Solver fsqp is a nonlinear solver based on CFSQP, a nonlinear solver by Craig Lawrence, Jian L. Zhou, and Andre L. Tits that uses an SQP algorithm that evaluates the objective function only at feasible points. For more information on CFSQP and pointers to references on the FSQP algorithm, see http://www.aemdesign.com/ You must get CFSQP source files cfsqp.c and qld.c separately; see the FSQP web site (above) for details. It is most convenient to invoke fsqp with AMPL's solve command: ampl: option solver fsqp; ampl: solve; but fsqp can also be run separately, with invocation syntax fsqp stub [-AMPL] [keywd=[value] ...] in which stub comes from AMPL's write command. For example, > ampl -obfoo foo.mod foo.dat > fsqp foo demonstrates running fsqp separately; the ampl invocation writes file foo.nl (stub = "foo"), which fsqp reads. Command-line arguments to fsqp either have the form keywd=value where keywd is a suitable keyword, as discussed below. Alternatively, you can invoke fsqp the way AMPL's solve command does, i.e., fsqp stub -AMPL [keywd=value ...] where stub was specified in ampl -obstub ... or ampl -ogstub... Such an invocation causes fsqp to read from stub.nl and to write stub.sol. ---------------- Controlling fsqp ---------------- Fsqp reads keywords and values from the environment (shell) variable fsqp_options and from the command line. Execute fsqp -= for a summary of keywords that fsqp recognizes. ------------------ Sample Invocations ------------------ If you're using AMPL, just say option solver fsqp; solve; If you've executed, say, ampl -objunk junk.model junk.data then you could say fsqp junk maxiter=300 eps=1e-6 to force fsqp to run for at most 300 iterations and use convergence tolerance 1e-6. With the Bourne shell, either of the invocations fsqp_options='maxiter=300 eps=1e-6' fsqp junk or fsqp_options='maxiter=300 eps=1e-6' export fsqp_options fsqp junk would have the same effect; within AMPL, specifying option fsqp_options 'maxiter=300 eps=1e-6', solver fsqp; solve; would also have this effect. ----------------------- solve_result_num values ======================= Here is a table of solve_result_num values that "fsqp" can return to an AMPL session, along with the text that appears in the associated solve_message. Value Message 0 Optimal 200 Linear constraints are infeasible 201 Cannot satisfy the nonlinear constraints 202 Input data are inconsistent (details with iprint > 0) 400 Iteration limit 501 Line search failure 502 QP solver failed (d0) 503 QP solver failed (d1) 504 Overly tight stopping criteria (eps, epseqn) 505 Penalty parameter got too large ----------------------- Questions about this stuff? Contact dmg@ampl.com (David M. Gay).