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filterMPEC


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.


Web Submission Form
Model File
Enter the location of the ampl model (local file)
Data File
Enter the location of the ampl data file (local file)
Commands File
Enter the location of the ampl commands file (local file)
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