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

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

25.11.2015 Views

408 APPENDIX B. PARAMETERS Possible Values: Any number between 1.0e-16 and 1.0e+16. Default value: 1.0e-10 B.1.16 dparam.intpnt co tol dfeas Corresponding constant: dparam.intpnt co tol dfeas Description: Dual feasibility tolerance used by the conic interior-point optimizer. Possible Values: Any number between 0.0 and 1.0. Default value: 1.0e-8 See also: • dparam.intpnt co tol near rel Optimality tolerance for the conic solver. B.1.17 dparam.intpnt co tol infeas Corresponding constant: dparam.intpnt co tol infeas Description: Controls when the conic interior-point optimizer declares the model primal or dual infeasible. A small number means the optimizer gets more conservative about declaring the model infeasible. Possible Values: Any number between 0.0 and 1.0. Default value: 1.0e-10

B.1. DPARAM: DOUBLE PARAMETERS 409 B.1.18 dparam.intpnt co tol mu red Corresponding constant: dparam.intpnt co tol mu red Description: Relative complementarity gap tolerance feasibility tolerance used by the conic interior-point optimizer. Possible Values: Any number between 0.0 and 1.0. Default value: 1.0e-8 B.1.19 dparam.intpnt co tol near rel Corresponding constant: dparam.intpnt co tol near rel Description: If MOSEK cannot compute a solution that has the prescribed accuracy, then it will multiply the termination tolerances with value of this parameter. If the solution then satisfies the termination criteria, then the solution is denoted near optimal, near feasible and so forth. Possible Values: Any number between 1.0 and +inf. Default value: 1000 B.1.20 dparam.intpnt co tol pfeas Corresponding constant: dparam.intpnt co tol pfeas Description: Primal feasibility tolerance used by the conic interior-point optimizer. Possible Values: Any number between 0.0 and 1.0. Default value: 1.0e-8

B.1. DPARAM: DOUBLE PARAMETERS 409<br />

B.1.18<br />

dparam.intpnt co tol mu red<br />

Corresponding constant:<br />

dparam.intpnt co tol mu red<br />

Description:<br />

Relative complementarity gap tolerance feasibility tolerance used by the conic interior-point<br />

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

Possible Values:<br />

Any number between 0.0 and 1.0.<br />

Default value:<br />

1.0e-8<br />

B.1.19<br />

dparam.intpnt co tol near rel<br />

Corresponding constant:<br />

dparam.intpnt co tol near rel<br />

Description:<br />

If <strong>MOSEK</strong> cannot compute a solution that has the prescribed accuracy, then it will multiply the<br />

termination tolerances with value of this parameter. If the solution then satisfies the termination<br />

criteria, then the solution is denoted near optimal, near feasible and so forth.<br />

Possible Values:<br />

Any number between 1.0 and +inf.<br />

Default value:<br />

1000<br />

B.1.20<br />

dparam.intpnt co tol pfeas<br />

Corresponding constant:<br />

dparam.intpnt co tol pfeas<br />

Description:<br />

Primal feasibility tolerance used by the conic interior-point <strong>optimizer</strong>.<br />

Possible Values:<br />

Any number between 0.0 and 1.0.<br />

Default value:<br />

1.0e-8

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