The MOSEK command line tool Version 7.0 (Revision 141)

54 CHAPTER 6. THE OPTIMIZERS FOR MIXED-INTEGER PROBLEMS
Tolerance
δ 1
δ 2
δ 3
δ 4
δ 5
δ 6
Parameter name
MSK DPAR MIO TOL ABS RELAX INT
MSK DPAR MIO TOL REL RELAX INT
MSK DPAR MIO TOL ABS GAP
MSK DPAR MIO TOL REL GAP
MSK DPAR MIO NEAR TOL ABS GAP
MSK DPAR MIO NEAR TOL REL GAP
Table 6.2: Integer optimizer tolerances.
Parameter name Delayed Explanation
MSK IPAR MIO MAX NUM BRANCHES Yes Maximum number of branches allowed.
MSK IPAR MIO MAX NUM RELAXS Yes Maximum number of realizations allowed.
MSK IPAR MIO MAX NUM SOLUTIONS Yes Maximum number of feasible integer solutions allowed.
Table 6.3: Parameters affecting the termination of the integer optimizer.
¯z − z ≤ max(δ 5 , δ 6 max(1, |¯z| ))
is satisfied. If it is satisfied, the optimizer will report that the candidate solution is near optimal and
then terminate. Please note that since this criteria depends on timing, the optimizer will not be run
to run deterministic.
6.5.2 Important parameters
All δ tolerances can be adjusted using suitable parameters — see Table 6.2. In Table 6.3 some other
parameters affecting the integer optimizer termination criterion are shown. Please note that if the
effect of a parameter is delayed, the associated termination criterion is applied only after some time,
specified by the MSK DPAR MIO DISABLE TERM TIME parameter.
6.6 How to speed up the solution process
As mentioned previously, in many cases it is not possible to find an optimal solution to an integer
optimization problem in a reasonable amount of time. Some suggestions to reduce the solution time
are:
• Relax the termination criterion: In case the run time is not acceptable, the first thing to do is
to relax the termination criterion — see Section 6.5 for details.
• Specify a good initial solution: In many cases a good feasible solution is either known or easily
computed using problem specific knowledge. If a good feasible solution is known, it is usually
worthwhile to use this as a starting point for the integer optimizer.