The NEOS Server offers filter for the solution of nonlinearly-constrained
optimization problems. Problems can be submitted to filter on the NEOS
server in AMPL format.
filter implements a Sequential Quadratic Programming solver that is suitable
for large nonlinearly-constrained problems with a modest number of degrees
of freedom. filter implements a sequential quadratic programming (SQP) trust-region
algorithm with a "filter" to promote global convergence. The filter is a
list of pairs of objective values and norms of constraint violations. A new
step is accepted whenever it improves the objective or the constraints
compared to the filter. Otherwise, the step is rejected.
filter was developed by Roger Fletcher and Sven Leyffer.
Additional information on filter can be found in the
Manual for filterSQP.
The user must submit a model in AMPL
format. Examples are provided in the examples
section of the AMPL website.
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.
The commands file may include option settings for the solver. To specify
solver options, add
option filter_options 'OPTIONS';