The MOSEK command line tool Version 7.0 (Revision 141)

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92 CHAPTER 9. PARAMETERS • MSK DPAR INTPNT CO TOL PFEAS. Primal feasibility tolerance used by the conic interior-point optimizer. • MSK DPAR INTPNT CO TOL REL GAP. Relative gap termination tolerance used by the conic interior-point optimizer. • MSK IPAR INTPNT MAX ITERATIONS. Controls the maximum number of iterations allowed in the interior-point optimizer. • 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 TOL DFEAS. Dual feasibility tolerance used for linear and quadratic optimization problems. • MSK DPAR INTPNT TOL INFEAS. Nonlinear solver infeasibility tolerance parameter. • MSK DPAR INTPNT TOL MU RED. Relative complementarity gap tolerance. • MSK DPAR INTPNT TOL PFEAS. Primal feasibility tolerance used for linear and quadratic optimization problems. • MSK DPAR INTPNT TOL REL GAP. Relative gap termination tolerance. • MSK DPAR LOWER OBJ CUT. Objective bound. • MSK DPAR LOWER OBJ CUT FINITE TRH. Objective bound. • MSK DPAR MIO DISABLE TERM TIME. Certain termination criteria is disabled within the mixedinteger optimizer for period time specified by the parameter. • MSK IPAR MIO MAX NUM BRANCHES. Maximum number of branches allowed during the branch and bound search. • MSK IPAR MIO MAX NUM SOLUTIONS. Controls how many feasible solutions the mixed-integer optimizer investigates. • MSK DPAR MIO MAX TIME. Time limit for the mixed-integer optimizer. • MSK DPAR MIO NEAR TOL REL GAP. The mixed-integer optimizer is terminated when this tolerance is satisfied. • MSK DPAR MIO REL GAP CONST. This value is used to compute the relative gap for the solution to an integer optimization problem. • MSK DPAR MIO TOL REL GAP. Relative optimality tolerance employed by the mixed-integer optimizer. • MSK DPAR OPTIMIZER MAX TIME. Solver time limit. • MSK IPAR SIM MAX ITERATIONS. Maximum number of iterations that can be used by a simplex optimizer.
9.1. MSKDPARAME: DOUBLE PARAMETERS 93 • MSK DPAR UPPER OBJ CUT. Objective bound. • MSK DPAR UPPER OBJ CUT FINITE TRH. Objective bound. • Integer parameters • Double parameters • String parameters 9.1 MSKdparame: Double parameters 9.1.1 MSK DPAR ANA SOL INFEAS TOL Corresponding constant: MSK DPAR ANA SOL INFEAS TOL Description: If a constraint violates its bound with an amount larger than this value, the constraint name, index and violation will be printed by the solution analyzer. Possible Values: Any number between 0.0 and +inf. Default value: 1e-6 9.1.2 MSK DPAR BASIS REL TOL S Corresponding constant: MSK DPAR BASIS REL TOL S Description: Maximum relative dual bound violation allowed in an optimal basic solution. Possible Values: Any number between 0.0 and +inf. Default value: 1.0e-12
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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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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
Page 63 and 64: 5.6. SOLVING PROBLEMS IN PARALLEL 4
Page 65 and 66: Chapter 6 The optimizers for mixed-
Page 67 and 68: 6.3. THE MIXED-INTEGER CONIC OPTIMI
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
Page 87 and 88: Chapter 8 Sensitivity analysis 8.1
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 107: 91 • MSK IPAR SIM SAVE LU. Contro
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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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