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.
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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.
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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.
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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).