The MOSEK Python optimizer API manual Version 7.0 (Revision 141)
Optimizer API for Python - Documentation - Mosek Optimizer API for Python - Documentation - Mosek
400 APPENDIX B. PARAMETERS • iparam.solution callback. Indicates whether solution call-backs will be performed during the optimization. Simplex optimizer parameters. Parameters defining the behavior of the simplex optimizer for linear problems. • dparam.basis rel tol s. Maximum relative dual bound violation allowed in an optimal basic solution. • dparam.basis tol s. Maximum absolute dual bound violation in an optimal basic solution. • dparam.basis tol x. basic solution. Maximum absolute primal bound violation allowed in an optimal • iparam.log sim. Controls the amount of log information from the simplex optimizers. • iparam.log sim freq. Controls simplex logging frequency. • iparam.log sim minor. Currently not in use. • iparam.sim basis factor use. Controls whether a (LU) factorization of the basis is used in a hot-start. Forcing a refactorization sometimes improves the stability of the simplex optimizers, but in most cases there is a performance penanlty. • iparam.sim degen. Controls how aggressively degeneration is handled. • iparam.sim dual phaseone method. An exprimental feature. • iparam.sim exploit dupvec. duplicated columns. Controls if the simplex optimizers are allowed to exploit • iparam.sim hotstart. Controls the type of hot-start that the simplex optimizer perform. • iparam.sim integer. An exprimental feature. • dparam.sim lu tol rel piv. Relative pivot tolerance employed when computing the LU factorization of the basis matrix. • iparam.sim max iterations. Maximum number of iterations that can be used by a simplex optimizer. • iparam.sim max num setbacks. Controls how many set-backs that are allowed within a simplex optimizer. • iparam.sim non singular. Controls if the simplex optimizer ensures a non-singular basis, if possible. • iparam.sim primal phaseone method. An exprimental feature. • iparam.sim reformulation. Controls if the simplex optimizers are allowed to reformulate the problem. • iparam.sim save lu. Controls if the LU factorization stored should be replaced with the LU factorization corresponding to the initial basis. • iparam.sim scaling. Controls how much effort is used in scaling the problem before a simplex optimizer is used. • iparam.sim scaling method. Controls how the problem is scaled before a simplex optimizer is used.
401 • iparam.sim solve form. Controls whether the primal or the dual problem is solved by the primal-/dual- simplex optimizer. • iparam.sim stability priority. Controls how high priority the numerical stability should be given. • iparam.sim switch optimizer. Controls the simplex behavior. • dparam.simplex abs tol piv. Absolute pivot tolerance employed by the simplex optimizers. Solution input/output parameters. Parameters defining the behavior of solution reader and writer. • sparam.bas sol file name. Name of the bas solution file. • sparam.int sol file name. Name of the int solution file. • sparam.itr sol file name. Name of the itr solution file. • iparam.sol filter keep basic. Controls the license manager client behavior. • 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. Termination criterion parameters. Parameters which define termination and optimality criteria and related information. • dparam.basis rel tol s. Maximum relative dual bound violation allowed in an optimal basic solution. • dparam.basis tol s. Maximum absolute dual bound violation in an optimal basic solution. • dparam.basis tol x. basic solution. Maximum absolute primal bound violation allowed in an optimal • iparam.bi max iterations. Maximum number of iterations after basis identification. • 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 max iterations. Controls the maximum number of iterations allowed in the interior-point optimizer.
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401<br />
• iparam.sim solve form. Controls whether the primal or the dual problem is solved by the<br />
primal-/dual- simplex <strong>optimizer</strong>.<br />
• iparam.sim stability priority. Controls how high priority the numerical stability should<br />
be given.<br />
• iparam.sim switch <strong>optimizer</strong>. Controls the simplex behavior.<br />
• dparam.simplex abs tol piv. Absolute pivot tolerance employed by the simplex <strong>optimizer</strong>s.<br />
Solution input/output parameters.<br />
Parameters defining the behavior of solution reader and writer.<br />
• sparam.bas sol file name. Name of the bas solution 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.<br />
• iparam.sol filter keep basic. Controls the license manager client behavior.<br />
• sparam.sol filter xc low. Solution file filter.<br />
• sparam.sol filter xc upr. Solution file filter.<br />
• sparam.sol filter xx low. Solution file filter.<br />
• sparam.sol filter xx upr. Solution file filter.<br />
Termination criterion parameters.<br />
Parameters which define termination and optimality criteria and related information.<br />
• dparam.basis rel tol s. Maximum relative dual bound violation allowed in an optimal<br />
basic solution.<br />
• dparam.basis tol s. Maximum absolute dual bound violation in an optimal basic solution.<br />
• dparam.basis tol x.<br />
basic solution.<br />
Maximum absolute primal bound violation allowed in an optimal<br />
• iparam.bi max iterations. Maximum number of iterations after basis identification.<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 />
Relative gap termination tolerance used by the conic<br />
• iparam.intpnt max iterations. Controls the maximum number of iterations allowed in<br />
the interior-point <strong>optimizer</strong>.
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