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
78 CHAPTER 8. SENSITIVITY ANALYSIS 5 c6 FIX -5.000000e+02 6.574875e-18 3.000000e+00 3.000000e+00 BOUNDS VARIABLES INDEX NAME BOUND LEFTRANGE RIGHTRANGE LEFTPRICE RIGHTPRICE 2 x23 LO -6.574875e-18 5.000000e+02 2.000000e+00 2.000000e+00 3 x24 LO -inf 5.000000e+02 0.000000e+00 0.000000e+00 4 x31 LO -inf 5.000000e+02 0.000000e+00 0.000000e+00 0 x11 LO -inf 3.000000e+02 0.000000e+00 0.000000e+00 OBJECTIVE VARIABLES INDEX NAME LEFTRANGE RIGHTRANGE LEFTPRICE RIGHTPRICE 0 x11 -inf 1.000000e+00 3.000000e+02 3.000000e+02 2 x23 -2.000000e+00 +inf 0.000000e+00 0.000000e+00 8.5.3 Controlling log output Setting the parameter MSK IPAR LOG SENSITIVITY to 1 or 0 (default) controls whether or not the results from sensitivity calculations are printed to the message stream. The parameter MSK IPAR LOG SENSITIVITY OPT controls the amount of debug information on internal calculations from the sensitivity analysis.
Chapter 9 Parameters Parameters grouped by functionality. Analysis parameters. Parameters controling the behaviour of the problem and solution analyzers. • MSK DPAR ANA SOL INFEAS TOL. If a constraint violates its bound with an amount larger than this value, the constraint name, index and violation will be printed by the solution analyzer. Basis identification parameters. • MSK IPAR BI CLEAN OPTIMIZER. Controls which simplex optimizer is used in the clean-up phase. • MSK IPAR BI IGNORE MAX ITER. Turns on basis identification in case the interior-point optimizer is terminated due to maximum number of iterations. • MSK IPAR BI IGNORE NUM ERROR. Turns on basis identification in case the interior-point optimizer is terminated due to a numerical problem. • MSK IPAR BI MAX ITERATIONS. Maximum number of iterations after basis identification. • MSK IPAR INTPNT BASIS. Controls whether basis identification is performed. • MSK IPAR LOG BI. Controls the amount of output printed by the basis identification procedure. A higher level implies that more information is logged. • MSK IPAR LOG BI FREQ. Controls the logging frequency. • MSK DPAR SIM LU TOL REL PIV. Relative pivot tolerance employed when computing the LU factorization of the basis matrix. Behavior of the optimization task. Parameters defining the behavior of an optimization task when loading data. • MSK SPAR FEASREPAIR NAME PREFIX. Feasibility repair name prefix. 79
- 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
- Page 49 and 50: Chapter 5 The optimizers for contin
- 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
- Page 65 and 66: Chapter 6 The optimizers for mixed-
- Page 67 and 68: 6.3. THE MIXED-INTEGER CONIC OPTIMI
- Page 69 and 70: 6.5. TERMINATION CRITERION 53 The f
- Page 71 and 72: 6.7. UNDERSTANDING SOLUTION QUALITY
- Page 73 and 74: Chapter 7 The analyzers 7.1 The pro
- Page 75 and 76: 7.1. THE PROBLEM ANALYZER 59 Constr
- Page 77 and 78: 7.2. ANALYZING INFEASIBLE PROBLEMS
- Page 79 and 80: 7.2. ANALYZING INFEASIBLE PROBLEMS
- Page 81 and 82: 7.2. ANALYZING INFEASIBLE PROBLEMS
- Page 83 and 84: 7.2. ANALYZING INFEASIBLE PROBLEMS
- Page 85 and 86: 7.2. ANALYZING INFEASIBLE PROBLEMS
- Page 87 and 88: Chapter 8 Sensitivity analysis 8.1
- Page 89 and 90: 8.4. SENSITIVITY ANALYSIS FOR LINEA
- Page 91 and 92: 8.5. SENSITIVITY ANALYSIS WITH THE
- Page 93: 8.5. SENSITIVITY ANALYSIS WITH THE
- Page 97 and 98: 81 • MSK SPAR ITR SOL FILE NAME.
- Page 99 and 100: 83 • MSK DPAR INTPNT NL TOL REL G
- Page 101 and 102: 85 • MSK IPAR LOG MIO. Controls t
- Page 103 and 104: 87 • MSK DPAR INTPNT NL MERIT BAL
- Page 105 and 106: 89 • MSK IPAR INFEAS PREFER PRIMA
- Page 107 and 108: 91 • MSK IPAR SIM SAVE LU. Contro
- Page 109 and 110: 9.1. MSKDPARAME: DOUBLE PARAMETERS
- Page 111 and 112: 9.1. MSKDPARAME: DOUBLE PARAMETERS
- Page 113 and 114: 9.1. MSKDPARAME: DOUBLE PARAMETERS
- Page 115 and 116: 9.1. MSKDPARAME: DOUBLE PARAMETERS
- Page 117 and 118: 9.1. MSKDPARAME: DOUBLE PARAMETERS
- Page 119 and 120: 9.1. MSKDPARAME: DOUBLE PARAMETERS
- Page 121 and 122: 9.1. MSKDPARAME: DOUBLE PARAMETERS
- Page 123 and 124: 9.1. MSKDPARAME: DOUBLE PARAMETERS
- Page 125 and 126: 9.1. MSKDPARAME: DOUBLE PARAMETERS
- Page 127 and 128: 9.1. MSKDPARAME: DOUBLE PARAMETERS
- Page 129 and 130: 9.1. MSKDPARAME: DOUBLE PARAMETERS
- Page 131 and 132: 9.1. MSKDPARAME: DOUBLE PARAMETERS
- Page 133 and 134: 9.2. MSKIPARAME: INTEGER PARAMETERS
- Page 135 and 136: 9.2. MSKIPARAME: INTEGER PARAMETERS
- Page 137 and 138: 9.2. MSKIPARAME: INTEGER PARAMETERS
- Page 139 and 140: 9.2. MSKIPARAME: INTEGER PARAMETERS
- Page 141 and 142: 9.2. MSKIPARAME: INTEGER PARAMETERS
- Page 143 and 144: 9.2. MSKIPARAME: INTEGER PARAMETERS
78 CHAPTER 8. SENSITIVITY ANALYSIS<br />
5 c6 FIX -5.000000e+02 6.574875e-18 3.000000e+00 3.000000e+00<br />
BOUNDS VARIABLES<br />
INDEX NAME BOUND LEFTRANGE RIGHTRANGE LEFTPRICE RIGHTPRICE<br />
2 x23 LO -6.574875e-18 5.000000e+02 2.000000e+00 2.000000e+00<br />
3 x24 LO -inf 5.000000e+02 0.000000e+00 0.000000e+00<br />
4 x31 LO -inf 5.000000e+02 0.000000e+00 0.000000e+00<br />
0 x11 LO -inf 3.000000e+02 0.000000e+00 0.000000e+00<br />
OBJECTIVE VARIABLES<br />
INDEX NAME LEFTRANGE RIGHTRANGE LEFTPRICE RIGHTPRICE<br />
0 x11 -inf 1.000000e+00 3.000000e+02 3.000000e+02<br />
2 x23 -2.000000e+00 +inf 0.000000e+00 0.000000e+00<br />
8.5.3 Controlling log output<br />
Setting the parameter<br />
MSK IPAR LOG SENSITIVITY<br />
to 1 or 0 (default) controls whether or not the results from sensitivity calculations are printed to the<br />
message stream.<br />
<strong>The</strong> parameter<br />
MSK IPAR LOG SENSITIVITY OPT<br />
controls the amount of debug information on internal calculations from the sensitivity analysis.