The MOSEK Python optimizer API manual Version 7.0 (Revision 141)
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The MOSEK Python optimizer API manual Version 7.0 (Revision 141)

Optimizer API for Python - Documentation - Mosek Optimizer API for Python - Documentation - Mosek

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25.11.2015 Views

390 APPENDIX B. PARAMETERS • sparam.feasrepair name wsumviol. Feasibility repair name violation name. Conic interior-point method parameters. Parameters defining the behavior of the interior-point method for conic problems. • dparam.intpnt co tol dfeas. Dual feasibility tolerance used by the conic interior-point optimizer. • dparam.intpnt co tol infeas. Infeasibility tolerance for the conic solver. • dparam.intpnt co tol mu red. Optimality tolerance for the conic solver. • dparam.intpnt co tol near rel. Optimality tolerance for the conic solver. • dparam.intpnt co tol pfeas. Primal feasibility tolerance used by the conic interior-point optimizer. • dparam.intpnt co tol rel gap. interior-point optimizer. Data check parameters. Relative gap termination tolerance used by the conic These parameters defines data checking settings and problem data tolerances, i.e. which values are rounded to 0 or infinity, and which values are large or small enough to produce a warning. • dparam.data tol aij. Data tolerance threshold. • dparam.data tol aij huge. Data tolerance threshold. • dparam.data tol aij large. Data tolerance threshold. • dparam.data tol bound inf. Data tolerance threshold. • dparam.data tol bound wrn. Data tolerance threshold. • dparam.data tol c huge. Data tolerance threshold. • dparam.data tol cj large. Data tolerance threshold. • dparam.data tol qij. Data tolerance threshold. • dparam.data tol x. Data tolerance threshold. • iparam.log check convexity. Controls logging in convexity check on quadratic problems. Set to a positive value to turn logging on. If a quadratic coefficient matrix is found to violate the requirement of PSD (NSD) then a list of negative (positive) pivot elements is printed. The absolute value of the pivot elements is also shown. Data input/output parameters. Parameters defining the behavior of data readers and writers. • sparam.bas sol file name. Name of the bas solution file. • sparam.data file name. Data are read and written to this file. • sparam.debug file name. MOSEK debug file. • sparam.int sol file name. Name of the int solution file. • sparam.itr sol file name. Name of the itr solution file.

391 • iparam.log file. If turned on, then some log info is printed when a file is written or read. • sparam.mio debug string. For internal use only. • sparam.param comment sign. Solution file comment character. • sparam.param read file name. Modifications to the parameter database is read from this file. • sparam.param write file name. The parameter database is written to this file. • sparam.read mps bou name. Name of the BOUNDS vector used. An empty name means that the first BOUNDS vector is used. • sparam.read mps obj name. Objective name in the MPS file. • sparam.read mps ran name. Name of the RANGE vector used. An empty name means that the first RANGE vector is used. • sparam.read mps rhs name. Name of the RHS used. An empty name means that the first RHS vector is used. • sparam.sol filter xc low. Solution file filter. • sparam.sol filter xc upr. Solution file filter. • sparam.sol filter xx low. Solution file filter. • sparam.sol filter xx upr. Solution file filter. • sparam.stat file name. Statistics file name. • sparam.stat key. Key used when writing the summary file. • sparam.stat name. Name used when writing the statistics file. • sparam.write lp gen var name. Added variable names in the LP files. Debugging parameters. These parameters defines that can be used when debugging a problem. • iparam.auto sort a before opt. Controls whether the elements in each column of A are sorted before an optimization is performed. Dual simplex optimizer parameters. Parameters defining the behavior of the dual simplex optimizer for linear problems. • iparam.sim dual crash. Controls whether crashing is performed in the dual simplex optimizer. • iparam.sim dual restrict selection. Controls how aggressively restricted selection is used. • iparam.sim dual selection. Controls the dual simplex strategy. Feasibility repair parameters. • dparam.feasrepair tol. Tolerance for constraint enforcing upper bound on sum of weighted violations in feasibility repair.

390 APPENDIX B. PARAMETERS<br />

• sparam.feasrepair name wsumviol. Feasibility repair name violation name.<br />

Conic interior-point method parameters.<br />

Parameters defining the behavior of the interior-point method for conic problems.<br />

• dparam.intpnt co tol dfeas. Dual feasibility tolerance used by the conic interior-point<br />

<strong>optimizer</strong>.<br />

• dparam.intpnt co tol infeas. Infeasibility tolerance for the conic solver.<br />

• dparam.intpnt co tol mu red. Optimality tolerance for the conic solver.<br />

• dparam.intpnt co tol near rel. Optimality tolerance for the conic solver.<br />

• dparam.intpnt co tol pfeas. Primal feasibility tolerance used by the conic interior-point<br />

<strong>optimizer</strong>.<br />

• dparam.intpnt co tol rel gap.<br />

interior-point <strong>optimizer</strong>.<br />

Data check parameters.<br />

Relative gap termination tolerance used by the conic<br />

<strong>The</strong>se parameters defines data checking settings and problem data tolerances, i.e. which values<br />

are rounded to 0 or infinity, and which values are large or small enough to produce a warning.<br />

• dparam.data tol aij. Data tolerance threshold.<br />

• dparam.data tol aij huge. Data tolerance threshold.<br />

• dparam.data tol aij large. Data tolerance threshold.<br />

• dparam.data tol bound inf. Data tolerance threshold.<br />

• dparam.data tol bound wrn. Data tolerance threshold.<br />

• dparam.data tol c huge. Data tolerance threshold.<br />

• dparam.data tol cj large. Data tolerance threshold.<br />

• dparam.data tol qij. Data tolerance threshold.<br />

• dparam.data tol x. Data tolerance threshold.<br />

• iparam.log check convexity. Controls logging in convexity check on quadratic problems.<br />

Set to a positive value to turn logging on.<br />

If a quadratic coefficient matrix is found to violate the requirement of PSD (NSD) then a<br />

list of negative (positive) pivot elements is printed. <strong>The</strong> absolute value of the pivot elements<br />

is also shown.<br />

Data input/output parameters.<br />

Parameters defining the behavior of data readers and writers.<br />

• sparam.bas sol file name. Name of the bas solution file.<br />

• sparam.data file name. Data are read and written to this file.<br />

• sparam.debug file name. <strong>MOSEK</strong> debug file.<br />

• sparam.int sol file name. Name of the int solution file.<br />

• sparam.itr sol file name. Name of the itr solution file.

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