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
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.