The MOSEK command line tool Version 7.0 (Revision 141)

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178 CHAPTER 9. PARAMETERS Possible values: • MSK SIM SELECTION ASE The optimizer uses approximate steepest-edge pricing. • MSK SIM SELECTION DEVEX The optimizer uses devex steepest-edge pricing (or if it is not available an approximate steep-edge selection). • MSK SIM SELECTION FREE The optimizer chooses the pricing strategy. • MSK SIM SELECTION FULL The optimizer uses full pricing. • MSK SIM SELECTION PARTIAL The optimizer uses a partial selection approach. The approach is usually beneficial if the number of variables is much larger than the number of constraints. • MSK SIM SELECTION SE The optimizer uses steepest-edge selection (or if it is not available an approximate steep-edge selection). Default value: MSK SIM SELECTION FREE 9.2.160 MSK IPAR SIM REFACTOR FREQ Corresponding constant: MSK IPAR SIM REFACTOR FREQ Description: Controls how frequent the basis is refactorized. The value 0 means that the optimizer determines the best point of refactorization. It is strongly recommended NOT to change this parameter. Possible Values: Any number between 0 and +inf. Default value: 0 9.2.161 MSK IPAR SIM REFORMULATION Corresponding constant: MSK IPAR SIM REFORMULATION Description: Controls if the simplex optimizers are allowed to reformulate the problem. Possible values: • MSK SIM REFORMULATION AGGRESSIVE The simplex optimizer should use an aggressive reformulation strategy.
9.2. MSKIPARAME: INTEGER PARAMETERS 179 • MSK SIM REFORMULATION FREE The simplex optimizer can choose freely. • MSK SIM REFORMULATION OFF Disallow the simplex optimizer to reformulate the problem. • MSK SIM REFORMULATION ON Allow the simplex optimizer to reformulate the problem. Default value: MSK SIM REFORMULATION OFF 9.2.162 MSK IPAR SIM SAVE LU Corresponding constant: MSK IPAR SIM SAVE LU Description: Controls if the LU factorization stored should be replaced with the LU factorization corresponding to the initial basis. Possible values: • MSK OFF Switch the option off. • MSK ON Switch the option on. Default value: MSK OFF 9.2.163 MSK IPAR SIM SCALING Corresponding constant: MSK IPAR SIM SCALING Description: Controls how much effort is used in scaling the problem before a simplex optimizer is used. Possible values: • MSK SCALING AGGRESSIVE A very aggressive scaling is performed. • MSK SCALING FREE The optimizer chooses the scaling heuristic. • MSK SCALING MODERATE A conservative scaling is performed. • MSK SCALING NONE No scaling is performed. Default value: MSK SCALING FREE
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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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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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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
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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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