The MOSEK command line tool Version 7.0 (Revision 141)

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260 CHAPTER 11. API CONSTANTS 11.25 Cone types MSK NAME TYPE GEN General names. However, no duplicate and blank names are allowed. MSK NAME TYPE MPS MPS type names. MSK NAME TYPE LP LP type names. 11.26 Objective sense types MSK OBJECTIVE SENSE MINIMIZE The problem should be minimized. MSK OBJECTIVE SENSE MAXIMIZE The problem should be maximized. 11.27 On/off MSK OFF Switch the option off. MSK ON Switch the option on. 11.28 Optimizer types MSK OPTIMIZER FREE The optimizer is chosen automatically. MSK OPTIMIZER INTPNT The interior-point optimizer is used. MSK OPTIMIZER CONIC The optimizer for problems having conic constraints. MSK OPTIMIZER PRIMAL SIMPLEX The primal simplex optimizer is used.
11.29. ORDERING STRATEGIES 261 MSK OPTIMIZER DUAL SIMPLEX The dual simplex optimizer is used. MSK OPTIMIZER PRIMAL DUAL SIMPLEX The primal dual simplex optimizer is used. MSK OPTIMIZER FREE SIMPLEX One of the simplex optimizers is used. MSK OPTIMIZER NETWORK PRIMAL SIMPLEX The network primal simplex optimizer is used. It is only applicable to pute network problems. MSK OPTIMIZER MIXED INT CONIC The mixed-integer optimizer for conic and linear problems. MSK OPTIMIZER MIXED INT The mixed-integer optimizer. MSK OPTIMIZER CONCURRENT The optimizer for nonconvex nonlinear problems. MSK OPTIMIZER NONCONVEX The optimizer for nonconvex nonlinear problems. 11.29 Ordering strategies MSK ORDER METHOD FREE The ordering method is chosen automatically. MSK ORDER METHOD APPMINLOC Approximate minimum local fill-in ordering is employed. MSK ORDER METHOD EXPERIMENTAL This option should not be used. MSK ORDER METHOD TRY GRAPHPAR Always try the the graph partitioning based ordering. MSK ORDER METHOD FORCE GRAPHPAR Always use the graph partitioning based ordering even if it is worse that the approximate minimum local fill ordering. MSK ORDER METHOD NONE No ordering is used.
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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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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
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 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: 11.22. MIXED-INTEGER NODE SELECTION
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
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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
Page 315 and 316: 15.2. THE FILE FORMAT 299 [con ’c
Page 317 and 318: 15.2. THE FILE FORMAT 301 - ‘NEAR
Page 319 and 320: 15.4. WRITING OPF FILES FROM MOSEK
Page 321 and 322: 15.5. EXAMPLES 305 [/hints] [variab
Page 323 and 324: 15.5. EXAMPLES 307 x1 x2 [/integer]
Page 325 and 326: 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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