Mosek - Computer Sciences Department
Mosek - Computer Sciences Department Mosek - Computer Sciences Department
MOSEK 10MSK IPAR LOG BIoutput control for basis identificationMSK IPAR LOG INTPNToutput level of the interior-point optimizerMSK IPAR LOG MIOoutput level for mixed integer optimizerMSK IPAR LOG PRESOLVEoutput level for presolveMSK IPAR LOG SIMoutput level for simplexMSK IPAR LOG BI FREQfrequency of log output of basis identificationMSK IPAR LOG SIM FREQfrequency of log output of simplex optimizerMSK IPAR LOG MIO FREQfrequency of log output of mixed integer optimizerMSK IPAR WARNING LEVELwarning levelMSK IPAR MAX NUM WARNINGSmaximum number of warnings4.4 Interior Point Optimizer OptionsMSK IPAR INTPNT BASISswitch for basis identificationMSK DPAR INTPNT CO TOL DFEASdual feasibility tolerance for the conic interior-point optimizerMSK DPAR INTPNT CO TOL INFEASinfeasibility control for the conic interior-point optimizerMSK DPAR INTPNT CO TOL MU REDrelative complementarity tolerance for the conic interior-point optimizerMSK DPAR INTPNT CO TOL NEAR RELtermination tolerances for near optimal for the conic interior-point optimizerMSK DPAR INTPNT CO TOL PFEASprimal feasibility tolerance for the conic interior-point optimizerMSK DPAR INTPNT CO TOL REL GAPrelative optimality tolerance for the conic interior-point optimizerMSK IPAR INTPNT DIFF STEPswitch for different step sizesMSK IPAR INTPNT MAX ITERATIONSiteration limit for the interior-point optimizerMSK DPAR INTPNT NL MERIT BALbalance for complementarity and infeasibilityMSK DPAR INTPNT NL TOL DFEASdual feasibility tolerance for nonlinear problemsMSK DPAR INTPNT NL TOL MU REDrelative complementarity tolerance for nonlinear problemsMSK DPAR INTPNT NL TOL NEAR RELtermination tolerances for near optimal for nonlinear problemsMSK DPAR INTPNT NL TOL PFEASprimal feasibility tolerance for nonlinear problemsMSK DPAR INTPNT NL TOL REL GAPrelative optimality tolerance for nonlinear problems
MOSEK 11MSK DPAR INTPNT NL TOL REL STEPrelative step size to boundary for nonlinear problemsMSK IPAR INTPNT NUM THREADSnumber of threads for interior-point optimizerMSK IPAR INTPNT OFF COL TRHoffending column selectionMSK IPAR INTPNT ORDER METHODordering strategy selectionMSK IPAR INTPNT REGULARIZATION USEswitch for regularizationMSK IPAR INTPNT SCALINGscaling selection for interior-point optimizerMSK IPAR INTPNT SOLVE FORMsolve primal or the dual problem with interior-point optimizerMSK IPAR INTPNT STARTING POINTstarting point for interior-point optimizerMSK DPAR INTPNT TOL DFEASdual feasibility toleranceMSK DPAR INTPNT TOL DSAFEinitial dual starting controlMSK DPAR INTPNT TOL INFEASinfeasibility controlMSK DPAR INTPNT TOL MU REDrelative complementarity toleranceMSK DPAR INTPNT TOL PATHcentral path following for interior-point optimizerMSK DPAR INTPNT TOL PFEASprimal feasibility toleranceMSK DPAR INTPNT TOL PSAFEinitial primal starting controlMSK DPAR INTPNT TOL REL GAPrelative optimality toleranceMSK DPAR INTPNT TOL REL STEPrelative step size to boundaryMSK IPAR INTPNT MAX NUM CORmaximum number of correctorsMSK IPAR INTPNT MAX NUM REFINEMENT STEPSnumber of steps to be used by the iterative refinementUSE BASIS ESTuse MOSEK basis estimation in case of an interior solution4.5 Simplex Optimizer and Basis Identification OptionsMSK IPAR SIM DUAL CRASHdual simplex crashMSK IPAR SIM DUAL SELECTIONdual simplex pricing selectionMSK IPAR SIM HOTSTARTcontrols simplex hotstartMSK IPAR SIM MAX ITERATIONSsimplex iteration limitMSK IPAR SIM MAX NUM SETBACKSmaximum number of setbacks
- Page 2 and 3: MOSEK 2• Interior-point optimizer
- Page 4 and 5: MOSEK 41.5 Nonlinear ProgramsMOSEK
- Page 6 and 7: MOSEK 6The original problem is:∑d
- Page 8 and 9: MOSEK 8The first option specifies t
- Page 12 and 13: MOSEK 12MSK IPAR SIM PRIMAL CRASHpr
- Page 14 and 15: MOSEK 14MSK IPAR PRESOLVE LINDEP US
- Page 16 and 17: MOSEK 16MSK DPAR DATA TOL QIJ (real
- Page 18 and 19: MOSEK 18MSK DPAR INTPNT CO TOL NEAR
- Page 20 and 21: MOSEK 20MSK IPAR INTPNT STARTING PO
- Page 22 and 23: MOSEK 22MSK IPAR SIM PRIMAL CRASH (
- Page 24 and 25: MOSEK 24Coefficient reduction +512G
- Page 26 and 27: MOSEK 268 The optimizer for nonconv
- Page 28 and 29: MOSEK 28Simplex - cpu time: 0.00Pri
- Page 30: MOSEK 30Presolve - time : 0.00Preso
MOSEK 10MSK IPAR LOG BIoutput control for basis identificationMSK IPAR LOG INTPNToutput level of the interior-point optimizerMSK IPAR LOG MIOoutput level for mixed integer optimizerMSK IPAR LOG PRESOLVEoutput level for presolveMSK IPAR LOG SIMoutput level for simplexMSK IPAR LOG BI FREQfrequency of log output of basis identificationMSK IPAR LOG SIM FREQfrequency of log output of simplex optimizerMSK IPAR LOG MIO FREQfrequency of log output of mixed integer optimizerMSK IPAR WARNING LEVELwarning levelMSK IPAR MAX NUM WARNINGSmaximum number of warnings4.4 Interior Point Optimizer OptionsMSK IPAR INTPNT BASISswitch for basis identificationMSK DPAR INTPNT CO TOL DFEASdual feasibility tolerance for the conic interior-point optimizerMSK DPAR INTPNT CO TOL INFEASinfeasibility control for the conic interior-point optimizerMSK DPAR INTPNT CO TOL MU REDrelative complementarity tolerance for the conic interior-point optimizerMSK DPAR INTPNT CO TOL NEAR RELtermination tolerances for near optimal for the conic interior-point optimizerMSK DPAR INTPNT CO TOL PFEASprimal feasibility tolerance for the conic interior-point optimizerMSK DPAR INTPNT CO TOL REL GAPrelative optimality tolerance for the conic interior-point optimizerMSK IPAR INTPNT DIFF STEPswitch for different step sizesMSK IPAR INTPNT MAX ITERATIONSiteration limit for the interior-point optimizerMSK DPAR INTPNT NL MERIT BALbalance for complementarity and infeasibilityMSK DPAR INTPNT NL TOL DFEASdual feasibility tolerance for nonlinear problemsMSK DPAR INTPNT NL TOL MU REDrelative complementarity tolerance for nonlinear problemsMSK DPAR INTPNT NL TOL NEAR RELtermination tolerances for near optimal for nonlinear problemsMSK DPAR INTPNT NL TOL PFEASprimal feasibility tolerance for nonlinear problemsMSK DPAR INTPNT NL TOL REL GAPrelative optimality tolerance for nonlinear problems