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
6 CHAPTER 1. CHANGES AND NEW FEATURES IN MOSEK Platform OS version C compiler linux32x86 Redhat 5 or newer (LSB 3+) Intel C 13.1 (gcc 4.3, glibc 2.3.4) linux64x86 RedHat 5 or newer (LSB 3+) Intel C 13.1 (gcc 4.3, glibc 2.3.4) osx64x86 OSX 10.7 Lion or newer Intel C 13.0 (llvm-gcc-4.2) win32x86 Windows XP, Server 2003 or newer Intel C 13.0 (VS 2008) win64x86 Windows XP, Server 2003 or newer Intel C 13.1 (VS 2008) Interface Supported versions Java Sun Java 1.6+ Microsoft.NET 2.1+ Python 2 2.6+ Python 3 3.1+ Table 1.1: Supported platforms • The MBT file format has been replaced by a new task format. The new format supports semidefinite optimization. • the HTML version of the documentation is no longer included in the downloads to save space. It is still available online. • MOSEK is more restrictive about the allowed names on variables etc. This is in particular the case when writing LP files. • MOSEK no longer tries to detect the cache sizes and is in general less sensitive to the hardware. • The parameter is set iparam.auto update sol info is default off. In previous version it was by default on. • The function relaxprimal has been deprecated and replaced by the function primalrepair. 1.3 Optimizers 1.3.1 Interior point optimizer • The factorization routines employd by the interior-point optimizer for linear and conic optimization problems has been completely rewritten. In particular the dense column detection and handling is improved. The factorization routine will also exploit vendor tuned BLAS routines. 1.3.2 The simplex optimizers • No major changes.
1.4. OPTIMIZATION TOOLBOX FOR MATLAB 7 1.3.3 Mixed-integer optimizer • A new mixed-integer for linear and conic problems has been introduced. It is from run-to-run determinitic and is parallelized. It is particular suitable for conic problems. 1.4 Optimization toolbox for MATLAB • A MOSEK equivalent of bintprog has been introduced. • The functionality of the MOSEK version of linprog has been improved. It is now possible to employ the simplex optimizer in linprog. • mosekopt now accepts a dense A matrix. • An new method for specification of cones that is more efficient when the problem has many cones has introduced. The old method is still allowed but is deprecated. • Support for semidefinite optimization problems has been added to the toolbox. 1.5 License system • Flexlm has been upgraded to version 11.11. 1.6 Other changes • The documentation has been improved. 1.7 Interfaces • Semi-definite optimization capabilities have been add to the optimizer APIs. • A major clean up have occured in the optimizer APIs. This should have little effect for most users. • A new object orientated interface called Fusion has been added. Fusion is available Java, MAT- LAB, .NET and Python. • The AMPL command line tool has been updated to the latest version. 1.8 Platform changes • 32 bit MAC OSX on Intel x86 (osx32x86) is no longer supported. • 32 and 64 bit Solaris on Intel x86 (solaris32x86,solaris64x86) is no longer supported.
- 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
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- Page 13 and 14: CONTENTS xiii 11.29 Ordering strate
- 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: Chapter 1 Changes and new features
- 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 • .
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- Page 45 and 46: 4.5. GENERAL CONVEX OPTIMIZATION 29
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1.4. OPTIMIZATION TOOLBOX FOR MATLAB 7<br />
1.3.3 Mixed-integer optimizer<br />
• A new mixed-integer for <strong>line</strong>ar and conic problems has been introduced. It is from run-to-run<br />
determinitic and is parallelized. It is particular suitable for conic problems.<br />
1.4 Optimization <strong>tool</strong>box for MATLAB<br />
• A <strong>MOSEK</strong> equivalent of bintprog has been introduced.<br />
• <strong>The</strong> functionality of the <strong>MOSEK</strong> version of linprog has been improved. It is now possible to<br />
employ the simplex optimizer in linprog.<br />
• mosekopt now accepts a dense A matrix.<br />
• An new method for specification of cones that is more efficient when the problem has many cones<br />
has introduced. <strong>The</strong> old method is still allowed but is deprecated.<br />
• Support for semidefinite optimization problems has been added to the <strong>tool</strong>box.<br />
1.5 License system<br />
• Flexlm has been upgraded to version 11.11.<br />
1.6 Other changes<br />
• <strong>The</strong> documentation has been improved.<br />
1.7 Interfaces<br />
• Semi-definite optimization capabilities have been add to the optimizer APIs.<br />
• A major clean up have occured in the optimizer APIs. This should have little effect for most<br />
users.<br />
• A new object orientated interface called Fusion has been added. Fusion is available Java, MAT-<br />
LAB, .NET and Python.<br />
• <strong>The</strong> AMPL <strong>command</strong> <strong>line</strong> <strong>tool</strong> has been updated to the latest version.<br />
1.8 Platform changes<br />
• 32 bit MAC OSX on Intel x86 (osx32x86) is no longer supported.<br />
• 32 and 64 bit Solaris on Intel x86 (solaris32x86,solaris64x86) is no longer supported.
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