The MOSEK command line tool Version 7.0 (Revision 141)

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104 CHAPTER 9. PARAMETERS 9.1.32 MSK DPAR INTPNT TOL MU RED Corresponding constant: MSK DPAR INTPNT TOL MU RED Description: Relative complementarity gap tolerance. Possible Values: Any number between 0.0 and 1.0. Default value: 1.0e-16 9.1.33 MSK DPAR INTPNT TOL PATH Corresponding constant: MSK DPAR INTPNT TOL PATH Description: Controls how close the interior-point optimizer follows the central path. A large value of this parameter means the central is followed very closely. On numerical unstable problems it may be worthwhile to increase this parameter. Possible Values: Any number between 0.0 and 0.9999. Default value: 1.0e-8 9.1.34 MSK DPAR INTPNT TOL PFEAS Corresponding constant: MSK DPAR INTPNT TOL PFEAS Description: Primal feasibility tolerance used for <strong>line</strong>ar and quadratic optimization problems. Possible Values: Any number between 0.0 and 1.0. Default value: 1.0e-8
9.1. MSKDPARAME: DOUBLE PARAMETERS 105 9.1.35 MSK DPAR INTPNT TOL PSAFE Corresponding constant: MSK DPAR INTPNT TOL PSAFE Description: Controls the initial primal starting point used by the interior-point optimizer. If the interiorpoint optimizer converges slowly and/or the constraint or variable bounds are very large, then it may be worthwhile to increase this value. Possible Values: Any number between 1.0e-4 and +inf. Default value: 1.0 9.1.36 MSK DPAR INTPNT TOL REL GAP Corresponding constant: MSK DPAR INTPNT TOL REL GAP Description: Relative gap termination tolerance. Possible Values: Any number between 1.0e-14 and +inf. Default value: 1.0e-8 9.1.37 MSK DPAR INTPNT TOL REL STEP Corresponding constant: MSK DPAR INTPNT TOL REL STEP Description: Relative step size to the boundary for <strong>line</strong>ar and quadratic optimization problems. Possible Values: Any number between 1.0e-4 and 0.999999. Default value: 0.9999
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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
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5.2. LINEAR OPTIMIZATION 41 5.2.2.3
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5.2. LINEAR OPTIMIZATION 43 • Rai
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5.5. NONLINEAR CONVEX OPTIMIZATION
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5.6. SOLVING PROBLEMS IN PARALLEL 4
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Chapter 6 The optimizers for mixed-
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6.3. THE MIXED-INTEGER CONIC OPTIMI
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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
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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
Page 97 and 98: 81 • MSK SPAR ITR SOL FILE NAME.
Page 99 and 100: 83 • MSK DPAR INTPNT NL TOL REL G
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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
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Page 133 and 134: 9.2. MSKIPARAME: INTEGER 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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