The MOSEK command line tool Version 7.0 (Revision 141)

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296 CHAPTER 14. THE LP FILE FORMAT 14.4.1 Speeding up file reading If the input file should be read as fast as possible using the least amount of memory, then it is important to tell MOSEK how many non-zeros, variables and constraints the problem contains. These values can be set using the parameters MSK IPAR READ CON MSK IPAR READ VAR MSK IPAR READ ANZ MSK IPAR READ QNZ 14.4.2 Unnamed constraints Reading and writing an LP file with MOSEK may change it superficially. If an LP file contains unnamed constraints or objective these are given their generic names when the file is read (however unnamed constraints in MOSEK are written without names).
Chapter 15 The OPF format The Optimization Problem Format (OPF) is an alternative to LP and MPS files for specifying optimization problems. It is row-oriented, inspired by the CPLEX LP format. Apart from containing objective, constraints, bounds etc. it may contain complete or partial solutions, comments and extra information relevant for solving the problem. It is designed to be easily read and modified by hand and to be forward compatible with possible future extensions. 15.1 Intended use The OPF file format is meant to replace several other files: • The LP file format. Any problem that can be written as an LP file can be written as an OPF file to; furthermore it naturally accommodates ranged constraints and variables as well as arbitrary characters in names, fixed expressions in the objective, empty constraints, and conic constraints. • Parameter files. It is possible to specify integer, double and string parameters along with the problem (or in a separate OPF file). • Solution files. It is possible to store a full or a partial solution in an OPF file and later reload it. 15.2 The file format The format uses tags to structure data. A simple example with the basic sections may look like this: [comment] This is a comment. You may write almost anything here... [/comment] # This is a single-line comment. [objective min ’myobj’] 297
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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
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209 MSK RES ERR INV MARKJ Invalid v
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211 MSK RES ERR INVALID FORMAT TYPE
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213 MSK RES ERR LICENSE NO SERVER S
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215 MSK RES ERR MIO NO OPTIMIZER No
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217 MSK RES ERR NAME MAX LEN A name
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219 MSK RES ERR NUMCONLIM Maximum n
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221 MSK RES ERR QCON UPPER TRIANGLE
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223 MSK RES ERR SYM MAT INVALID COL
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225 MSK RES ERR USER NLO FUNC The u
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227 MSK RES WRN ANA ALMOST INT BOUN
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229 MSK RES WRN MIO INFEASIBLE FINA
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231 MSK RES WRN WRITE DISCARDED CFI
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Chapter 11 API constants 11.1 Const
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11.5. PROGRESS CALL-BACK CODES 235
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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 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
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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: 14.3. THE STRICT LP FORMAT 295 MSK
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
Page 327 and 328: Chapter 17 The solution file format
Page 329 and 330: 17.2. THE INTEGER SOLUTION FILE 313
Page 331 and 332: Chapter 18 Problem analyzer example
Page 333 and 334: 18.2. ARKI001 317 2 476 45.42 48.19
Page 335 and 336: 18.4. PROBLEM WITH BOTH LINEAR AND
Page 337 and 338: Bibliography [1] R. Fourer and D. M
Page 339 and 340: Index AMPL outlev, 13 wantsol, 13 a
Page 341 and 342: INDEX 325 MSK RES ERR FEASREPAIR IN
Page 343 and 344: INDEX 327 MSK RES ERR MPS NULL VAR
Page 345 and 346: INDEX 329 MSK RES TRM MAX TIME, 226
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