The MOSEK command line tool Version 7.0 (Revision 141)

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80 CHAPTER 9. PARAMETERS • MSK SPAR FEASREPAIR NAME SEPARATOR. Feasibility repair name separator. • MSK SPAR FEASREPAIR NAME WSUMVIOL. Feasibility repair name violation name. Conic interior-point method parameters. Parameters defining the behavior of the interior-point method for conic problems. • MSK DPAR INTPNT CO TOL DFEAS. Dual feasibility tolerance used by the conic interior-point optimizer. • MSK DPAR INTPNT CO TOL INFEAS. Infeasibility tolerance for the conic solver. • MSK DPAR INTPNT CO TOL MU RED. Optimality tolerance for the conic solver. • MSK DPAR INTPNT CO TOL NEAR REL. Optimality tolerance for the conic solver. • MSK DPAR INTPNT CO TOL PFEAS. Primal feasibility tolerance used by the conic interior-point optimizer. • MSK DPAR INTPNT CO TOL REL GAP. Relative gap termination tolerance used by the conic interior-point optimizer. Data check parameters. These parameters defines data checking settings and problem data tolerances, i.e. which values are rounded to 0 or infinity, and which values are large or small enough to produce a warning. • MSK DPAR DATA TOL AIJ. Data tolerance threshold. • MSK DPAR DATA TOL AIJ HUGE. Data tolerance threshold. • MSK DPAR DATA TOL AIJ LARGE. Data tolerance threshold. • MSK DPAR DATA TOL BOUND INF. Data tolerance threshold. • MSK DPAR DATA TOL BOUND WRN. Data tolerance threshold. • MSK DPAR DATA TOL C HUGE. Data tolerance threshold. • MSK DPAR DATA TOL CJ LARGE. Data tolerance threshold. • MSK DPAR DATA TOL QIJ. Data tolerance threshold. • MSK DPAR DATA TOL X. Data tolerance threshold. • MSK IPAR LOG CHECK CONVEXITY. Controls logging in convexity check on quadratic problems. Set to a positive value to turn logging on. If a quadratic coefficient matrix is found to violate the requirement of PSD (NSD) then a list of negative (positive) pivot elements is printed. The absolute value of the pivot elements is also shown. Data input/output parameters. Parameters defining the behavior of data readers and writers. • MSK SPAR BAS SOL FILE NAME. Name of the bas solution file. • MSK SPAR DATA FILE NAME. Data are read and written to this file. • MSK SPAR DEBUG FILE NAME. MOSEK debug file. • MSK SPAR INT SOL FILE NAME. Name of the int solution file.
81 • MSK SPAR ITR SOL FILE NAME. Name of the itr solution file. • MSK IPAR LOG FILE. If turned on, then some log info is printed when a file is written or read. • MSK SPAR MIO DEBUG STRING. For internal use only. • MSK SPAR PARAM COMMENT SIGN. Solution file comment character. • MSK SPAR PARAM READ FILE NAME. Modifications to the parameter database is read from this file. • MSK SPAR PARAM WRITE FILE NAME. The parameter database is written to this file. • MSK SPAR READ MPS BOU NAME. Name of the BOUNDS vector used. An empty name means that the first BOUNDS vector is used. • MSK SPAR READ MPS OBJ NAME. Objective name in the MPS file. • MSK SPAR READ MPS RAN NAME. Name of the RANGE vector used. An empty name means that the first RANGE vector is used. • MSK SPAR READ MPS RHS NAME. Name of the RHS used. An empty name means that the first RHS vector is used. • MSK SPAR SOL FILTER XC LOW. Solution file filter. • MSK SPAR SOL FILTER XC UPR. Solution file filter. • MSK SPAR SOL FILTER XX LOW. Solution file filter. • MSK SPAR SOL FILTER XX UPR. Solution file filter. • MSK SPAR STAT FILE NAME. Statistics file name. • MSK SPAR STAT KEY. Key used when writing the summary file. • MSK SPAR STAT NAME. Name used when writing the statistics file. • MSK SPAR WRITE LP GEN VAR NAME. Added variable names in the LP files. Debugging parameters. These parameters defines that can be used when debugging a problem. • MSK IPAR AUTO SORT A BEFORE OPT. Controls whether the elements in each column of A are sorted before an optimization is performed. Dual simplex optimizer parameters. Parameters defining the behavior of the dual simplex optimizer for linear problems. • MSK IPAR SIM DUAL CRASH. Controls whether crashing is performed in the dual simplex optimizer. • MSK IPAR SIM DUAL RESTRICT SELECTION. Controls how aggressively restricted selection is used. • MSK IPAR SIM DUAL SELECTION. Controls the dual simplex strategy. Feasibility repair parameters.
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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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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
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Page 89 and 90: 8.4. SENSITIVITY ANALYSIS FOR LINEA
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Page 95: Chapter 9 Parameters Parameters gro
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Page 107 and 108: 91 • MSK IPAR SIM SAVE LU. Contro
Page 109 and 110: 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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Chapter 13 The MPS file format MOSE
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13.1. MPS FILE STRUCTURE 279 Extens
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13.1. MPS FILE STRUCTURE 281 [vname
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13.1. MPS FILE STRUCTURE 283 Field
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13.1. MPS FILE STRUCTURE 285 Next d
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13.2. INTEGER VARIABLES 287 13.2 In
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Chapter 14 The LP file format MOSEK
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14.1. THE SECTIONS 291 x1 * x2 Ther
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14.2. LP FORMAT PECULIARITIES 293 1
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14.3. THE STRICT LP FORMAT 295 MSK
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Chapter 15 The OPF format The Optim
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15.2. THE FILE FORMAT 299 [con ’c
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15.2. THE FILE FORMAT 301 - ‘NEAR
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15.4. WRITING OPF FILES FROM MOSEK
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15.5. EXAMPLES 305 [/hints] [variab
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15.5. EXAMPLES 307 x1 x2 [/integer]
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Chapter 16 The XML (OSiL) format MO
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Chapter 17 The solution file format
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17.2. THE INTEGER SOLUTION FILE 313
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Chapter 18 Problem analyzer example
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18.2. ARKI001 317 2 476 45.42 48.19
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18.4. PROBLEM WITH BOTH LINEAR AND
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Bibliography [1] R. Fourer and D. M
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Index AMPL outlev, 13 wantsol, 13 a
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INDEX 325 MSK RES ERR FEASREPAIR IN
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INDEX 327 MSK RES ERR MPS NULL VAR
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INDEX 329 MSK RES TRM MAX TIME, 226
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The MOSEK command line tool Version 7.0 (Revision 141)

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