The MOSEK command line tool Version 7.0 (Revision 141)

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88 CHAPTER 9. PARAMETERS • MSK IPAR LOG FILE. If turned on, then some log info is printed when a file is written or read. • MSK IPAR LOG HEAD. If turned on, then a header line is added to the log. • MSK IPAR LOG INFEAS ANA. Controls log level for the infeasibility analyzer. • MSK IPAR LOG INTPNT. Controls the amount of log information from the interior-point optimizers. • MSK IPAR LOG MIO. Controls the amount of log information from the mixed-integer optimizers. • MSK IPAR LOG MIO FREQ. The mixed-integer solver logging frequency. • MSK IPAR LOG NONCONVEX. Controls amount of output printed by the nonconvex optimizer. • MSK IPAR LOG OPTIMIZER. Controls the amount of general optimizer information that is logged. • MSK IPAR LOG ORDER. If turned on, then factor lines are added to the log. • MSK IPAR LOG PARAM. Controls the amount of information printed out about parameter changes. • MSK IPAR LOG RESPONSE. Controls amount of output printed when response codes are reported. A higher level implies that more information is logged. • MSK IPAR LOG SIM. Controls the amount of log information from the simplex optimizers. • MSK IPAR LOG SIM FREQ. Controls simplex logging frequency. • MSK IPAR LOG SIM MINOR. Currently not in use. • MSK IPAR LOG SIM NETWORK FREQ. Controls the network simplex logging frequency. • MSK IPAR LOG STORAGE. Controls the memory related log information. • MSK IPAR MAX NUM WARNINGS. Waning level. A higher value results in more warnings. • MSK IPAR WARNING LEVEL. Warning level. Overall solver parameters. • MSK IPAR BI CLEAN OPTIMIZER. Controls which simplex optimizer is used in the clean-up phase. • MSK IPAR CONCURRENT NUM OPTIMIZERS. The maximum number of simultaneous optimizations that will be started by the concurrent optimizer. • MSK IPAR CONCURRENT PRIORITY DUAL SIMPLEX. Priority of the dual simplex algorithm when selecting solvers for concurrent optimization. • MSK IPAR CONCURRENT PRIORITY FREE SIMPLEX. Priority of the free simplex optimizer when selecting solvers for concurrent optimization. • MSK IPAR CONCURRENT PRIORITY INTPNT. Priority of the interior-point algorithm when selecting solvers for concurrent optimization. • MSK IPAR CONCURRENT PRIORITY PRIMAL SIMPLEX. Priority of the primal simplex algorithm when selecting solvers for concurrent optimization.
89 • MSK IPAR INFEAS PREFER PRIMAL. Controls which certificate is used if both primal- and dual- certificate of infeasibility is available. • MSK IPAR LICENSE WAIT. Controls if MOSEK should queue for a license if none is available. • MSK IPAR MIO CONT SOL. Controls the meaning of interior-point and basic solutions in mixed integer problems. • MSK IPAR MIO LOCAL BRANCH NUMBER. Controls the size of the local search space when doing local branching. • MSK IPAR MIO MODE. Turns on/off the mixed-integer mode. • MSK IPAR OPTIMIZER. Controls which optimizer is used to optimize the task. • MSK IPAR PRESOLVE LEVEL. Currently not used. • MSK IPAR PRESOLVE USE. Controls whether the presolve is applied to a problem before it is optimized. • MSK IPAR SOLUTION CALLBACK. Indicates whether solution call-backs will be performed during the optimization. Presolve parameters. • MSK IPAR PRESOLVE ELIM FILL. Maximum amount of fill-in in the elimination phase. • MSK IPAR PRESOLVE ELIMINATOR MAX NUM TRIES. Control the maximum number of times the eliminator is tried. • MSK IPAR PRESOLVE ELIMINATOR USE. Controls whether free or implied free variables are eliminated from the problem. • MSK IPAR PRESOLVE LEVEL. Currently not used. • MSK IPAR PRESOLVE LINDEP ABS WORK TRH. Controls linear dependency check in presolve. • MSK IPAR PRESOLVE LINDEP REL WORK TRH. Controls linear dependency check in presolve. • MSK IPAR PRESOLVE LINDEP USE. Controls whether the linear constraints are checked for linear dependencies. • MSK DPAR PRESOLVE TOL ABS LINDEP. Absolute tolerance employed by the linear dependency checker. • MSK DPAR PRESOLVE TOL AIJ. Absolute zero tolerance employed for constraint coefficients in the presolve. • MSK DPAR PRESOLVE TOL REL LINDEP. Relative tolerance employed by the linear dependency checker. • MSK DPAR PRESOLVE TOL S. Absolute zero tolerance employed for slack variables in the presolve. • MSK DPAR PRESOLVE TOL X. Absolute zero tolerance employed for variables in the presolve. • MSK IPAR PRESOLVE USE. Controls whether the presolve is applied to a problem before it is optimized. Primal simplex optimizer parameters. Parameters defining the behavior of the primal simplex optimizer for linear problems.
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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
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5.1. HOW AN OPTIMIZER WORKS 35 5.1.
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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
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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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