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
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.
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83<br />
• MSK DPAR INTPNT NL TOL REL GAP. Relative gap termination tolerance for non<strong>line</strong>ar problems.<br />
• MSK DPAR INTPNT NL TOL REL STEP. Relative step size to the boundary for general non<strong>line</strong>ar<br />
optimization problems.<br />
• MSK IPAR INTPNT OFF COL TRH. Controls the aggressiveness of the offending column detection.<br />
• MSK IPAR INTPNT ORDER METHOD. Controls the ordering strategy.<br />
• MSK IPAR INTPNT REGULARIZATION USE. Controls whether regularization is allowed.<br />
• MSK IPAR INTPNT SCALING. Controls how the problem is scaled before the interior-point<br />
optimizer is used.<br />
• MSK IPAR INTPNT SOLVE FORM. Controls whether the primal or the dual problem is solved.<br />
• MSK IPAR INTPNT STARTING POINT. Starting point used by the interior-point optimizer.<br />
• MSK DPAR INTPNT TOL DFEAS. Dual feasibility tolerance used for <strong>line</strong>ar and quadratic optimization<br />
problems.<br />
• MSK DPAR INTPNT TOL DSAFE. Controls the interior-point dual starting point.<br />
• MSK DPAR INTPNT TOL INFEAS. Non<strong>line</strong>ar solver infeasibility tolerance parameter.<br />
• MSK DPAR INTPNT TOL MU RED. Relative complementarity gap tolerance.<br />
• MSK DPAR INTPNT TOL PATH. interior-point centering aggressiveness.<br />
• MSK DPAR INTPNT TOL PFEAS. Primal feasibility tolerance used for <strong>line</strong>ar and quadratic optimization<br />
problems.<br />
• MSK DPAR INTPNT TOL PSAFE. Controls the interior-point primal starting point.<br />
• MSK DPAR INTPNT TOL REL GAP. Relative gap termination tolerance.<br />
• MSK DPAR INTPNT TOL REL STEP. Relative step size to the boundary for <strong>line</strong>ar and quadratic<br />
optimization problems.<br />
• MSK DPAR INTPNT TOL STEP SIZE. If the step size falls below the value of this parameter,<br />
then the interior-point optimizer assumes that it is stalled. In other words the interior-point<br />
optimizer does not make any progress and therefore it is better stop.<br />
• MSK IPAR LOG INTPNT. Controls the amount of log information from the interior-point optimizers.<br />
• MSK IPAR LOG PRESOLVE. Controls amount of output printed by the presolve procedure. A<br />
higher level implies that more information is logged.<br />
• MSK DPAR QCQO REFORMULATE REL DROP TOL. This parameter determines when columns are<br />
dropped in incomplete cholesky factorization doing reformulation of quadratic problems.<br />
License manager parameters.<br />
• MSK IPAR LICENSE ALLOW OVERUSE. Controls if license overuse is allowed when caching licenses<br />
• MSK IPAR LICENSE DEBUG. Controls the license manager client debugging behavior.<br />
• MSK IPAR LICENSE PAUSE TIME. Controls license manager client behavior.
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