The MOSEK command line tool Version 7.0 (Revision 141)
The MOSEK command line tool. Version 7.0 ... - Documentation The MOSEK command line tool. Version 7.0 ... - Documentation
90 CHAPTER 9. PARAMETERS • MSK IPAR SIM PRIMAL CRASH. Controls the simplex crash. • MSK IPAR SIM PRIMAL RESTRICT SELECTION. Controls how aggressively restricted selection is used. • MSK IPAR SIM PRIMAL SELECTION. Controls the primal simplex strategy. Progress call-back parameters. • MSK IPAR SOLUTION CALLBACK. Indicates whether solution call-backs will be performed during the optimization. Simplex optimizer parameters. Parameters defining the behavior of the simplex optimizer for linear problems. • MSK DPAR BASIS REL TOL S. Maximum relative dual bound violation allowed in an optimal basic solution. • MSK DPAR BASIS TOL S. Maximum absolute dual bound violation in an optimal basic solution. • MSK DPAR BASIS TOL X. Maximum absolute primal bound violation allowed in an optimal basic solution. • 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 SIM BASIS FACTOR USE. Controls whether a (LU) factorization of the basis is used in a hot-start. Forcing a refactorization sometimes improves the stability of the simplex optimizers, but in most cases there is a performance penanlty. • MSK IPAR SIM DEGEN. Controls how aggressively degeneration is handled. • MSK IPAR SIM DUAL PHASEONE METHOD. An exprimental feature. • MSK IPAR SIM EXPLOIT DUPVEC. Controls if the simplex optimizers are allowed to exploit duplicated columns. • MSK IPAR SIM HOTSTART. Controls the type of hot-start that the simplex optimizer perform. • MSK IPAR SIM INTEGER. An exprimental feature. • MSK DPAR SIM LU TOL REL PIV. Relative pivot tolerance employed when computing the LU factorization of the basis matrix. • MSK IPAR SIM MAX ITERATIONS. Maximum number of iterations that can be used by a simplex optimizer. • MSK IPAR SIM MAX NUM SETBACKS. Controls how many set-backs that are allowed within a simplex optimizer. • MSK IPAR SIM NON SINGULAR. Controls if the simplex optimizer ensures a non-singular basis, if possible. • MSK IPAR SIM PRIMAL PHASEONE METHOD. An exprimental feature. • MSK IPAR SIM REFORMULATION. Controls if the simplex optimizers are allowed to reformulate the problem.
91 • MSK IPAR SIM SAVE LU. Controls if the LU factorization stored should be replaced with the LU factorization corresponding to the initial basis. • MSK IPAR SIM SCALING. Controls how much effort is used in scaling the problem before a simplex optimizer is used. • MSK IPAR SIM SCALING METHOD. Controls how the problem is scaled before a simplex optimizer is used. • MSK IPAR SIM SOLVE FORM. Controls whether the primal or the dual problem is solved by the primal-/dual- simplex optimizer. • MSK IPAR SIM STABILITY PRIORITY. Controls how high priority the numerical stability should be given. • MSK IPAR SIM SWITCH OPTIMIZER. Controls the simplex behavior. • MSK DPAR SIMPLEX ABS TOL PIV. Absolute pivot tolerance employed by the simplex optimizers. Solution input/output parameters. Parameters defining the behavior of solution reader and writer. • MSK SPAR BAS SOL FILE NAME. Name of the bas solution file. • MSK SPAR INT SOL FILE NAME. Name of the int solution file. • MSK SPAR ITR SOL FILE NAME. Name of the itr solution file. • MSK IPAR SOL FILTER KEEP BASIC. Controls the license manager client behavior. • MSK SPAR SOL FILTER XC LOW. Solution file filter. • MSK SPAR SOL FILTER XC UPR. Solution file filter. • MSK SPAR SOL FILTER XX LOW. Solution file filter. • MSK SPAR SOL FILTER XX UPR. Solution file filter. Termination criterion parameters. Parameters which define termination and optimality criteria and related information. • MSK DPAR BASIS REL TOL S. Maximum relative dual bound violation allowed in an optimal basic solution. • MSK DPAR BASIS TOL S. Maximum absolute dual bound violation in an optimal basic solution. • MSK DPAR BASIS TOL X. Maximum absolute primal bound violation allowed in an optimal basic solution. • MSK IPAR BI MAX ITERATIONS. Maximum number of iterations after basis identification. • MSK DPAR INTPNT CO TOL DFEAS. Dual feasibility tolerance used by the conic interior-point optimizer. • MSK DPAR INTPNT CO TOL INFEAS. Infeasibility tolerance for the conic solver. • MSK DPAR INTPNT CO TOL MU RED. Optimality tolerance for the conic solver. • MSK DPAR INTPNT CO TOL NEAR REL. Optimality tolerance for the conic solver.
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90 CHAPTER 9. PARAMETERS<br />
• MSK IPAR SIM PRIMAL CRASH. Controls the simplex crash.<br />
• MSK IPAR SIM PRIMAL RESTRICT SELECTION. Controls how aggressively restricted selection<br />
is used.<br />
• MSK IPAR SIM PRIMAL SELECTION. Controls the primal simplex strategy.<br />
Progress call-back parameters.<br />
• MSK IPAR SOLUTION CALLBACK. Indicates whether solution call-backs will be performed during<br />
the optimization.<br />
Simplex optimizer parameters.<br />
Parameters defining the behavior of the simplex optimizer for <strong>line</strong>ar problems.<br />
• MSK DPAR BASIS REL TOL S. Maximum relative dual bound violation allowed in an optimal<br />
basic solution.<br />
• MSK DPAR BASIS TOL S. Maximum absolute dual bound violation in an optimal basic solution.<br />
• MSK DPAR BASIS TOL X. Maximum absolute primal bound violation allowed in an optimal<br />
basic solution.<br />
• MSK IPAR LOG SIM. Controls the amount of log information from the simplex optimizers.<br />
• MSK IPAR LOG SIM FREQ. Controls simplex logging frequency.<br />
• MSK IPAR LOG SIM MINOR. Currently not in use.<br />
• MSK IPAR SIM BASIS FACTOR USE. Controls whether a (LU) factorization of the basis is used<br />
in a hot-start. Forcing a refactorization sometimes improves the stability of the simplex<br />
optimizers, but in most cases there is a performance penanlty.<br />
• MSK IPAR SIM DEGEN. Controls how aggressively degeneration is handled.<br />
• MSK IPAR SIM DUAL PHASEONE METHOD. An exprimental feature.<br />
• MSK IPAR SIM EXPLOIT DUPVEC. Controls if the simplex optimizers are allowed to exploit<br />
duplicated columns.<br />
• MSK IPAR SIM HOTSTART. Controls the type of hot-start that the simplex optimizer perform.<br />
• MSK IPAR SIM INTEGER. An exprimental feature.<br />
• MSK DPAR SIM LU TOL REL PIV. Relative pivot tolerance employed when computing the LU<br />
factorization of the basis matrix.<br />
• MSK IPAR SIM MAX ITERATIONS. Maximum number of iterations that can be used by a simplex<br />
optimizer.<br />
• MSK IPAR SIM MAX NUM SETBACKS. Controls how many set-backs that are allowed within a<br />
simplex optimizer.<br />
• MSK IPAR SIM NON SINGULAR. Controls if the simplex optimizer ensures a non-singular basis,<br />
if possible.<br />
• MSK IPAR SIM PRIMAL PHASEONE METHOD. An exprimental feature.<br />
• MSK IPAR SIM REFORMULATION. Controls if the simplex optimizers are allowed to reformulate<br />
the problem.