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
94 CHAPTER 9. PARAMETERS 9.1.3 MSK DPAR BASIS TOL S Corresponding constant: MSK DPAR BASIS TOL S Description: Maximum absolute dual bound violation in an optimal basic solution. Possible Values: Any number between 1.0e-9 and +inf. Default value: 1.0e-6 9.1.4 MSK DPAR BASIS TOL X Corresponding constant: MSK DPAR BASIS TOL X Description: Maximum absolute primal bound violation allowed in an optimal basic solution. Possible Values: Any number between 1.0e-9 and +inf. Default value: 1.0e-6 9.1.5 MSK DPAR CHECK CONVEXITY REL TOL Corresponding constant: MSK DPAR CHECK CONVEXITY REL TOL Description: This parameter controls when the full convexity check declares a problem to be non-convex. Increasing this tolerance relaxes the criteria for declaring the problem non-convex. A problem is declared non-convex if negative (positive) pivot elements are detected in the cholesky factor of a matrix which is required to be PSD (NSD). This parameter controles how much this non-negativity requirement may be violated. If d i is the pivot element for column i, then the matrix Q is considered to not be PSD if: d i ≤ − |Q ii | ∗ check convexity rel tol
9.1. MSKDPARAME: DOUBLE PARAMETERS 95 Possible Values: Any number between 0 and +inf. Default value: 1e-10 9.1.6 MSK DPAR DATA TOL AIJ Corresponding constant: MSK DPAR DATA TOL AIJ Description: Absolute zero tolerance for elements in A. If any value A ij is smaller than this parameter in absolute terms MOSEK will treat the values as zero and generate a warning. Possible Values: Any number between 1.0e-16 and 1.0e-6. Default value: 1.0e-12 9.1.7 MSK DPAR DATA TOL AIJ HUGE Corresponding constant: MSK DPAR DATA TOL AIJ HUGE Description: An element in A which is larger than this value in absolute size causes an error. Possible Values: Any number between 0.0 and +inf. Default value: 1.0e20 9.1.8 MSK DPAR DATA TOL AIJ LARGE Corresponding constant: MSK DPAR DATA TOL AIJ LARGE Description: An element in A which is larger than this value in absolute size causes a warning message to be printed.
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9.1. MSKDPARAME: DOUBLE PARAMETERS 95<br />
Possible Values:<br />
Any number between 0 and +inf.<br />
Default value:<br />
1e-10<br />
9.1.6 MSK DPAR DATA TOL AIJ<br />
Corresponding constant:<br />
MSK DPAR DATA TOL AIJ<br />
Description:<br />
Absolute zero tolerance for elements in A. If any value A ij is smaller than this parameter in<br />
absolute terms <strong>MOSEK</strong> will treat the values as zero and generate a warning.<br />
Possible Values:<br />
Any number between 1.0e-16 and 1.0e-6.<br />
Default value:<br />
1.0e-12<br />
9.1.7 MSK DPAR DATA TOL AIJ HUGE<br />
Corresponding constant:<br />
MSK DPAR DATA TOL AIJ HUGE<br />
Description:<br />
An element in A which is larger than this value in absolute size causes an error.<br />
Possible Values:<br />
Any number between 0.0 and +inf.<br />
Default value:<br />
1.0e20<br />
9.1.8 MSK DPAR DATA TOL AIJ LARGE<br />
Corresponding constant:<br />
MSK DPAR DATA TOL AIJ LARGE<br />
Description:<br />
An element in A which is larger than this value in absolute size causes a warning message to be<br />
printed.
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