The MOSEK command line tool Version 7.0 (Revision 141)

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242 CHAPTER 11. API CONSTANTS MSK CALLBACK UPDATE DUAL SIMPLEX BI The call-back function is called from within the basis identification procedure at an intermediate point in the dual simplex clean-up phase. The frequency of the call-backs is controlled by the MSK IPAR LOG SIM FREQ parameter. MSK CALLBACK UPDATE NETWORK DUAL SIMPLEX The call-back function is called in the dual network simplex optimizer. MSK CALLBACK UPDATE NETWORK PRIMAL SIMPLEX The call-back function is called in the primal network simplex optimizer. MSK CALLBACK UPDATE NONCONVEX The call-back function is called at an intermediate stage within the nonconvex optimizer where the information database has been updated. MSK CALLBACK UPDATE PRESOLVE The call-back function is called from within the presolve procedure. MSK CALLBACK UPDATE PRIMAL BI The call-back function is called from within the basis identification procedure at an intermediate point in the primal phase. MSK CALLBACK UPDATE PRIMAL DUAL SIMPLEX The call-back function is called in the primal-dual simplex optimizer. MSK CALLBACK UPDATE PRIMAL DUAL SIMPLEX BI The call-back function is called from within the basis identification procedure at an intermediate point in the primal-dual simplex clean-up phase. The frequency of the call-backs is controlled by the MSK IPAR LOG SIM FREQ parameter. MSK CALLBACK UPDATE PRIMAL SIMPLEX The call-back function is called in the primal simplex optimizer. MSK CALLBACK UPDATE PRIMAL SIMPLEX BI The call-back function is called from within the basis identification procedure at an intermediate point in the primal simplex clean-up phase. The frequency of the call-backs is controlled by the MSK IPAR LOG SIM FREQ parameter. MSK CALLBACK WRITE OPF The call-back function is called from the OPF writer.
11.6. TYPES OF CONVEXITY CHECKS. 243 11.6 Types of convexity checks. MSK CHECK CONVEXITY NONE No convexity check. MSK CHECK CONVEXITY SIMPLE Perform simple and fast convexity check. MSK CHECK CONVEXITY FULL Perform a full convexity check. 11.7 Compression types MSK COMPRESS NONE No compression is used. MSK COMPRESS FREE The type of compression used is chosen automatically. MSK COMPRESS GZIP The type of compression used is gzip compatible. 11.8 Cone types MSK CT QUAD The cone is a quadratic cone. MSK CT RQUAD The cone is a rotated quadratic cone. 11.9 Data format types MSK DATA FORMAT EXTENSION The file extension is used to determine the data file format. MSK DATA FORMAT MPS The data file is MPS formatted. MSK DATA FORMAT LP The data file is LP formatted.
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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 207 and 208: 9.2. MSKIPARAME: INTEGER PARAMETERS
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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
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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
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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
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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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