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
16 CHAPTER 3. MOSEK AND AMPL Eliminator - tries : 0 time : 0.00 Eliminator - elim’s : 0 Lin. dep. - tries : 0 time : 0.00 Lin. dep. - number : 0 Presolve terminated. Time: 0.00 Primal simplex optimizer started. Primal simplex optimizer setup started. Primal simplex optimizer setup terminated. Optimizer - solved problem : the primal Optimizer - constraints : 7 variables : 9 Optimizer - hotstart : yes Optimizer - Num. basic : 7 Basis rank : 7 Optimizer - Valid bas. fac. : no ITER DEGITER(%) PFEAS DFEAS POBJ DOBJ TIME TOTTIME 0 0.00 0.00e+00 NA 1.4855737705e+01 NA 0.00 0.01 0 0.00 0.00e+00 NA 1.4855737705e+01 NA 0.00 0.01 Primal simplex optimizer terminated. Simplex optimizer terminated. Time: 0.00. Optimizer terminated. Time: 0.01 Return code - 0 [MSK RES OK] MOSEK finished. Problem status : PRIMAL AND DUAL FEASIBLE Solution status : OPTIMAL Primal objective : 14.8557377 Dual objective : 14.8557377 Objective = Total Cost Please note that the second solve takes fewer iterations since the previous optimal basis is reused. 3.9 The infeasibility report For linear optimization problems without any integer constrained variables MOSEK can generate an infeasibility report automatically. The report provides important information about the infeasibility. The generation of the infeasibility report is turned on using the parameter setting option auxfiles rc; option mosek options ’msk ipar infeas report auto=msk on’; For further details about infeasbility report see Section 7.2. 3.10 Sensitivity analysis MOSEK can calculate sensitivity information for the objective and constraints. To enable sensitivity information set the option: sensitivity = 1 Results are returned in variable/constraint suffixes as follows: • .down Smallest value of objective coefficient/right hand side before the optimal basis changes. • .up Largest value of objective coefficient/right hand side before the optimal basis changes.
3.10. SENSITIVITY ANALYSIS 17 • .current Current value of objective coefficient/right hand side. For ranged constraints sensitivity information is returned only for the lower bound. The example below returns sensitivity information on the diet model. ampl: model diet.mod; ampl: data diet.dat; ampl: option solver mosek; ampl: option mosek options ’sensitivity=1’; ampl: solve; #display sensitivity information and current solution. ampl: display var.down, var.current, var.up, var; #display sensitivity information and optimal dual values. ampl: display con.down, con.current, con.up, con; The resulting output is: Return code - 0 [MSK RES OK] MOSEK finished. Problem status : PRIMAL AND DUAL FEASIBLE Solution status : OPTIMAL Primal objective : 14.8557377 Dual objective : 14.8557377 suffix up OUT; suffix down OUT; suffix current OUT; Objective = Total Cost : var.down var.current var.up var := 1 1.37385 1.84 1.86075 4.38525 2 1.8677 2.19 Infinity 0 3 1.82085 1.84 Infinity 0 4 1.35466 1.44 Infinity 0 5 1.57633 2.29 Infinity 0 6 0.094 0.77 0.794851 6.14754 7 1.22759 1.29 Infinity 0 8 0.57559 0.6 0.910769 3.42213 9 0.657279 0.72 Infinity 0 ; ampl: display con.down, con.current, con.up, con; : con.down con.current con.up con := 1 -Infinity 2000 3965.37 0 2 297.6 350 375 0.0277049 3 -Infinity 55 172.029 0 4 63.0531 100 195.388 0.0267541 5 -Infinity 100 132.213 0 6 -Infinity 100 234.221 0 7 17.6923 100 142.821 0.0248361 ;
- Page 1 and 2: The MOSEK command line tool. Versio
- Page 3 and 4: Contents 1 Changes and new features
- Page 5 and 6: CONTENTS v 6.5 Termination criterio
- Page 7 and 8: CONTENTS vii 9.1.56 MSK DPAR NONCON
- Page 9 and 10: CONTENTS ix 9.2.79 MSK IPAR MIO FEA
- Page 11 and 12: CONTENTS xi 9.2.171 MSK IPAR SOL RE
- Page 13 and 14: CONTENTS xiii 11.29 Ordering strate
- Page 15 and 16: CONTENTS xv 18.2 arki001 . . . . .
- Page 17 and 18: Contact information Phone +45 3917
- Page 19 and 20: License agreement Before using the
- Page 21 and 22: Chapter 1 Changes and new features
- Page 23 and 24: 1.4. OPTIMIZATION TOOLBOX FOR MATLA
- Page 25 and 26: Chapter 2 What is MOSEK MOSEK is a
- Page 27 and 28: Chapter 3 MOSEK and AMPL AMPL is a
- Page 29 and 30: 3.6. CONSTRAINT AND VARIABLE NAMES
- Page 31: 3.8. HOT-START 15 Linear dependency
- Page 35 and 36: Chapter 4 Problem formulation and s
- Page 37 and 38: 4.1. LINEAR OPTIMIZATION 21 be a pr
- Page 39 and 40: 4.2. CONIC QUADRATIC OPTIMIZATION 2
- Page 41 and 42: 4.2. CONIC QUADRATIC OPTIMIZATION 2
- Page 43 and 44: 4.3. SEMIDEFINITE OPTIMIZATION 27 4
- Page 45 and 46: 4.5. GENERAL CONVEX OPTIMIZATION 29
- Page 47 and 48: 4.5. GENERAL CONVEX OPTIMIZATION 31
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- Page 51 and 52: 5.1. HOW AN OPTIMIZER WORKS 35 5.1.
- Page 53 and 54: 5.2. LINEAR OPTIMIZATION 37 5.2.2 T
- Page 55 and 56: 5.2. LINEAR OPTIMIZATION 39 Wheneve
- Page 57 and 58: 5.2. LINEAR OPTIMIZATION 41 5.2.2.3
- Page 59 and 60: 5.2. LINEAR OPTIMIZATION 43 • Rai
- Page 61 and 62: 5.5. NONLINEAR CONVEX OPTIMIZATION
- Page 63 and 64: 5.6. SOLVING PROBLEMS IN PARALLEL 4
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16 CHAPTER 3. <strong>MOSEK</strong> AND AMPL<br />
Eliminator - tries : 0 time : 0.00<br />
Eliminator - elim’s : 0<br />
Lin. dep. - tries : 0 time : 0.00<br />
Lin. dep. - number : 0<br />
Presolve terminated. Time: 0.00<br />
Primal simplex optimizer started.<br />
Primal simplex optimizer setup started.<br />
Primal simplex optimizer setup terminated.<br />
Optimizer - solved problem : the primal<br />
Optimizer - constraints : 7 variables : 9<br />
Optimizer - hotstart : yes<br />
Optimizer - Num. basic : 7 Basis rank : 7<br />
Optimizer - Valid bas. fac. : no<br />
ITER DEGITER(%) PFEAS DFEAS POBJ DOBJ TIME TOTTIME<br />
0 0.00 0.00e+00 NA 1.4855737705e+01 NA 0.00 0.01<br />
0 0.00 0.00e+00 NA 1.4855737705e+01 NA 0.00 0.01<br />
Primal simplex optimizer terminated.<br />
Simplex optimizer terminated. Time: 0.00.<br />
Optimizer terminated. Time: 0.01<br />
Return code - 0 [MSK RES OK]<br />
<strong>MOSEK</strong> finished.<br />
Problem status : PRIMAL AND DUAL FEASIBLE<br />
Solution status : OPTIMAL<br />
Primal objective : 14.8557377<br />
Dual objective : 14.8557377<br />
Objective = Total Cost<br />
Please note that the second solve takes fewer iterations since the previous optimal basis is reused.<br />
3.9 <strong>The</strong> infeasibility report<br />
For <strong>line</strong>ar optimization problems without any integer constrained variables <strong>MOSEK</strong> can generate an<br />
infeasibility report automatically. <strong>The</strong> report provides important information about the infeasibility.<br />
<strong>The</strong> generation of the infeasibility report is turned on using the parameter setting<br />
option auxfiles rc;<br />
option mosek options ’msk ipar infeas report auto=msk on’;<br />
For further details about infeasbility report see Section 7.2.<br />
3.10 Sensitivity analysis<br />
<strong>MOSEK</strong> can calculate sensitivity information for the objective and constraints. To enable sensitivity<br />
information set the option:<br />
sensitivity = 1<br />
Results are returned in variable/constraint suffixes as follows:<br />
• .down Smallest value of objective coefficient/right hand side before the optimal basis changes.<br />
• .up Largest value of objective coefficient/right hand side before the optimal basis changes.