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

410 APPENDIX B. PARAMETERS See also: • dparam.intpnt co tol near rel Optimality tolerance for the conic solver. B.1.21 dparam.intpnt co tol rel gap Corresponding constant: dparam.intpnt co tol rel gap Description: Relative gap termination tolerance used by the conic interior-point optimizer. Possible Values: Any number between 0.0 and 1.0. Default value: 1.0e-7 See also: • dparam.intpnt co tol near rel Optimality tolerance for the conic solver. B.1.22 dparam.intpnt nl merit bal Corresponding constant: dparam.intpnt nl merit bal Description: Controls if the complementarity and infeasibility is converging to zero at about equal rates. Possible Values: Any number between 0.0 and 0.99. Default value: 1.0e-4 B.1.23 dparam.intpnt nl tol dfeas Corresponding constant: dparam.intpnt nl tol dfeas Description: Dual feasibility tolerance used when a nonlinear model is solved.

B.1. DPARAM: DOUBLE PARAMETERS 411 Possible Values: Any number between 0.0 and 1.0. Default value: 1.0e-8 B.1.24 dparam.intpnt nl tol mu red Corresponding constant: dparam.intpnt nl tol mu red Description: Relative complementarity gap tolerance. Possible Values: Any number between 0.0 and 1.0. Default value: 1.0e-12 B.1.25 dparam.intpnt nl tol near rel Corresponding constant: dparam.intpnt nl tol near rel Description: If the MOSEK nonlinear interior-point optimizer 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: 1000.0 B.1.26 dparam.intpnt nl tol pfeas Corresponding constant: dparam.intpnt nl tol pfeas Description: Primal feasibility tolerance used when a nonlinear model is solved.

410 APPENDIX B. PARAMETERS<br />

See also:<br />

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

B.1.21<br />

dparam.intpnt co tol rel gap<br />

Corresponding constant:<br />

dparam.intpnt co tol rel gap<br />

Description:<br />

Relative gap termination 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-7<br />

See also:<br />

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

B.1.22<br />

dparam.intpnt nl merit bal<br />

Corresponding constant:<br />

dparam.intpnt nl merit bal<br />

Description:<br />

Controls if the complementarity and infeasibility is converging to zero at about equal rates.<br />

Possible Values:<br />

Any number between 0.0 and 0.99.<br />

Default value:<br />

1.0e-4<br />

B.1.23<br />

dparam.intpnt nl tol dfeas<br />

Corresponding constant:<br />

dparam.intpnt nl tol dfeas<br />

Description:<br />

Dual feasibility tolerance used when a nonlinear model is solved.

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