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

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128 CHAPTER 9. PARAMETERS Default value: MSK INTPNT HOTSTART NONE 9.2.29 MSK IPAR INTPNT MAX ITERATIONS Corresponding constant: MSK IPAR INTPNT MAX ITERATIONS Description: Controls the maximum number of iterations allowed in the interior-point optimizer. Possible Values: Any number between 0 and +inf. Default value: 400 9.2.30 MSK IPAR INTPNT MAX NUM COR Corresponding constant: MSK IPAR INTPNT MAX NUM COR Description: Controls the maximum number of correctors allowed by the multiple corrector procedure. negative value means that MOSEK is making the choice. Possible Values: Any number between -1 and +inf. Default value: -1 A 9.2.31 MSK IPAR INTPNT MAX NUM REFINEMENT STEPS Corresponding constant: MSK IPAR INTPNT MAX NUM REFINEMENT STEPS Description: Maximum number of steps to be used by the iterative refinement of the search direction. A negative value implies that the optimizer Chooses the maximum number of iterative refinement steps. Possible Values: Any number between -inf and +inf.

9.2. MSKIPARAME: INTEGER PARAMETERS 129 Default value: -1 9.2.32 MSK IPAR INTPNT OFF COL TRH Corresponding constant: MSK IPAR INTPNT OFF COL TRH Description: Controls how many offending columns are detected in the Jacobian of the constraint matrix. 1 means aggressive detection, higher values mean less aggressive detection. 0 means no detection. Possible Values: Any number between 0 and +inf. Default value: 40 9.2.33 MSK IPAR INTPNT ORDER METHOD Corresponding constant: MSK IPAR INTPNT ORDER METHOD Description: Controls the ordering strategy used by the interior-point optimizer when factorizing the Newton equation system. Possible values: • MSK ORDER METHOD APPMINLOC Approximate minimum local fill-in ordering is employed. • MSK ORDER METHOD EXPERIMENTAL This option should not be used. • MSK ORDER METHOD FORCE GRAPHPAR Always use the graph partitioning based ordering even if it is worse that the approximate minimum local fill ordering. • MSK ORDER METHOD FREE The ordering method is chosen automatically. • MSK ORDER METHOD NONE No ordering is used. • MSK ORDER METHOD TRY GRAPHPAR Always try the the graph partitioning based ordering. Default value: MSK ORDER METHOD FREE

128 CHAPTER 9. PARAMETERS<br />

Default value:<br />

MSK INTPNT HOTSTART NONE<br />

9.2.29 MSK IPAR INTPNT MAX ITERATIONS<br />

Corresponding constant:<br />

MSK IPAR INTPNT MAX ITERATIONS<br />

Description:<br />

Controls the maximum number of iterations allowed in the interior-point optimizer.<br />

Possible Values:<br />

Any number between 0 and +inf.<br />

Default value:<br />

400<br />

9.2.30 MSK IPAR INTPNT MAX NUM COR<br />

Corresponding constant:<br />

MSK IPAR INTPNT MAX NUM COR<br />

Description:<br />

Controls the maximum number of correctors allowed by the multiple corrector procedure.<br />

negative value means that <strong>MOSEK</strong> is making the choice.<br />

Possible Values:<br />

Any number between -1 and +inf.<br />

Default value:<br />

-1<br />

A<br />

9.2.31 MSK IPAR INTPNT MAX NUM REFINEMENT STEPS<br />

Corresponding constant:<br />

MSK IPAR INTPNT MAX NUM REFINEMENT STEPS<br />

Description:<br />

Maximum number of steps to be used by the iterative refinement of the search direction. A<br />

negative value implies that the optimizer Chooses the maximum number of iterative refinement<br />

steps.<br />

Possible Values:<br />

Any number between -inf and +inf.

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