The NEOS Server offers FilterMPEC for the solution of mathematical programs with equilibrium constraints (MPECs). Problems can be submitted to filterMPEC on the NEOS server in AMPL format.
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. FilterMPEC is suitable for medium-scale nonlinearly constrained MPECs.
filterMPEC was developed by Roger Fletcher, and Sven Leyffer. Examples of MPEC models in AMPL format can be found in MacMPEC. Additional information on filterSQP can be found in the User's Manual for filter.
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 problem must be specified in a model file. A data file and commands files may also be provided. If the commands file is specified, it must contain the AMPL solve command; however, it must not contain the model or data commands. The model and data files are renamed internally by NEOS.
solve
model
data
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.