The MOSEK command line tool Version 7.0 (Revision 141)

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86 CHAPTER 9. PARAMETERS • MSK IPAR MIO PRESOLVE PROBING. Controls whether probing is employed by the mixedinteger presolve. • MSK IPAR MIO PRESOLVE USE. Controls whether presolve is performed by the mixed-integer optimizer. • MSK DPAR MIO REL ADD CUT LIMITED. Controls cut generation for mixed-integer optimizer. • MSK DPAR MIO REL GAP CONST. This value is used to compute the relative gap for the solution to an integer optimization problem. • MSK IPAR MIO ROOT OPTIMIZER. Controls which optimizer is employed at the root node in the mixed-integer optimizer. • MSK IPAR MIO STRONG BRANCH. The depth from the root in which strong branching is employed. • MSK DPAR MIO TOL ABS GAP. Absolute optimality tolerance employed by the mixed-integer optimizer. • MSK DPAR MIO TOL ABS RELAX INT. Integer constraint tolerance. • MSK DPAR MIO TOL FEAS. Feasibility tolerance for mixed integer solver. Any solution with maximum infeasibility below this value will be considered feasible. • MSK DPAR MIO TOL REL DUAL BOUND IMPROVEMENT. Controls cut generation for mixed-integer optimizer. • MSK DPAR MIO TOL REL GAP. Relative optimality tolerance employed by the mixed-integer optimizer. • MSK DPAR MIO TOL REL RELAX INT. Integer constraint tolerance. • MSK DPAR MIO TOL X. Absolute solution tolerance used in mixed-integer optimizer. • MSK IPAR MIO USE MULTITHREADED OPTIMIZER. Controls wheter the new multithreaded optimizer should be used for Mixed integer problems. Network simplex optimizer parameters. Parameters defining the behavior of the network simplex optimizer for linear problems. • MSK IPAR LOG SIM NETWORK FREQ. Controls the network simplex logging frequency. • MSK IPAR SIM REFACTOR FREQ. Controls the basis refactoring frequency. Non-convex solver parameters. • MSK IPAR LOG NONCONVEX. Controls amount of output printed by the nonconvex optimizer. • MSK IPAR NONCONVEX MAX ITERATIONS. Maximum number of iterations that can be used by the nonconvex optimizer. • MSK DPAR NONCONVEX TOL FEAS. Feasibility tolerance used by the nonconvex optimizer. • MSK DPAR NONCONVEX TOL OPT. Optimality tolerance used by the nonconvex optimizer. Nonlinear convex method parameters. Parameters defining the behavior of the interior-point method for nonlinear convex problems.
87 • MSK DPAR INTPNT NL MERIT BAL. Controls if the complementarity and infeasibility is converging to zero at about equal rates. • MSK DPAR INTPNT NL TOL DFEAS. Dual feasibility tolerance used when a nonlinear model is solved. • MSK DPAR INTPNT NL TOL MU RED. Relative complementarity gap tolerance. • MSK DPAR INTPNT NL TOL NEAR REL. Nonlinear solver optimality tolerance parameter. • MSK DPAR INTPNT NL TOL PFEAS. Primal feasibility tolerance used when a nonlinear model is solved. • MSK DPAR INTPNT NL TOL REL GAP. Relative gap termination tolerance for nonlinear problems. • MSK DPAR INTPNT NL TOL REL STEP. Relative step size to the boundary for general nonlinear optimization problems. • MSK DPAR INTPNT TOL INFEAS. Nonlinear solver infeasibility tolerance parameter. • MSK IPAR LOG CHECK CONVEXITY. Controls logging in convexity check on quadratic problems. Set to a positive value to turn logging on. If a quadratic coefficient matrix is found to violate the requirement of PSD (NSD) then a list of negative (positive) pivot elements is printed. The absolute value of the pivot elements is also shown. Optimization system parameters. Parameters defining the overall solver system environment. This includes system and platform related information and behavior. • MSK IPAR CACHE LICENSE. Control license caching. • MSK IPAR LICENSE WAIT. Controls if MOSEK should queue for a license if none is available. • MSK IPAR LOG STORAGE. Controls the memory related log information. • MSK IPAR NUM THREADS. Controls the number of threads employed by the optimizer. If set to 0 the number of threads used will be equal to the number of cores detected on the machine. Output information parameters. • MSK IPAR LICENSE SUPPRESS EXPIRE WRNS. Controls license manager client behavior. • MSK IPAR LOG. Controls the amount of log information. • MSK IPAR LOG BI. Controls the amount of output printed by the basis identification procedure. A higher level implies that more information is logged. • MSK IPAR LOG BI FREQ. Controls the logging frequency. • MSK IPAR LOG EXPAND. Controls the amount of logging when a data item such as the maximum number constrains is expanded. • MSK IPAR LOG FACTOR. If turned on, then the factor log lines are added to the log. • MSK IPAR LOG FEAS REPAIR. Controls the amount of output printed when performing feasibility repair. A value higher than one means extensive logging.
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The MOSEK command line tool. Versio
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Contents 1 Changes and new features
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CONTENTS v 6.5 Termination criterio
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CONTENTS vii 9.1.56 MSK DPAR NONCON
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CONTENTS ix 9.2.79 MSK IPAR MIO FEA
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CONTENTS xi 9.2.171 MSK IPAR SOL RE
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CONTENTS xiii 11.29 Ordering strate
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CONTENTS xv 18.2 arki001 . . . . .
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Contact information Phone +45 3917
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License agreement Before using the
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Chapter 1 Changes and new features
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1.4. OPTIMIZATION TOOLBOX FOR MATLA
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Chapter 2 What is MOSEK MOSEK is a
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Chapter 3 MOSEK and AMPL AMPL is a
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3.6. CONSTRAINT AND VARIABLE NAMES
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3.8. HOT-START 15 Linear dependency
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3.10. SENSITIVITY ANALYSIS 17 • .
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Chapter 4 Problem formulation and s
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4.1. LINEAR OPTIMIZATION 21 be a pr
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4.2. CONIC QUADRATIC OPTIMIZATION 2
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4.2. CONIC QUADRATIC OPTIMIZATION 2
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4.3. SEMIDEFINITE OPTIMIZATION 27 4
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4.5. GENERAL CONVEX OPTIMIZATION 29
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4.5. GENERAL CONVEX OPTIMIZATION 31
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Chapter 5 The optimizers for contin
Page 51 and 52: 5.1. HOW AN OPTIMIZER WORKS 35 5.1.
Page 53 and 54: 5.2. LINEAR OPTIMIZATION 37 5.2.2 T
Page 55 and 56: 5.2. LINEAR OPTIMIZATION 39 Wheneve
Page 57 and 58: 5.2. LINEAR OPTIMIZATION 41 5.2.2.3
Page 59 and 60: 5.2. LINEAR OPTIMIZATION 43 • Rai
Page 61 and 62: 5.5. NONLINEAR CONVEX OPTIMIZATION
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Page 65 and 66: Chapter 6 The optimizers for mixed-
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Page 69 and 70: 6.5. TERMINATION CRITERION 53 The f
Page 71 and 72: 6.7. UNDERSTANDING SOLUTION QUALITY
Page 73 and 74: Chapter 7 The analyzers 7.1 The pro
Page 75 and 76: 7.1. THE PROBLEM ANALYZER 59 Constr
Page 77 and 78: 7.2. ANALYZING INFEASIBLE PROBLEMS
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Page 89 and 90: 8.4. SENSITIVITY ANALYSIS FOR LINEA
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Page 95 and 96: Chapter 9 Parameters Parameters gro
Page 97 and 98: 81 • MSK SPAR ITR SOL FILE NAME.
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Page 109 and 110: 9.1. MSKDPARAME: DOUBLE PARAMETERS
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9.2. MSKIPARAME: INTEGER PARAMETERS
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9.3. MSKSPARAME: STRING PARAMETER T
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Chapter 10 Response codes Response
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205 MSK RES ERR CON Q NOT PSD The q
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207 MSK RES ERR GLOBAL INV CONIC PR
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209 MSK RES ERR INV MARKJ Invalid v
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211 MSK RES ERR INVALID FORMAT TYPE
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213 MSK RES ERR LICENSE NO SERVER S
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215 MSK RES ERR MIO NO OPTIMIZER No
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217 MSK RES ERR NAME MAX LEN A name
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219 MSK RES ERR NUMCONLIM Maximum n
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221 MSK RES ERR QCON UPPER TRIANGLE
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223 MSK RES ERR SYM MAT INVALID COL
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225 MSK RES ERR USER NLO FUNC The u
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227 MSK RES WRN ANA ALMOST INT BOUN
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229 MSK RES WRN MIO INFEASIBLE FINA
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231 MSK RES WRN WRITE DISCARDED CFI
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Chapter 11 API constants 11.1 Const
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11.5. PROGRESS CALL-BACK CODES 235
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11.6. TYPES OF CONVEXITY CHECKS. 24
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11.10. DOUBLE INFORMATION ITEMS 245
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11.10. DOUBLE INFORMATION ITEMS 247
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11.11. FEASIBILITY REPAIR TYPES 249
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11.13. INTEGER INFORMATION ITEMS. 2
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11.17. LANGUAGE SELECTION CONSTANTS
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11.22. MIXED-INTEGER NODE SELECTION
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11.29. ORDERING STRATEGIES 261 MSK
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11.34. PROBLEM STATUS KEYS 263 MSK
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11.38. SENSITIVITY TYPES 265 MSK SC
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11.44. SOLUTION ITEMS 267 MSK SIM S
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11.46. SOLUTION TYPES 269 11.46 Sol
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11.52. INTEGER VALUES 271 11.52 Int
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Chapter 12 MOSEK Command line tool
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12.3. THE PARAMETER FILE 275 -min F
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Chapter 13 The MPS file format MOSE
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13.1. MPS FILE STRUCTURE 279 Extens
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13.1. MPS FILE STRUCTURE 281 [vname
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13.1. MPS FILE STRUCTURE 283 Field
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13.1. MPS FILE STRUCTURE 285 Next d
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13.2. INTEGER VARIABLES 287 13.2 In
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Chapter 14 The LP file format MOSEK
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14.1. THE SECTIONS 291 x1 * x2 Ther
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14.2. LP FORMAT PECULIARITIES 293 1
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14.3. THE STRICT LP FORMAT 295 MSK
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Chapter 15 The OPF format The Optim
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15.2. THE FILE FORMAT 299 [con ’c
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15.2. THE FILE FORMAT 301 - ‘NEAR
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15.4. WRITING OPF FILES FROM MOSEK
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15.5. EXAMPLES 305 [/hints] [variab
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15.5. EXAMPLES 307 x1 x2 [/integer]
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Chapter 16 The XML (OSiL) format MO
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Chapter 17 The solution file format
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17.2. THE INTEGER SOLUTION FILE 313
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Chapter 18 Problem analyzer example
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18.2. ARKI001 317 2 476 45.42 48.19
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18.4. PROBLEM WITH BOTH LINEAR AND
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Bibliography [1] R. Fourer and D. M
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Index AMPL outlev, 13 wantsol, 13 a
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INDEX 325 MSK RES ERR FEASREPAIR IN
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INDEX 327 MSK RES ERR MPS NULL VAR
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INDEX 329 MSK RES TRM MAX TIME, 226
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The MOSEK command line tool Version 7.0 (Revision 141)

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