The NEOS Server offers FilterMPEC for the solution of
mathematical programs with equilibrium constraints (MPECs)
FilterMPEC is suitable for medium-scale nonlinearly constrained
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
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
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
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
options for FilterMPEC .
Printing directed to standard out is returned
to the user with the output.