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

414 APPENDIX B. PARAMETERS Default value: 1.0e-16 B.1.33 dparam.intpnt tol path Corresponding constant: dparam.intpnt tol path Description: Controls how close the interior-point optimizer follows the central path. A large value of this parameter means the central is followed very closely. On numerical unstable problems it may be worthwhile to increase this parameter. Possible Values: Any number between 0.0 and 0.9999. Default value: 1.0e-8 B.1.34 dparam.intpnt tol pfeas Corresponding constant: dparam.intpnt tol pfeas Description: Primal feasibility tolerance used for linear and quadratic optimization problems. Possible Values: Any number between 0.0 and 1.0. Default value: 1.0e-8 B.1.35 dparam.intpnt tol psafe Corresponding constant: dparam.intpnt tol psafe Description: Controls the initial primal starting point used by the interior-point optimizer. If the interiorpoint optimizer converges slowly and/or the constraint or variable bounds are very large, then it may be worthwhile to increase this value.

B.1. DPARAM: DOUBLE PARAMETERS 415 Possible Values: Any number between 1.0e-4 and +inf. Default value: 1.0 B.1.36 dparam.intpnt tol rel gap Corresponding constant: dparam.intpnt tol rel gap Description: Relative gap termination tolerance. Possible Values: Any number between 1.0e-14 and +inf. Default value: 1.0e-8 B.1.37 dparam.intpnt tol rel step Corresponding constant: dparam.intpnt tol rel step Description: Relative step size to the boundary for linear and quadratic optimization problems. Possible Values: Any number between 1.0e-4 and 0.999999. Default value: 0.9999 B.1.38 dparam.intpnt tol step size Corresponding constant: dparam.intpnt tol step size Description: 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 interior-point optimizer does not make any progress and therefore it is better stop.

B.1. DPARAM: DOUBLE PARAMETERS 415<br />

Possible Values:<br />

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

Default value:<br />

1.0<br />

B.1.36<br />

dparam.intpnt tol rel gap<br />

Corresponding constant:<br />

dparam.intpnt tol rel gap<br />

Description:<br />

Relative gap termination tolerance.<br />

Possible Values:<br />

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

Default value:<br />

1.0e-8<br />

B.1.37<br />

dparam.intpnt tol rel step<br />

Corresponding constant:<br />

dparam.intpnt tol rel step<br />

Description:<br />

Relative step size to the boundary for linear and quadratic optimization problems.<br />

Possible Values:<br />

Any number between 1.0e-4 and 0.999999.<br />

Default value:<br />

0.9999<br />

B.1.38<br />

dparam.intpnt tol step size<br />

Corresponding constant:<br />

dparam.intpnt tol step size<br />

Description:<br />

If the step size falls below the value of this parameter, then the interior-point <strong>optimizer</strong> assumes<br />

that it is stalled. In other words the interior-point <strong>optimizer</strong> does not make any progress and<br />

therefore it is better stop.

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