The MOSEK command line tool Version 7.0 (Revision 141)

More documents

Recommendations

Info

82 CHAPTER 9. PARAMETERS • MSK DPAR FEASREPAIR TOL. Tolerance for constraint enforcing upper bound on sum of weighted violations in feasibility repair. Infeasibility report parameters. • MSK IPAR LOG INFEAS ANA. Controls log level for the infeasibility analyzer. Interior-point method parameters. Parameters defining the behavior of the interior-point method for linear, conic and convex problems. • 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 DPAR CHECK CONVEXITY REL TOL. Convexity check tolerance. • MSK IPAR INTPNT BASIS. Controls whether basis identification is performed. • 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. • MSK IPAR INTPNT DIFF STEP. Controls whether different step sizes are allowed in the primal and dual space. • MSK IPAR INTPNT MAX ITERATIONS. Controls the maximum number of iterations allowed in the interior-point optimizer. • MSK IPAR INTPNT MAX NUM COR. Maximum number of correction steps. • MSK IPAR INTPNT MAX NUM REFINEMENT STEPS. Maximum number of steps to be used by the iterative search direction refinement. • MSK DPAR INTPNT NL MERIT BAL. Controls if the complementarity and infeasibility is converging to zero at about equal rates. • MSK DPAR INTPNT NL TOL DFEAS. Dual feasibility tolerance used when a nonlinear model is solved. • MSK DPAR INTPNT NL TOL MU RED. Relative complementarity gap tolerance. • MSK DPAR INTPNT NL TOL NEAR REL. Nonlinear solver optimality tolerance parameter. • MSK DPAR INTPNT NL TOL PFEAS. Primal feasibility tolerance used when a nonlinear model is solved.
83 • MSK DPAR INTPNT NL TOL REL GAP. Relative gap termination tolerance for nonlinear problems. • MSK DPAR INTPNT NL TOL REL STEP. Relative step size to the boundary for general nonlinear optimization problems. • MSK IPAR INTPNT OFF COL TRH. Controls the aggressiveness of the offending column detection. • MSK IPAR INTPNT ORDER METHOD. Controls the ordering strategy. • MSK IPAR INTPNT REGULARIZATION USE. Controls whether regularization is allowed. • MSK IPAR INTPNT SCALING. Controls how the problem is scaled before the interior-point optimizer is used. • MSK IPAR INTPNT SOLVE FORM. Controls whether the primal or the dual problem is solved. • MSK IPAR INTPNT STARTING POINT. Starting point used by the interior-point optimizer. • MSK DPAR INTPNT TOL DFEAS. Dual feasibility tolerance used for linear and quadratic optimization problems. • MSK DPAR INTPNT TOL DSAFE. Controls the interior-point dual starting point. • MSK DPAR INTPNT TOL INFEAS. Nonlinear solver infeasibility tolerance parameter. • MSK DPAR INTPNT TOL MU RED. Relative complementarity gap tolerance. • MSK DPAR INTPNT TOL PATH. interior-point centering aggressiveness. • MSK DPAR INTPNT TOL PFEAS. Primal feasibility tolerance used for linear and quadratic optimization problems. • MSK DPAR INTPNT TOL PSAFE. Controls the interior-point primal starting point. • MSK DPAR INTPNT TOL REL GAP. Relative gap termination tolerance. • MSK DPAR INTPNT TOL REL STEP. Relative step size to the boundary for linear and quadratic optimization problems. • MSK DPAR INTPNT TOL STEP SIZE. If the step size falls below the value of this parameter, then the interior-point optimizer assumes that it is stalled. In other words the interior-point optimizer does not make any progress and therefore it is better stop. • MSK IPAR LOG INTPNT. Controls the amount of log information from the interior-point optimizers. • MSK IPAR LOG PRESOLVE. Controls amount of output printed by the presolve procedure. A higher level implies that more information is logged. • MSK DPAR QCQO REFORMULATE REL DROP TOL. This parameter determines when columns are dropped in incomplete cholesky factorization doing reformulation of quadratic problems. License manager parameters. • MSK IPAR LICENSE ALLOW OVERUSE. Controls if license overuse is allowed when caching licenses • MSK IPAR LICENSE DEBUG. Controls the license manager client debugging behavior. • MSK IPAR LICENSE PAUSE TIME. Controls license manager client behavior.
Page 1 and 2:
The MOSEK command line tool. Versio
Page 3 and 4:
Contents 1 Changes and new features
Page 5 and 6:
CONTENTS v 6.5 Termination criterio
Page 7 and 8:
CONTENTS vii 9.1.56 MSK DPAR NONCON
Page 9 and 10:
CONTENTS ix 9.2.79 MSK IPAR MIO FEA
Page 11 and 12:
CONTENTS xi 9.2.171 MSK IPAR SOL RE
Page 13 and 14:
CONTENTS xiii 11.29 Ordering strate
Page 15 and 16:
CONTENTS xv 18.2 arki001 . . . . .
Page 17 and 18:
Contact information Phone +45 3917
Page 19 and 20:
License agreement Before using the
Page 21 and 22:
Chapter 1 Changes and new features
Page 23 and 24:
1.4. OPTIMIZATION TOOLBOX FOR MATLA
Page 25 and 26:
Chapter 2 What is MOSEK MOSEK is a
Page 27 and 28:
Chapter 3 MOSEK and AMPL AMPL is a
Page 29 and 30:
3.6. CONSTRAINT AND VARIABLE NAMES
Page 31 and 32:
3.8. HOT-START 15 Linear dependency
Page 33 and 34:
3.10. SENSITIVITY ANALYSIS 17 • .
Page 35 and 36:
Chapter 4 Problem formulation and s
Page 37 and 38:
4.1. LINEAR OPTIMIZATION 21 be a pr
Page 39 and 40:
4.2. CONIC QUADRATIC OPTIMIZATION 2
Page 41 and 42:
4.2. CONIC QUADRATIC OPTIMIZATION 2
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 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 and 94: 8.5. SENSITIVITY ANALYSIS WITH THE
Page 95 and 96: Chapter 9 Parameters Parameters gro
Page 97: 81 • MSK SPAR ITR SOL FILE NAME.
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 133 and 134: 9.2. MSKIPARAME: INTEGER PARAMETERS
Page 149 and 150:
9.2. MSKIPARAME: INTEGER PARAMETERS
Page 151 and 152:
Page 153 and 154:
Page 155 and 156:
Page 157 and 158:
Page 159 and 160:
Page 161 and 162:
Page 163 and 164:
Page 165 and 166:
Page 167 and 168:
Page 169 and 170:
Page 171 and 172:
Page 173 and 174:
Page 175 and 176:
Page 177 and 178:
Page 179 and 180:
Page 181 and 182:
Page 183 and 184:
Page 185 and 186:
Page 187 and 188:
Page 189 and 190:
Page 191 and 192:
Page 193 and 194:
Page 195 and 196:
Page 197 and 198:
Page 199 and 200:
Page 201 and 202:
Page 203 and 204:
Page 205 and 206:
Page 207 and 208:
Page 209 and 210:
Page 211 and 212:
9.3. MSKSPARAME: STRING PARAMETER T
Page 213 and 214:
Page 215 and 216:
Page 217 and 218:
Page 219 and 220:
Chapter 10 Response codes Response
Page 221 and 222:
205 MSK RES ERR CON Q NOT PSD The q
Page 223 and 224:
207 MSK RES ERR GLOBAL INV CONIC PR
Page 225 and 226:
209 MSK RES ERR INV MARKJ Invalid v
Page 227 and 228:
211 MSK RES ERR INVALID FORMAT TYPE
Page 229 and 230:
213 MSK RES ERR LICENSE NO SERVER S
Page 231 and 232:
215 MSK RES ERR MIO NO OPTIMIZER No
Page 233 and 234:
217 MSK RES ERR NAME MAX LEN A name
Page 235 and 236:
219 MSK RES ERR NUMCONLIM Maximum n
Page 237 and 238:
221 MSK RES ERR QCON UPPER TRIANGLE
Page 239 and 240:
223 MSK RES ERR SYM MAT INVALID COL
Page 241 and 242:
225 MSK RES ERR USER NLO FUNC The u
Page 243 and 244:
227 MSK RES WRN ANA ALMOST INT BOUN
Page 245 and 246:
229 MSK RES WRN MIO INFEASIBLE FINA
Page 247 and 248:
231 MSK RES WRN WRITE DISCARDED CFI
Page 249 and 250:
Chapter 11 API constants 11.1 Const
Page 251 and 252:
11.5. PROGRESS CALL-BACK CODES 235
Page 253 and 254:
Page 255 and 256:
Page 257 and 258:
Page 259 and 260:
11.6. TYPES OF CONVEXITY CHECKS. 24
Page 261 and 262:
11.10. DOUBLE INFORMATION ITEMS 245
Page 263 and 264:
11.10. DOUBLE INFORMATION ITEMS 247
Page 265 and 266:
11.11. FEASIBILITY REPAIR TYPES 249
Page 267 and 268:
11.13. INTEGER INFORMATION ITEMS. 2
Page 269 and 270:
Page 271 and 272:
Page 273 and 274:
11.17. LANGUAGE SELECTION CONSTANTS
Page 275 and 276:
11.22. MIXED-INTEGER NODE SELECTION
Page 277 and 278:
11.29. ORDERING STRATEGIES 261 MSK
Page 279 and 280:
11.34. PROBLEM STATUS KEYS 263 MSK
Page 281 and 282:
11.38. SENSITIVITY TYPES 265 MSK SC
Page 283 and 284:
11.44. SOLUTION ITEMS 267 MSK SIM S
Page 285 and 286:
11.46. SOLUTION TYPES 269 11.46 Sol
Page 287 and 288:
11.52. INTEGER VALUES 271 11.52 Int
Page 289 and 290:
Chapter 12 MOSEK Command line tool
Page 291 and 292:
12.3. THE PARAMETER FILE 275 -min F
Page 293 and 294:
Chapter 13 The MPS file format MOSE
Page 295 and 296:
13.1. MPS FILE STRUCTURE 279 Extens
Page 297 and 298:
13.1. MPS FILE STRUCTURE 281 [vname
Page 299 and 300:
13.1. MPS FILE STRUCTURE 283 Field
Page 301 and 302:
13.1. MPS FILE STRUCTURE 285 Next d
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 and 344:
INDEX 327 MSK RES ERR MPS NULL VAR
Page 345 and 346:
INDEX 329 MSK RES TRM MAX TIME, 226
show all

The MOSEK command line tool Version 7.0 (Revision 141)

You also want an ePaper? Increase the reach of your titles

Delete template?

Save as template?