The MOSEK command line tool Version 7.0 (Revision 141)

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328 INDEX MSK RES ERR REMOVE CONE VARIABLE, 221 MSK RES ERR REPAIR INVALID PROBLEM, 221 MSK RES ERR REPAIR OPTIMIZATION FAILED, 221 MSK RES ERR SEN BOUND INVALID LO, 221 MSK RES ERR SEN BOUND INVALID UP, 221 MSK RES ERR SEN FORMAT, 221 MSK RES ERR SEN INDEX INVALID, 221 MSK RES ERR SEN INDEX RANGE, 221 MSK RES ERR SEN INVALID REGEXP, 221 MSK RES ERR SEN NUMERICAL, 221 MSK RES ERR SEN SOLUTION STATUS, 222 MSK RES ERR SEN UNDEF NAME, 222 MSK RES ERR SEN UNHANDLED PROBLEM TYPE, 222 MSK RES ERR SIZE LICENSE, 222 MSK RES ERR SIZE LICENSE CON, 222 MSK RES ERR SIZE LICENSE INTVAR, 222 MSK RES ERR SIZE LICENSE NUMCORES, 222 MSK RES ERR SIZE LICENSE VAR, 222 MSK RES ERR SOL FILE INVALID NUMBER, 222 MSK RES ERR SOLITEM, 222 MSK RES ERR SOLVER PROBTYPE, 222 MSK RES ERR SPACE, 222 MSK RES ERR SPACE LEAKING, 222 MSK RES ERR SPACE NO INFO, 222 MSK RES ERR SYM MAT DUPLICATE, 222 MSK RES ERR SYM MAT INVALID COL INDEX, 225 MSK RES ERR WRITE MPS INVALID NAME, 223 225 MSK RES ERR SYM MAT INVALID ROW INDEX, MSK RES ERR WRITE OPF INVALID VAR NAME, 223 225 MSK RES ERR SYM MAT INVALID VALUE, MSK RES ERR WRITING FILE, 225 223 MSK RES ERR XML INVALID PROBLEM TYPE, MSK RES ERR SYM MAT NOT LOWER TRINGULAR, 225 223 MSK RES ERR TASK INCOMPATIBLE, 223 MSK RES ERR TASK INVALID, 223 MSK RES ERR THREAD COND INIT, 223 MSK RES ERR THREAD CREATE, 223 MSK RES ERR THREAD MUTEX INIT, 223 MSK RES ERR THREAD MUTEX LOCK, 223 MSK RES ERR THREAD MUTEX UNLOCK, 223 MSK RES ERR TOO MANY CONCURRENT TASKS, 223 MSK RES ERR TOO SMALL MAX NUM NZ, 223 MSK RES ERR TOO SMALL MAXNUMANZ, 223 MSK RES ERR UNB STEP SIZE, 224 MSK RES ERR UNDEF SOLUTION, 224 MSK RES ERR UNDEFINED OBJECTIVE SENSE, 224 MSK RES ERR UNHANDLED SOLUTION STATUS, 224 MSK RES ERR UNKNOWN, 224 MSK RES ERR UPPER BOUND IS A NAN, 224 MSK RES ERR UPPER TRIANGLE, 224 MSK RES ERR USER FUNC RET, 224 MSK RES ERR USER FUNC RET DATA, 224 MSK RES ERR USER NLO EVAL, 224 MSK RES ERR USER NLO EVAL HESSUBI, 224 MSK RES ERR USER NLO EVAL HESSUBJ, 224 MSK RES ERR USER NLO FUNC, 225 MSK RES ERR WHICHITEM NOT ALLOWED, 225 MSK RES ERR WHICHSOL, 225 MSK RES ERR WRITE LP FORMAT, 225 MSK RES ERR WRITE LP NON UNIQUE NAME, MSK RES ERR Y IS UNDEFINED, 225 MSK RES OK, 225 MSK RES TRM INTERNAL, 225 MSK RES TRM INTERNAL STOP, 225 MSK RES TRM MAX ITERATIONS, 225 MSK RES TRM MAX NUM SETBACKS, 225
INDEX 329 MSK RES TRM MAX TIME, 226 MSK RES TRM MIO NEAR ABS GAP, 226 MSK RES TRM MIO NEAR REL GAP, 226 MSK RES TRM MIO NUM BRANCHES, 226 MSK RES TRM MIO NUM RELAXS, 226 MSK RES TRM NUM MAX NUM INT SOLUTIONS, 226 MSK RES TRM NUMERICAL PROBLEM, 226 MSK RES TRM OBJECTIVE RANGE, 226 MSK RES TRM STALL, 226 MSK RES TRM USER CALLBACK, 226 MSK RES WRN ANA ALMOST INT BOUNDS, 227 MSK RES WRN ANA C ZERO, 227 MSK RES WRN ANA CLOSE BOUNDS, 227 MSK RES WRN ANA EMPTY COLS, 227 MSK RES WRN ANA LARGE BOUNDS, 227 MSK RES WRN CONSTRUCT INVALID SOL ITG, 227 MSK RES WRN CONSTRUCT NO SOL ITG, 227 MSK RES WRN CONSTRUCT SOLUTION INFEAS, 227 MSK RES WRN DROPPED NZ QOBJ, 227 MSK RES WRN DUPLICATE BARVARIABLE NAMES, 227 MSK RES WRN DUPLICATE CONE NAMES, 227 MSK RES WRN DUPLICATE CONSTRAINT NAMES, 230 MSK RES WRN QUAD CONES WITH ROOT FIXED AT ZE 227 230 MSK RES WRN DUPLICATE VARIABLE NAMES, MSK RES WRN RQUAD CONES WITH ROOT FIXED AT Z 227 230 MSK RES WRN ELIMINATOR SPACE, 227 MSK RES WRN SOL FILE IGNORED CON, MSK RES WRN EMPTY NAME, 228 230 MSK RES WRN IGNORE INTEGER, 228 MSK RES WRN SOL FILE IGNORED VAR, MSK RES WRN INCOMPLETE LINEAR DEPENDENCY 230 CHECK, 228 MSK RES WRN LARGE AIJ, 228 MSK RES WRN LARGE BOUND, 228 MSK RES WRN LARGE CJ, 228 MSK RES WRN LARGE CON FX, 228 MSK RES WRN LARGE LO BOUND, 228 MSK RES WRN LARGE UP BOUND, 228 MSK RES WRN LICENSE EXPIRE, 228 MSK RES WRN LICENSE FEATURE EXPIRE, 228 MSK RES WRN LICENSE SERVER, 228 MSK RES WRN LP DROP VARIABLE, 228 MSK RES WRN LP OLD QUAD FORMAT, 228 MSK RES WRN MIO INFEASIBLE FINAL, 229 MSK RES WRN MPS SPLIT BOU VECTOR, 229 MSK RES WRN MPS SPLIT RAN VECTOR, 229 MSK RES WRN MPS SPLIT RHS VECTOR, 229 MSK RES WRN NAME MAX LEN, 229 MSK RES WRN NO DUALIZER, 229 MSK RES WRN NO GLOBAL OPTIMIZER, 229 MSK RES WRN NO NONLINEAR FUNCTION WRITE, 229 MSK RES WRN NZ IN UPR TRI, 229 MSK RES WRN OPEN PARAM FILE, 229 MSK RES WRN PARAM IGNORED CMIO, 229 MSK RES WRN PARAM NAME DOU, 229 MSK RES WRN PARAM NAME INT, 229 MSK RES WRN PARAM NAME STR, 229 MSK RES WRN PARAM STR VALUE, 229 MSK RES WRN PRESOLVE OUTOFSPACE, MSK RES WRN SOL FILTER, 230 MSK RES WRN SPAR MAX LEN, 230 MSK RES WRN TOO FEW BASIS VARS, 230 MSK RES WRN TOO MANY BASIS VARS, 230 MSK RES WRN TOO MANY THREADS CONCURRENT, 230 MSK RES WRN UNDEF SOL FILE NAME, 230
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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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Chapter 12 MOSEK Command line tool
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12.3. THE PARAMETER FILE 275 -min F
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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 and 340: Index AMPL outlev, 13 wantsol, 13 a
Page 341 and 342: INDEX 325 MSK RES ERR FEASREPAIR IN
Page 343: INDEX 327 MSK RES ERR MPS NULL VAR
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