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

412 APPENDIX B. PARAMETERS Possible Values: Any number between 0.0 and 1.0. Default value: 1.0e-8 B.1.27 dparam.intpnt nl tol rel gap Corresponding constant: dparam.intpnt nl tol rel gap Description: Relative gap termination tolerance for nonlinear problems. Possible Values: Any number between 1.0e-14 and +inf. Default value: 1.0e-6 B.1.28 dparam.intpnt nl tol rel step Corresponding constant: dparam.intpnt nl tol rel step Description: Relative step size to the boundary for general nonlinear optimization problems. Possible Values: Any number between 1.0e-4 and 0.9999999. Default value: 0.995 B.1.29 dparam.intpnt tol dfeas Corresponding constant: dparam.intpnt tol dfeas Description: Dual feasibility tolerance used for linear and quadratic optimization problems. Possible Values: Any number between 0.0 and 1.0.

B.1. DPARAM: DOUBLE PARAMETERS 413 Default value: 1.0e-8 B.1.30 dparam.intpnt tol dsafe Corresponding constant: dparam.intpnt tol dsafe Description: Controls the initial dual starting point used by the interior-point optimizer. If the interior-point optimizer converges slowly. Possible Values: Any number between 1.0e-4 and +inf. Default value: 1.0 B.1.31 dparam.intpnt tol infeas Corresponding constant: dparam.intpnt tol infeas Description: Controls when the 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.1.32 dparam.intpnt tol mu red Corresponding constant: dparam.intpnt tol mu red Description: Relative complementarity gap tolerance. Possible Values: Any number between 0.0 and 1.0.

412 APPENDIX B. PARAMETERS<br />

Possible Values:<br />

Any number between 0.0 and 1.0.<br />

Default value:<br />

1.0e-8<br />

B.1.27<br />

dparam.intpnt nl tol rel gap<br />

Corresponding constant:<br />

dparam.intpnt nl tol rel gap<br />

Description:<br />

Relative gap termination tolerance for nonlinear problems.<br />

Possible Values:<br />

Any number between 1.0e-14 and +inf.<br />

Default value:<br />

1.0e-6<br />

B.1.28<br />

dparam.intpnt nl tol rel step<br />

Corresponding constant:<br />

dparam.intpnt nl tol rel step<br />

Description:<br />

Relative step size to the boundary for general nonlinear optimization problems.<br />

Possible Values:<br />

Any number between 1.0e-4 and 0.9999999.<br />

Default value:<br />

0.995<br />

B.1.29<br />

dparam.intpnt tol dfeas<br />

Corresponding constant:<br />

dparam.intpnt tol dfeas<br />

Description:<br />

Dual feasibility tolerance used for linear and quadratic optimization problems.<br />

Possible Values:<br />

Any number between 0.0 and 1.0.

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