The MOSEK command line tool Version 7.0 (Revision 141)

More documents

Recommendations

Info

100 CHAPTER 9. PARAMETERS 9.1.20 MSK DPAR INTPNT CO TOL PFEAS Corresponding constant: MSK DPAR INTPNT CO TOL PFEAS Description: Primal feasibility tolerance used by the conic interior-point optimizer. Possible Values: Any number between 0.0 and 1.0. Default value: 1.0e-8 See also: • MSK DPAR INTPNT CO TOL NEAR REL Optimality tolerance for the conic solver. 9.1.21 MSK DPAR INTPNT CO TOL REL GAP Corresponding constant: MSK DPAR INTPNT CO TOL REL GAP Description: Relative gap termination tolerance used by the conic interior-point optimizer. Possible Values: Any number between 0.0 and 1.0. Default value: 1.0e-7 See also: • MSK DPAR INTPNT CO TOL NEAR REL Optimality tolerance for the conic solver. 9.1.22 MSK DPAR INTPNT NL MERIT BAL Corresponding constant: MSK DPAR INTPNT NL MERIT BAL Description: Controls if the complementarity and infeasibility is converging to zero at about equal rates. Possible Values: Any number between 0.0 and 0.99.
9.1. MSKDPARAME: DOUBLE PARAMETERS 101 Default value: 1.0e-4 9.1.23 MSK DPAR INTPNT NL TOL DFEAS Corresponding constant: MSK DPAR INTPNT NL TOL DFEAS Description: Dual feasibility tolerance used when a nonlinear model is solved. Possible Values: Any number between 0.0 and 1.0. Default value: 1.0e-8 9.1.24 MSK DPAR INTPNT NL TOL MU RED Corresponding constant: MSK DPAR INTPNT NL TOL MU RED Description: Relative complementarity gap tolerance. Possible Values: Any number between 0.0 and 1.0. Default value: 1.0e-12 9.1.25 MSK DPAR INTPNT NL TOL NEAR REL Corresponding constant: MSK DPAR INTPNT NL TOL NEAR REL Description: If the MOSEK nonlinear interior-point optimizer cannot compute a solution that has the prescribed accuracy, then it will multiply the termination tolerances with value of this parameter. If the solution then satisfies the termination criteria, then the solution is denoted near optimal, near feasible and so forth. Possible Values: Any number between 1.0 and +inf.
Page 1 and 2:
The MOSEK command line tool. Versio
Page 3 and 4:
Contents 1 Changes and new features
Page 5 and 6:
CONTENTS v 6.5 Termination criterio
Page 7 and 8:
CONTENTS vii 9.1.56 MSK DPAR NONCON
Page 9 and 10:
CONTENTS ix 9.2.79 MSK IPAR MIO FEA
Page 11 and 12:
CONTENTS xi 9.2.171 MSK IPAR SOL RE
Page 13 and 14:
CONTENTS xiii 11.29 Ordering strate
Page 15 and 16:
CONTENTS xv 18.2 arki001 . . . . .
Page 17 and 18:
Contact information Phone +45 3917
Page 19 and 20:
License agreement Before using the
Page 21 and 22:
Chapter 1 Changes and new features
Page 23 and 24:
1.4. OPTIMIZATION TOOLBOX FOR MATLA
Page 25 and 26:
Chapter 2 What is MOSEK MOSEK is a
Page 27 and 28:
Chapter 3 MOSEK and AMPL AMPL is a
Page 29 and 30:
3.6. CONSTRAINT AND VARIABLE NAMES
Page 31 and 32:
3.8. HOT-START 15 Linear dependency
Page 33 and 34:
3.10. SENSITIVITY ANALYSIS 17 • .
Page 35 and 36:
Chapter 4 Problem formulation and s
Page 37 and 38:
4.1. LINEAR OPTIMIZATION 21 be a pr
Page 39 and 40:
4.2. CONIC QUADRATIC OPTIMIZATION 2
Page 41 and 42:
4.2. CONIC QUADRATIC OPTIMIZATION 2
Page 43 and 44:
4.3. SEMIDEFINITE OPTIMIZATION 27 4
Page 45 and 46:
4.5. GENERAL CONVEX OPTIMIZATION 29
Page 47 and 48:
4.5. GENERAL CONVEX OPTIMIZATION 31
Page 49 and 50:
Chapter 5 The optimizers for contin
Page 51 and 52:
5.1. HOW AN OPTIMIZER WORKS 35 5.1.
Page 53 and 54:
5.2. LINEAR OPTIMIZATION 37 5.2.2 T
Page 55 and 56:
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
Page 91 and 92: 8.5. SENSITIVITY ANALYSIS WITH THE
Page 93 and 94: 8.5. SENSITIVITY ANALYSIS WITH THE
Page 95 and 96: Chapter 9 Parameters Parameters gro
Page 97 and 98: 81 • MSK SPAR ITR SOL FILE NAME.
Page 99 and 100: 83 • MSK DPAR INTPNT NL TOL REL G
Page 101 and 102: 85 • MSK IPAR LOG MIO. Controls t
Page 103 and 104: 87 • MSK DPAR INTPNT NL MERIT BAL
Page 105 and 106: 89 • MSK IPAR INFEAS PREFER PRIMA
Page 107 and 108: 91 • MSK IPAR SIM SAVE LU. Contro
Page 109 and 110: 9.1. MSKDPARAME: DOUBLE PARAMETERS
Page 115: 9.1. MSKDPARAME: DOUBLE PARAMETERS
Page 133 and 134: 9.2. MSKIPARAME: INTEGER PARAMETERS
Page 167 and 168:
9.2. MSKIPARAME: INTEGER PARAMETERS
Page 169 and 170:
Page 171 and 172:
Page 173 and 174:
Page 175 and 176:
Page 177 and 178:
Page 179 and 180:
Page 181 and 182:
Page 183 and 184:
Page 185 and 186:
Page 187 and 188:
Page 189 and 190:
Page 191 and 192:
Page 193 and 194:
Page 195 and 196:
Page 197 and 198:
Page 199 and 200:
Page 201 and 202:
Page 203 and 204:
Page 205 and 206:
Page 207 and 208:
Page 209 and 210:
Page 211 and 212:
9.3. MSKSPARAME: STRING PARAMETER T
Page 213 and 214:
Page 215 and 216:
Page 217 and 218:
Page 219 and 220:
Chapter 10 Response codes Response
Page 221 and 222:
205 MSK RES ERR CON Q NOT PSD The q
Page 223 and 224:
207 MSK RES ERR GLOBAL INV CONIC PR
Page 225 and 226:
209 MSK RES ERR INV MARKJ Invalid v
Page 227 and 228:
211 MSK RES ERR INVALID FORMAT TYPE
Page 229 and 230:
213 MSK RES ERR LICENSE NO SERVER S
Page 231 and 232:
215 MSK RES ERR MIO NO OPTIMIZER No
Page 233 and 234:
217 MSK RES ERR NAME MAX LEN A name
Page 235 and 236:
219 MSK RES ERR NUMCONLIM Maximum n
Page 237 and 238:
221 MSK RES ERR QCON UPPER TRIANGLE
Page 239 and 240:
223 MSK RES ERR SYM MAT INVALID COL
Page 241 and 242:
225 MSK RES ERR USER NLO FUNC The u
Page 243 and 244:
227 MSK RES WRN ANA ALMOST INT BOUN
Page 245 and 246:
229 MSK RES WRN MIO INFEASIBLE FINA
Page 247 and 248:
231 MSK RES WRN WRITE DISCARDED CFI
Page 249 and 250:
Chapter 11 API constants 11.1 Const
Page 251 and 252:
11.5. PROGRESS CALL-BACK CODES 235
Page 253 and 254:
Page 255 and 256:
Page 257 and 258:
Page 259 and 260:
11.6. TYPES OF CONVEXITY CHECKS. 24
Page 261 and 262:
11.10. DOUBLE INFORMATION ITEMS 245
Page 263 and 264:
11.10. DOUBLE INFORMATION ITEMS 247
Page 265 and 266:
11.11. FEASIBILITY REPAIR TYPES 249
Page 267 and 268:
11.13. INTEGER INFORMATION ITEMS. 2
Page 269 and 270:
Page 271 and 272:
Page 273 and 274:
11.17. LANGUAGE SELECTION CONSTANTS
Page 275 and 276:
11.22. MIXED-INTEGER NODE SELECTION
Page 277 and 278:
11.29. ORDERING STRATEGIES 261 MSK
Page 279 and 280:
11.34. PROBLEM STATUS KEYS 263 MSK
Page 281 and 282:
11.38. SENSITIVITY TYPES 265 MSK SC
Page 283 and 284:
11.44. SOLUTION ITEMS 267 MSK SIM S
Page 285 and 286:
11.46. SOLUTION TYPES 269 11.46 Sol
Page 287 and 288:
11.52. INTEGER VALUES 271 11.52 Int
Page 289 and 290:
Chapter 12 MOSEK Command line tool
Page 291 and 292:
12.3. THE PARAMETER FILE 275 -min F
Page 293 and 294:
Chapter 13 The MPS file format MOSE
Page 295 and 296:
13.1. MPS FILE STRUCTURE 279 Extens
Page 297 and 298:
13.1. MPS FILE STRUCTURE 281 [vname
Page 299 and 300:
13.1. MPS FILE STRUCTURE 283 Field
Page 301 and 302:
13.1. MPS FILE STRUCTURE 285 Next d
Page 303 and 304:
13.2. INTEGER VARIABLES 287 13.2 In
Page 305 and 306:
Chapter 14 The LP file format MOSEK
Page 307 and 308:
14.1. THE SECTIONS 291 x1 * x2 Ther
Page 309 and 310:
14.2. LP FORMAT PECULIARITIES 293 1
Page 311 and 312:
14.3. THE STRICT LP FORMAT 295 MSK
Page 313 and 314:
Chapter 15 The OPF format The Optim
Page 315 and 316:
15.2. THE FILE FORMAT 299 [con ’c
Page 317 and 318:
15.2. THE FILE FORMAT 301 - ‘NEAR
Page 319 and 320:
15.4. WRITING OPF FILES FROM MOSEK
Page 321 and 322:
15.5. EXAMPLES 305 [/hints] [variab
Page 323 and 324:
15.5. EXAMPLES 307 x1 x2 [/integer]
Page 325 and 326:
Chapter 16 The XML (OSiL) format MO
Page 327 and 328:
Chapter 17 The solution file format
Page 329 and 330:
17.2. THE INTEGER SOLUTION FILE 313
Page 331 and 332:
Chapter 18 Problem analyzer example
Page 333 and 334:
18.2. ARKI001 317 2 476 45.42 48.19
Page 335 and 336:
18.4. PROBLEM WITH BOTH LINEAR AND
Page 337 and 338:
Bibliography [1] R. Fourer and D. M
Page 339 and 340:
Index AMPL outlev, 13 wantsol, 13 a
Page 341 and 342:
INDEX 325 MSK RES ERR FEASREPAIR IN
Page 343 and 344:
INDEX 327 MSK RES ERR MPS NULL VAR
Page 345 and 346:
INDEX 329 MSK RES TRM MAX TIME, 226
show all

The MOSEK command line tool Version 7.0 (Revision 141)

Create successful ePaper yourself

Delete template?

Save as template?