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

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266 CHAPTER 11. API CONSTANTS MSK SIM EXPLOIT DUPVEC FREE The simplex optimizer can choose freely. 11.41 Hot-start type employed by the simplex optimizer MSK SIM HOTSTART NONE The simplex optimizer performs a coldstart. MSK SIM HOTSTART FREE The simplex optimize chooses the hot-start type. MSK SIM HOTSTART STATUS KEYS Only the status keys of the constraints and variables are used to choose the type of hot-start. 11.42 Problem reformulation. MSK SIM REFORMULATION OFF Disallow the simplex optimizer to reformulate the problem. MSK SIM REFORMULATION ON Allow the simplex optimizer to reformulate the problem. MSK SIM REFORMULATION FREE The simplex optimizer can choose freely. MSK SIM REFORMULATION AGGRESSIVE The simplex optimizer should use an aggressive reformulation strategy. 11.43 Simplex selection strategy MSK SIM SELECTION FREE The optimizer chooses the pricing strategy. MSK SIM SELECTION FULL The optimizer uses full pricing. 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).

11.44. SOLUTION ITEMS 267 MSK SIM SELECTION SE The optimizer uses steepest-edge selection (or if it is not available an approximate steep-edge selection). 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. 11.44 Solution items MSK SOL ITEM XC Solution for the constraints. MSK SOL ITEM XX Variable solution. MSK SOL ITEM Y Lagrange multipliers for equations. MSK SOL ITEM SLC Lagrange multipliers for lower bounds on the constraints. MSK SOL ITEM SUC Lagrange multipliers for upper bounds on the constraints. MSK SOL ITEM SLX Lagrange multipliers for lower bounds on the variables. MSK SOL ITEM SUX Lagrange multipliers for upper bounds on the variables. MSK SOL ITEM SNX Lagrange multipliers corresponding to the conic constraints on the variables. 11.45 Solution status keys MSK SOL STA UNKNOWN Status of the solution is unknown. MSK SOL STA OPTIMAL The solution is optimal.

266 CHAPTER 11. API CONSTANTS<br />

MSK SIM EXPLOIT DUPVEC FREE<br />

<strong>The</strong> simplex optimizer can choose freely.<br />

11.41 Hot-start type employed by the simplex optimizer<br />

MSK SIM HOTSTART NONE<br />

<strong>The</strong> simplex optimizer performs a coldstart.<br />

MSK SIM HOTSTART FREE<br />

<strong>The</strong> simplex optimize chooses the hot-start type.<br />

MSK SIM HOTSTART STATUS KEYS<br />

Only the status keys of the constraints and variables are used to choose the type of hot-start.<br />

11.42 Problem reformulation.<br />

MSK SIM REFORMULATION OFF<br />

Disallow the simplex optimizer to reformulate the problem.<br />

MSK SIM REFORMULATION ON<br />

Allow the simplex optimizer to reformulate the problem.<br />

MSK SIM REFORMULATION FREE<br />

<strong>The</strong> simplex optimizer can choose freely.<br />

MSK SIM REFORMULATION AGGRESSIVE<br />

<strong>The</strong> simplex optimizer should use an aggressive reformulation strategy.<br />

11.43 Simplex selection strategy<br />

MSK SIM SELECTION FREE<br />

<strong>The</strong> optimizer chooses the pricing strategy.<br />

MSK SIM SELECTION FULL<br />

<strong>The</strong> optimizer uses full pricing.<br />

MSK SIM SELECTION ASE<br />

<strong>The</strong> optimizer uses approximate steepest-edge pricing.<br />

MSK SIM SELECTION DEVEX<br />

<strong>The</strong> optimizer uses devex steepest-edge pricing (or if it is not available an approximate steep-edge<br />

selection).

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