The MOSEK command line tool Version 7.0 (Revision 141)

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324 INDEX maximize, 21 objective vector, 30 OPF format, 297 optimal solution, 21 optimality gap, 20, 55 optimization conic, 23 integer, 49 mixed-integer, 49 optimizers concurrent, 47 conic interior-point, 44 convex interior-point, 45 <strong>line</strong>ar interior-point, 37 parallel, 47 simplex, 42 Optimizing network flow problems, 44 parallel extensions, 46 parallel interior-point, 36 parallel optimizers interior point, 36 parallel solution, 46 parameter file, 275 presolve, 34 eliminator, 35 <strong>line</strong>ar dependency check, 35 numerical issues, 34 primal certificate, 22, 25, 27 primal feasible, 20 primal infeasible, 20, 22, 25, 27 primal-dual solution, 20 quadratic constraint, 28 quadratic optimization, 28 relaxation, continuous, 49 Response codes MSK RES ERR AD INVALID CODELIST, 203 MSK RES ERR AD INVALID OPERAND, 203 MSK RES ERR AD INVALID OPERATOR, 203 MSK RES ERR AD MISSING OPERAND, 203 MSK RES ERR AD MISSING RETURN, 203 MSK RES ERR API ARRAY TOO SMALL, 203 MSK RES ERR API CB CONNECT, 203 MSK RES ERR API FATAL ERROR, 203 MSK RES ERR API INTERNAL, 203 MSK RES ERR ARG IS TOO LARGE, 203 MSK RES ERR ARG IS TOO SMALL, 204 MSK RES ERR ARGUMENT DIMENSION, 204 MSK RES ERR ARGUMENT IS TOO LARGE, 204 MSK RES ERR ARGUMENT LENNEQ, 204 MSK RES ERR ARGUMENT PERM ARRAY, 204 MSK RES ERR ARGUMENT TYPE, 204 MSK RES ERR BAR VAR DIM, 204 MSK RES ERR BASIS, 204 MSK RES ERR BASIS FACTOR, 204 MSK RES ERR BASIS SINGULAR, 204 MSK RES ERR BLANK NAME, 204 MSK RES ERR CANNOT CLONE NL, 204 MSK RES ERR CANNOT HANDLE NL, 204 MSK RES ERR CON Q NOT NSD, 204 MSK RES ERR CON Q NOT PSD, 205 MSK RES ERR CONCURRENT OPTIMIZER, 205 MSK RES ERR CONE INDEX, 205 MSK RES ERR CONE OVERLAP, 205 MSK RES ERR CONE OVERLAP APPEND, 205 MSK RES ERR CONE REP VAR, 205 MSK RES ERR CONE SIZE, 205 MSK RES ERR CONE TYPE, 205 MSK RES ERR CONE TYPE STR, 205 MSK RES ERR DATA FILE EXT, 205 MSK RES ERR DUP NAME, 205 MSK RES ERR DUPLICATE BARVARIABLE NAMES, 205 MSK RES ERR DUPLICATE CONE NAMES, 205 MSK RES ERR DUPLICATE CONSTRAINT NAMES, 205 MSK RES ERR DUPLICATE VARIABLE NAMES, 205 MSK RES ERR END OF FILE, 206 MSK RES ERR FACTOR, 206 MSK RES ERR FEASREPAIR CANNOT RELAX, 206
INDEX 325 MSK RES ERR FEASREPAIR INCONSISTENT BOUND, MSK RES ERR INV MARKI, 208 206 MSK RES ERR INV MARKJ, 209 MSK RES ERR FEASREPAIR SOLVING RELAXED, MSK RES ERR INV NAME ITEM, 209 206 MSK RES ERR INV NUMI, 209 MSK RES ERR FILE LICENSE, 206 MSK RES ERR INV NUMJ, 209 MSK RES ERR FILE OPEN, 206 MSK RES ERR INV OPTIMIZER, 209 MSK RES ERR FILE READ, 206 MSK RES ERR INV PROBLEM, 209 MSK RES ERR FILE WRITE, 206 MSK RES ERR INV QCON SUBI, 209 MSK RES ERR FIRST, 206 MSK RES ERR INV QCON SUBJ, 209 MSK RES ERR FIRSTI, 206 MSK RES ERR INV QCON SUBK, 209 MSK RES ERR FIRSTJ, 206 MSK RES ERR INV QCON VAL, 209 MSK RES ERR FIXED BOUND VALUES, 206 MSK RES ERR INV QOBJ SUBI, 209 MSK RES ERR FLEXLM, 206 MSK RES ERR INV QOBJ SUBJ, 209 MSK RES ERR GLOBAL INV CONIC PROBLEM, MSK RES ERR INV QOBJ VAL, 209 207 MSK RES ERR HUGE AIJ, 207 MSK RES ERR HUGE C, 207 MSK RES ERR IDENTICAL TASKS, 207 MSK RES ERR IN ARGUMENT, 207 MSK RES ERR INDEX, 207 MSK RES ERR INDEX ARR IS TOO LARGE, 207 MSK RES ERR INDEX ARR IS TOO SMALL, 207 MSK RES ERR INDEX IS TOO LARGE, 207 MSK RES ERR INDEX IS TOO SMALL, 207 MSK RES ERR INF DOU INDEX, 207 MSK RES ERR INF DOU NAME, 207 MSK RES ERR INF INT INDEX, 207 MSK RES ERR INF INT NAME, 207 MSK RES ERR INF LINT INDEX, 207 MSK RES ERR INF LINT NAME, 208 MSK RES ERR INF TYPE, 208 MSK RES ERR INFEAS UNDEFINED, 208 MSK RES ERR INFINITE BOUND, 208 MSK RES ERR INT64 TO INT32 CAST, 208 MSK RES ERR INTERNAL, 208 MSK RES ERR INTERNAL TEST FAILED, 208 MSK RES ERR INV APTRE, 208 MSK RES ERR INV BK, 208 MSK RES ERR INV BKC, 208 MSK RES ERR INV BKX, 208 MSK RES ERR INV CONE TYPE, 208 MSK RES ERR INV CONE TYPE STR, 208 MSK RES ERR INV CONIC PROBLEM, 208 MSK RES ERR INV SK, 209 MSK RES ERR INV SK STR, 209 MSK RES ERR INV SKC, 210 MSK RES ERR INV SKN, 210 MSK RES ERR INV SKX, 210 MSK RES ERR INV VAR TYPE, 210 MSK RES ERR INVALID ACCMODE, 210 MSK RES ERR INVALID AMPL STUB, 210 MSK RES ERR INVALID BARVAR NAME, 210 MSK RES ERR INVALID BRANCH DIRECTION, 210 MSK RES ERR INVALID BRANCH PRIORITY, 210 MSK RES ERR INVALID COMPRESSION, 210 MSK RES ERR INVALID CON NAME, 210 MSK RES ERR INVALID CONE NAME, 210 MSK RES ERR INVALID FILE FORMAT FOR CONES, 210 MSK RES ERR INVALID FILE FORMAT FOR GENERAL NL 210 MSK RES ERR INVALID FILE FORMAT FOR SYM MAT, 210 MSK RES ERR INVALID FILE NAME, 210 MSK RES ERR INVALID FORMAT TYPE, 211 MSK RES ERR INVALID IDX, 211 MSK RES ERR INVALID IOMODE, 211 MSK RES ERR INVALID MAX NUM, 211 MSK RES ERR INVALID NAME IN SOL FILE, 211
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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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11.17. LANGUAGE SELECTION CONSTANTS
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11.22. MIXED-INTEGER NODE SELECTION
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11.29. ORDERING STRATEGIES 261 MSK
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11.34. PROBLEM STATUS KEYS 263 MSK
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11.38. SENSITIVITY TYPES 265 MSK SC
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11.44. SOLUTION ITEMS 267 MSK SIM S
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11.46. SOLUTION TYPES 269 11.46 Sol
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11.52. INTEGER VALUES 271 11.52 Int
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Page 291 and 292: 12.3. THE PARAMETER FILE 275 -min F
Page 293 and 294: Chapter 13 The MPS file format MOSE
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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
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: Index AMPL outlev, 13 wantsol, 13 a
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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