The MOSEK command line tool Version 7.0 (Revision 141)

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248 CHAPTER 11. API CONSTANTS MSK DINF SOL ITG PRIMAL OBJ Primal objective value of the integer solution. MSK DINF SOL ITG PVIOLBARVAR Maximal primal bound violation for ¯X in the integer solution. MSK DINF SOL ITG PVIOLCON Maximal primal bound violation for x c in the integer solution. MSK DINF SOL ITG PVIOLCONES Maximal primal violation for primal conic constraints in the integer solution. MSK DINF SOL ITG PVIOLITG Maximal violation for the integer constraints in the integer solution. MSK DINF SOL ITG PVIOLVAR Maximal primal bound violation for x x in the integer solution. MSK DINF SOL ITR DUAL OBJ Dual objective value of the interior-point solution. MSK DINF SOL ITR DVIOLBARVAR Maximal dual bound violation for ¯X in the interior-point solution. MSK DINF SOL ITR DVIOLCON Maximal dual bound violation for x c in the interior-point solution. MSK DINF SOL ITR DVIOLCONES Maximal dual violation for dual conic constraints in the interior-point solution. MSK DINF SOL ITR DVIOLVAR Maximal dual bound violation for x x in the interior-point solution. MSK DINF SOL ITR PRIMAL OBJ Primal objective value of the interior-point solution. MSK DINF SOL ITR PVIOLBARVAR Maximal primal bound violation for ¯X in the interior-point solution. MSK DINF SOL ITR PVIOLCON Maximal primal bound violation for x c in the interior-point solution. MSK DINF SOL ITR PVIOLCONES Maximal primal violation for primal conic constraints in the interior-point solution. MSK DINF SOL ITR PVIOLVAR Maximal primal bound violation for x x in the interior-point solution.
11.11. FEASIBILITY REPAIR TYPES 249 11.11 Feasibility repair types MSK FEASREPAIR OPTIMIZE NONE Do not optimize the feasibility repair problem. MSK FEASREPAIR OPTIMIZE PENALTY Minimize weighted sum of violations. MSK FEASREPAIR OPTIMIZE COMBINED Minimize with original objective subject to minimal weighted violation of bounds. 11.12 License feature MSK FEATURE PTS Base system. MSK FEATURE PTON Non<strong>line</strong>ar extension. MSK FEATURE PTOM Mixed-integer extension. MSK FEATURE PTOX Non-convex extension. 11.13 Integer information items. MSK IINF ANA PRO NUM CON Number of constraints in the problem. MSK IINF ANA PRO NUM CON EQ Number of equality constraints. MSK IINF ANA PRO NUM CON FR Number of unbounded constraints. MSK IINF ANA PRO NUM CON LO Number of constraints with a lower bound and an infinite upper bound. MSK IINF ANA PRO NUM CON RA Number of constraints with finite lower and upper bounds.
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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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9.3. MSKSPARAME: STRING PARAMETER T
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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
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
Page 259 and 260: 11.6. TYPES OF CONVEXITY CHECKS. 24
Page 261 and 262: 11.10. DOUBLE INFORMATION ITEMS 245
Page 263: 11.10. DOUBLE INFORMATION ITEMS 247
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
Page 297 and 298: 13.1. MPS FILE STRUCTURE 281 [vname
Page 299 and 300: 13.1. MPS FILE STRUCTURE 283 Field
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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
Page 309 and 310: 14.2. LP FORMAT PECULIARITIES 293 1
Page 311 and 312: 14.3. THE STRICT LP FORMAT 295 MSK
Page 313 and 314: 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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The MOSEK command line tool Version 7.0 (Revision 141)

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