The MOSEK command line tool Version 7.0 (Revision 141)

25.11.2015 Views
xii CONTENTS 9.3.13 MSK SPAR READ MPS BOU NAME . . . . . . . . . . . . . . . . . . . . . . . . 198 9.3.14 MSK SPAR READ MPS OBJ NAME . . . . . . . . . . . . . . . . . . . . . . . . 198 9.3.15 MSK SPAR READ MPS RAN NAME . . . . . . . . . . . . . . . . . . . . . . . . 198 9.3.16 MSK SPAR READ MPS RHS NAME . . . . . . . . . . . . . . . . . . . . . . . . 199 9.3.17 MSK SPAR SENSITIVITY FILE NAME . . . . . . . . . . . . . . . . . . . . . . 199 9.3.18 MSK SPAR SENSITIVITY RES FILE NAME . . . . . . . . . . . . . . . . . . . 199 9.3.19 MSK SPAR SOL FILTER XC LOW . . . . . . . . . . . . . . . . . . . . . . . . . 200 9.3.20 MSK SPAR SOL FILTER XC UPR . . . . . . . . . . . . . . . . . . . . . . . . . 200 9.3.21 MSK SPAR SOL FILTER XX LOW . . . . . . . . . . . . . . . . . . . . . . . . . 200 9.3.22 MSK SPAR SOL FILTER XX UPR . . . . . . . . . . . . . . . . . . . . . . . . . 201 9.3.23 MSK SPAR STAT FILE NAME . . . . . . . . . . . . . . . . . . . . . . . . . . . 201 9.3.24 MSK SPAR STAT KEY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201 9.3.25 MSK SPAR STAT NAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202 9.3.26 MSK SPAR WRITE LP GEN VAR NAME . . . . . . . . . . . . . . . . . . . . . 202 10 Response codes 203 11 API constants 233 11.1 Constraint or variable access modes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233 11.2 Basis identification . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233 11.3 Bound keys . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234 11.4 Specifies the branching direction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234 11.5 Progress call-back codes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234 11.6 Types of convexity checks. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243 11.7 Compression types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243 11.8 Cone types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243 11.9 Data format types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243 11.10 Double information items . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 244 11.11 Feasibility repair types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249 11.12 License feature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249 11.13 Integer information items. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249 11.14 Information item types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 256 11.15 Hot-start type employed by the interior-point optimizers. . . . . . . . . . . . . . . . . 256 11.16 Input/output modes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 256 11.17 Language selection constants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257 11.18 Long integer information items. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257 11.19 Mark . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258 11.20 Continuous mixed-integer solution type . . . . . . . . . . . . . . . . . . . . . . . . . . . 258 11.21 Integer restrictions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258 11.22 Mixed-integer node selection types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259 11.23 MPS file format type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259 11.24 Message keys . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259 11.25 Cone types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 260 11.26 Objective sense types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 260 11.27 On/off . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 260 11.28 Optimizer types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 260

CONTENTS xiii 11.29 Ordering strategies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 261 11.30 Parameter type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 262 11.31 Presolve method. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 262 11.32 Problem data items . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 262 11.33 Problem types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 262 11.34 Problem status keys . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 263 11.35 Response code type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 264 11.36 Scaling type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 264 11.37 Scaling type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 264 11.38 Sensitivity types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265 11.39 Degeneracy strategies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265 11.40 Exploit duplicate columns. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265 11.41 Hot-start type employed by the simplex optimizer . . . . . . . . . . . . . . . . . . . . . 266 11.42 Problem reformulation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 266 11.43 Simplex selection strategy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 266 11.44 Solution items . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267 11.45 Solution status keys . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267 11.46 Solution types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269 11.47 Solve primal or dual form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269 11.48 Status keys . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269 11.49 Starting point types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 270 11.50 Stream types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 270 11.51 Cone types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 270 11.52 Integer values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271 11.53 Variable types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271 11.54 XML writer output mode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271 12 MOSEK Command line tool 273 12.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273 12.2 Command line arguments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273 12.3 The parameter file . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275 12.3.1 Using the parameter file . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 276 13 The MPS file format 277 13.1 MPS file structure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277 13.1.1 Linear example lo1.mps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279 13.1.2 NAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279 13.1.3 OBJSENSE (optional) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279 13.1.4 OBJNAME (optional) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 280 13.1.5 ROWS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 280 13.1.6 COLUMNS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 280 13.1.7 RHS (optional) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281 13.1.8 RANGES (optional) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 282 13.1.9 QSECTION (optional) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 282 13.1.10 BOUNDS (optional) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 284 13.1.11 CSECTION (optional) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 284

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: CONTENTS xi 9.2.171 MSK IPAR SOL RE

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 133 and 134: 9.2. MSKIPARAME: INTEGER PARAMETERS







































Page 211 and 212: 9.3. MSKSPARAME: STRING PARAMETER T




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 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 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

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