The MOSEK command line tool Version 7.0 (Revision 141)

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304 CHAPTER 15. THE OPF FORMAT 0 ≤ x 0 ≤ ∞, 0 ≤ x 1 ≤ 10, 0 ≤ x 2 ≤ ∞, 0 ≤ x 3 ≤ ∞. In the OPF format the example is displayed as shown below: [comment] <strong>The</strong> lo1 example in OPF format [/comment] [hints] [hint NUMVAR] 4 [/hint] [hint NUMCON] 3 [/hint] [hint NUMANZ] 9 [/hint] [/hints] [variables disallow new variables] x1 x2 x3 x4 [/variables] [objective maximize ’obj’] 3 x1 + x2 + 5 x3 + x4 [/objective] [constraints] [con ’c1’] 3 x1 + x2 + 2 x3 = 30 [/con] [con ’c2’] 2 x1 + x2 + 3 x3 + x4 >= 15 [/con] [con ’c3’] 2 x2 + 3 x4
15.5. EXAMPLES 305 [/hints] [variables disallow new variables] x1 x2 x3 [/variables] [objective minimize ’obj’] # <strong>The</strong> quadratic terms are often written with a factor of 1/2 as here, # but this is not required. - x2 + 0.5 ( 2.0 x1 ^ 2 - 2.0 x3 * x1 + 0.2 x2 ^ 2 + 2.0 x3 ^ 2 ) [/objective] [constraints] [con ’c1’] 1.0
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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
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11.10. DOUBLE INFORMATION ITEMS 245
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11.10. DOUBLE INFORMATION ITEMS 247
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11.11. FEASIBILITY REPAIR TYPES 249
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11.13. INTEGER INFORMATION ITEMS. 2
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Page 271 and 272: 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 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: 15.4. WRITING OPF FILES FROM MOSEK
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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