The MOSEK command line tool Version 7.0 (Revision 141)

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xiv CONTENTS 13.1.12 ENDATA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 286 13.2 Integer variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287 13.3 General limitations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287 13.4 Interpretation of the MPS format . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287 13.5 The free MPS format . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 288 14 The LP file format 289 14.1 The sections . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 290 14.1.1 The objective . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 290 14.1.2 The constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 291 14.1.3 Bounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 292 14.1.4 Variable types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 292 14.1.5 Terminating section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 292 14.1.6 Linear example lo1.lp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293 14.1.7 Mixed integer example milo1.lp . . . . . . . . . . . . . . . . . . . . . . . . . . . 293 14.2 LP format peculiarities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293 14.2.1 Comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293 14.2.2 Names . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293 14.2.3 Variable bounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 294 14.2.4 MOSEK specific extensions to the LP format . . . . . . . . . . . . . . . . . . . . 294 14.3 The strict LP format . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295 14.4 Formatting of an LP file . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295 14.4.1 Speeding up file reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 296 14.4.2 Unnamed constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 296 15 The OPF format 297 15.1 Intended use . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297 15.2 The file format . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297 15.2.1 Sections . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 298 15.2.2 Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 302 15.2.3 Names . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 302 15.3 Parameters section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 302 15.4 Writing OPF files from MOSEK . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303 15.5 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303 15.5.1 Linear example lo1.opf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303 15.5.2 Quadratic example qo1.opf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 304 15.5.3 Conic quadratic example cqo1.opf . . . . . . . . . . . . . . . . . . . . . . . . . . 305 15.5.4 Mixed integer example milo1.opf . . . . . . . . . . . . . . . . . . . . . . . . . . 306 16 The XML (OSiL) format 309 17 The solution file format 311 17.1 The basic and interior solution files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 311 17.2 The integer solution file . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 313 18 Problem analyzer examples 315 18.1 air04 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 315
CONTENTS xv 18.2 arki001 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 316 18.3 Problem with both linear and quadratic constraints . . . . . . . . . . . . . . . . . . . . 318 18.4 Problem with both linear and conic constraints . . . . . . . . . . . . . . . . . . . . . . 319
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: CONTENTS xiii 11.29 Ordering strate
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
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Page 43 and 44: 4.3. SEMIDEFINITE OPTIMIZATION 27 4
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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
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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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6.5. TERMINATION CRITERION 53 The f
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6.7. UNDERSTANDING SOLUTION QUALITY
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Chapter 7 The analyzers 7.1 The pro
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7.1. THE PROBLEM ANALYZER 59 Constr
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7.2. ANALYZING INFEASIBLE PROBLEMS
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Chapter 8 Sensitivity analysis 8.1
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8.4. SENSITIVITY ANALYSIS FOR LINEA
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8.5. SENSITIVITY ANALYSIS WITH THE
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8.5. SENSITIVITY ANALYSIS WITH THE
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Chapter 9 Parameters Parameters gro
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81 • MSK SPAR ITR SOL FILE NAME.
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83 • MSK DPAR INTPNT NL TOL REL G
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85 • MSK IPAR LOG MIO. Controls t
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87 • MSK DPAR INTPNT NL MERIT BAL
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89 • MSK IPAR INFEAS PREFER PRIMA
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91 • MSK IPAR SIM SAVE LU. Contro
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9.1. MSKDPARAME: DOUBLE 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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