The MOSEK command line tool Version 7.0 (Revision 141)

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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 <strong>line</strong>ar 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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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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5.2. LINEAR OPTIMIZATION 37 5.2.2 T
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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
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
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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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