements" to model complementarity constraints, which are reformulated internally as nonlinear equations. Examples of MPEC models in AMPL format can be found in MacMPEC .

The model is specified by a model file, and optionally, a data file and a commands file.

If the command file is specified it must contain the AMPL solve command.

The commands file can contain any AMPL command or set options for FilterMPEC . Printing directed to standard out is returned to the user with the output.

Enter the location of the ampl model (local file)
Model File:

Enter the location of the ampl data file (local file)
Data File:

Enter the location of the ampl commands file (local file)
Commands File:


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