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).