mpec options


compl_del  delta to relax lin. of complementarity [default=0.1]
compl_frm  Identifies form of complements equation:      
	   1 : scalar product <= 0 [default]      
	   2 : componentwise product <= 0         
	   3 : min-function <= 0                  
	   4 : linear smoothed min <= 0           
	   5 : quadratic smoothed min <= 0        
	   6 : Fischer-Burmeister <= 0            
	   7 : natural residual function <= 0     
	   8 : Chen-Chen-Kanzow function          
	   9 : Andreani-Martinez function         
	  10 : quadratic smoothing with circles
compl_ini  Initial slacks = 0 or value of constr.
compl_kap  kappa to relax lin. of complementarity [default=1.0]
compl_lam  lambda parameter of Chen-Chen-Kanzow [default=0.7]
compl_sig  sigma in smoothed min function
compl_tol  Upper bound on complementarity constraint
eps        Tolerance for SQP solver [default 1E-6]
infty      A large number [default 1E20]
initlin    Linear feasibility initialization [default=1]
iprint     Print level (0=silent, 3=verbose)
kmax       Dimension of null-space Hessian [default 500]
maxf       Maximum filter length [default 100]
maxiter    Maximum number of iterations [default 1000]
mlp        Maximum level for QP degeneracy [default 1000]
mxlws      INTEGER workspace length
mxws       REAL workspace length
nout       Output channel [6 = screen]
objno      Objective number: 1 = first, 0 = none
pname      Problem name [default NLPproblem]
rho        Initial trust region size [default 10]
timing     whether to time evaluations (1 = yes)
tt         Parameter for upper bound on filter
ubd        Parameter for upper bound on filter
eps       Tolerance for solver (default 1E-6)
infty     A large number (default 1E20)
iprint    Print level (silent=0 <= iprint <= 3=verbose)
mxlws     INTEGER workspace length
mxws      REAL workspace length
objno     Objective number: 1 = first, 0 = none
rho       Initial trust region size (default = 10.0)
tt        Parameter for upper bound on filter
ubd       Parameter for upper bound on filter

Example:

Add the following to your command file to change the complementarity reformulation and set print level to 1:
option mpec_options "compl_frm=2 iprint=1";

Sven Leyffer