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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392 APPENDIX B. PARAMETERS Infeasibility report parameters. • iparam.log infeas ana. Controls log level for the infeasibility analyzer. Interior-point method parameters. Parameters defining the behavior of the interior-point method for linear, conic and convex problems. • iparam.bi ignore max iter. Turns on basis identification in case the interior-point optimizer is terminated due to maximum number of iterations. • iparam.bi ignore num error. Turns on basis identification in case the interior-point optimizer is terminated due to a numerical problem. • dparam.check convexity rel tol. Convexity check tolerance. • iparam.intpnt basis. Controls whether basis identification is performed. • 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. Relative gap termination tolerance used by the conic • iparam.intpnt diff step. Controls whether different step sizes are allowed in the primal and dual space. • iparam.intpnt max iterations. Controls the maximum number of iterations allowed in the interior-point optimizer. • iparam.intpnt max num cor. Maximum number of correction steps. • iparam.intpnt max num refinement steps. Maximum number of steps to be used by the iterative search direction refinement. • dparam.intpnt nl merit bal. Controls if the complementarity and infeasibility is converging to zero at about equal rates. • dparam.intpnt nl tol dfeas. Dual feasibility tolerance used when a nonlinear model is solved. • dparam.intpnt nl tol mu red. Relative complementarity gap tolerance. • dparam.intpnt nl tol near rel. Nonlinear solver optimality tolerance parameter. • dparam.intpnt nl tol pfeas. Primal feasibility tolerance used when a nonlinear model is solved. Relative gap termination tolerance for nonlinear prob- • dparam.intpnt nl tol rel gap. lems.

393 • dparam.intpnt nl tol rel step. Relative step size to the boundary for general nonlinear optimization problems. • iparam.intpnt off col trh. Controls the aggressiveness of the offending column detection. • iparam.intpnt order method. Controls the ordering strategy. • iparam.intpnt regularization use. Controls whether regularization is allowed. • iparam.intpnt scaling. optimizer is used. Controls how the problem is scaled before the interior-point • iparam.intpnt solve form. Controls whether the primal or the dual problem is solved. • iparam.intpnt starting point. Starting point used by the interior-point optimizer. • dparam.intpnt tol dfeas. Dual feasibility tolerance used for linear and quadratic optimization problems. • dparam.intpnt tol dsafe. Controls the interior-point dual starting point. • dparam.intpnt tol infeas. Nonlinear solver infeasibility tolerance parameter. • dparam.intpnt tol mu red. Relative complementarity gap tolerance. • dparam.intpnt tol path. interior-point centering aggressiveness. • dparam.intpnt tol pfeas. Primal feasibility tolerance used for linear and quadratic optimization problems. • dparam.intpnt tol psafe. Controls the interior-point primal starting point. • dparam.intpnt tol rel gap. Relative gap termination tolerance. • dparam.intpnt tol rel step. Relative step size to the boundary for linear and quadratic optimization problems. • dparam.intpnt tol step size. If the step size falls below the value of this parameter, then the interior-point optimizer assumes that it is stalled. In other words the interiorpoint optimizer does not make any progress and therefore it is better stop. • iparam.log intpnt. Controls the amount of log information from the interior-point optimizers. • iparam.log presolve. Controls amount of output printed by the presolve procedure. A higher level implies that more information is logged. • dparam.qcqo reformulate rel drop tol. This parameter determines when columns are dropped in incomplete cholesky factorization doing reformulation of quadratic problems. License manager parameters. Controls if license overuse is allowed when caching li- • iparam.license allow overuse. censes • iparam.license debug. Controls the license manager client debugging behavior. • iparam.license pause time. Controls license manager client behavior. • iparam.license suppress expire wrns. Controls license manager client behavior. • iparam.license wait. Controls if MOSEK should queue for a license if none is available.

393<br />

• dparam.intpnt nl tol rel step. Relative step size to the boundary for general nonlinear<br />

optimization problems.<br />

• iparam.intpnt off col trh. Controls the aggressiveness of the offending column detection.<br />

• iparam.intpnt order method. Controls the ordering strategy.<br />

• iparam.intpnt regularization use. Controls whether regularization is allowed.<br />

• iparam.intpnt scaling.<br />

<strong>optimizer</strong> is used.<br />

Controls how the problem is scaled before the interior-point<br />

• iparam.intpnt solve form. Controls whether the primal or the dual problem is solved.<br />

• iparam.intpnt starting point. Starting point used by the interior-point <strong>optimizer</strong>.<br />

• dparam.intpnt tol dfeas. Dual feasibility tolerance used for linear and quadratic optimization<br />

problems.<br />

• dparam.intpnt tol dsafe. Controls the interior-point dual starting point.<br />

• dparam.intpnt tol infeas. Nonlinear solver infeasibility tolerance parameter.<br />

• dparam.intpnt tol mu red. Relative complementarity gap tolerance.<br />

• dparam.intpnt tol path. interior-point centering aggressiveness.<br />

• dparam.intpnt tol pfeas. Primal feasibility tolerance used for linear and quadratic optimization<br />

problems.<br />

• dparam.intpnt tol psafe. Controls the interior-point primal starting point.<br />

• dparam.intpnt tol rel gap. Relative gap termination tolerance.<br />

• dparam.intpnt tol rel step. Relative step size to the boundary for linear and quadratic<br />

optimization problems.<br />

• dparam.intpnt tol step size. If the step size falls below the value of this parameter,<br />

then the interior-point <strong>optimizer</strong> assumes that it is stalled. In other words the interiorpoint<br />

<strong>optimizer</strong> does not make any progress and therefore it is better stop.<br />

• iparam.log intpnt. Controls the amount of log information from the interior-point <strong>optimizer</strong>s.<br />

• iparam.log presolve. Controls amount of output printed by the presolve procedure. A<br />

higher level implies that more information is logged.<br />

• dparam.qcqo reformulate rel drop tol. This parameter determines when columns are<br />

dropped in incomplete cholesky factorization doing reformulation of quadratic problems.<br />

License manager parameters.<br />

Controls if license overuse is allowed when caching li-<br />

• iparam.license allow overuse.<br />

censes<br />

• iparam.license debug. Controls the license manager client debugging behavior.<br />

• iparam.license pause time. Controls license manager client behavior.<br />

• iparam.license suppress expire wrns. Controls license manager client behavior.<br />

• iparam.license wait. Controls if <strong>MOSEK</strong> should queue for a license if none is available.

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