The MOSEK command line tool Version 7.0 (Revision 141)

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x CONTENTS 9.2.125 MSK IPAR READ CON . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 164 9.2.126 MSK IPAR READ CONE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165 9.2.127 MSK IPAR READ DATA COMPRESSED . . . . . . . . . . . . . . . . . . . . . 165 9.2.128 MSK IPAR READ DATA FORMAT . . . . . . . . . . . . . . . . . . . . . . . . . 165 9.2.129 MSK IPAR READ KEEP FREE CON . . . . . . . . . . . . . . . . . . . . . . . 166 9.2.130 MSK IPAR READ LP DROP NEW VARS IN BOU . . . . . . . . . . . . . . . . 166 9.2.131 MSK IPAR READ LP QUOTED NAMES . . . . . . . . . . . . . . . . . . . . . 167 9.2.132 MSK IPAR READ MPS FORMAT . . . . . . . . . . . . . . . . . . . . . . . . . 167 9.2.133 MSK IPAR READ MPS KEEP INT . . . . . . . . . . . . . . . . . . . . . . . . . 167 9.2.134 MSK IPAR READ MPS OBJ SENSE . . . . . . . . . . . . . . . . . . . . . . . . 168 9.2.135 MSK IPAR READ MPS RELAX . . . . . . . . . . . . . . . . . . . . . . . . . . . 168 9.2.136 MSK IPAR READ MPS WIDTH . . . . . . . . . . . . . . . . . . . . . . . . . . 169 9.2.137 MSK IPAR READ QNZ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169 9.2.138 MSK IPAR READ TASK IGNORE PARAM . . . . . . . . . . . . . . . . . . . . 169 9.2.139 MSK IPAR READ VAR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 170 9.2.140 MSK IPAR SENSITIVITY ALL . . . . . . . . . . . . . . . . . . . . . . . . . . . 170 9.2.<strong>141</strong> MSK IPAR SENSITIVITY OPTIMIZER . . . . . . . . . . . . . . . . . . . . . . 170 9.2.142 MSK IPAR SENSITIVITY TYPE . . . . . . . . . . . . . . . . . . . . . . . . . . 171 9.2.143 MSK IPAR SIM BASIS FACTOR USE . . . . . . . . . . . . . . . . . . . . . . . 171 9.2.144 MSK IPAR SIM DEGEN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172 9.2.145 MSK IPAR SIM DUAL CRASH . . . . . . . . . . . . . . . . . . . . . . . . . . . 172 9.2.146 MSK IPAR SIM DUAL PHASEONE METHOD . . . . . . . . . . . . . . . . . . 173 9.2.147 MSK IPAR SIM DUAL RESTRICT SELECTION . . . . . . . . . . . . . . . . . 173 9.2.148 MSK IPAR SIM DUAL SELECTION . . . . . . . . . . . . . . . . . . . . . . . . 173 9.2.149 MSK IPAR SIM EXPLOIT DUPVEC . . . . . . . . . . . . . . . . . . . . . . . . 174 9.2.150 MSK IPAR SIM HOTSTART . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174 9.2.151 MSK IPAR SIM HOTSTART LU . . . . . . . . . . . . . . . . . . . . . . . . . . 175 9.2.152 MSK IPAR SIM INTEGER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175 9.2.153 MSK IPAR SIM MAX ITERATIONS . . . . . . . . . . . . . . . . . . . . . . . . 175 9.2.154 MSK IPAR SIM MAX NUM SETBACKS . . . . . . . . . . . . . . . . . . . . . . 176 9.2.155 MSK IPAR SIM NON SINGULAR . . . . . . . . . . . . . . . . . . . . . . . . . 176 9.2.156 MSK IPAR SIM PRIMAL CRASH . . . . . . . . . . . . . . . . . . . . . . . . . . 176 9.2.157 MSK IPAR SIM PRIMAL PHASEONE METHOD . . . . . . . . . . . . . . . . 177 9.2.158 MSK IPAR SIM PRIMAL RESTRICT SELECTION . . . . . . . . . . . . . . . 177 9.2.159 MSK IPAR SIM PRIMAL SELECTION . . . . . . . . . . . . . . . . . . . . . . 177 9.2.160 MSK IPAR SIM REFACTOR FREQ . . . . . . . . . . . . . . . . . . . . . . . . 178 9.2.161 MSK IPAR SIM REFORMULATION . . . . . . . . . . . . . . . . . . . . . . . . 178 9.2.162 MSK IPAR SIM SAVE LU . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179 9.2.163 MSK IPAR SIM SCALING . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179 9.2.164 MSK IPAR SIM SCALING METHOD . . . . . . . . . . . . . . . . . . . . . . . 180 9.2.165 MSK IPAR SIM SOLVE FORM . . . . . . . . . . . . . . . . . . . . . . . . . . . 180 9.2.166 MSK IPAR SIM STABILITY PRIORITY . . . . . . . . . . . . . . . . . . . . . . 180 9.2.167 MSK IPAR SIM SWITCH OPTIMIZER . . . . . . . . . . . . . . . . . . . . . . 181 9.2.168 MSK IPAR SOL FILTER KEEP BASIC . . . . . . . . . . . . . . . . . . . . . . 181 9.2.169 MSK IPAR SOL FILTER KEEP RANGED . . . . . . . . . . . . . . . . . . . . . 181 9.2.170 MSK IPAR SOL READ NAME WIDTH . . . . . . . . . . . . . . . . . . . . . . 182
CONTENTS xi 9.2.171 MSK IPAR SOL READ WIDTH . . . . . . . . . . . . . . . . . . . . . . . . . . . 182 9.2.172 MSK IPAR SOLUTION CALLBACK . . . . . . . . . . . . . . . . . . . . . . . . 183 9.2.173 MSK IPAR TIMING LEVEL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183 9.2.174 MSK IPAR WARNING LEVEL . . . . . . . . . . . . . . . . . . . . . . . . . . . 183 9.2.175 MSK IPAR WRITE BAS CONSTRAINTS . . . . . . . . . . . . . . . . . . . . . 184 9.2.176 MSK IPAR WRITE BAS HEAD . . . . . . . . . . . . . . . . . . . . . . . . . . . 184 9.2.177 MSK IPAR WRITE BAS VARIABLES . . . . . . . . . . . . . . . . . . . . . . . 184 9.2.178 MSK IPAR WRITE DATA COMPRESSED . . . . . . . . . . . . . . . . . . . . 185 9.2.179 MSK IPAR WRITE DATA FORMAT . . . . . . . . . . . . . . . . . . . . . . . . 185 9.2.180 MSK IPAR WRITE DATA PARAM . . . . . . . . . . . . . . . . . . . . . . . . . 185 9.2.181 MSK IPAR WRITE FREE CON . . . . . . . . . . . . . . . . . . . . . . . . . . . 186 9.2.182 MSK IPAR WRITE GENERIC NAMES . . . . . . . . . . . . . . . . . . . . . . 186 9.2.183 MSK IPAR WRITE GENERIC NAMES IO . . . . . . . . . . . . . . . . . . . . 187 9.2.184 MSK IPAR WRITE IGNORE INCOMPATIBLE CONIC ITEMS . . . . . . . . 187 9.2.185 MSK IPAR WRITE IGNORE INCOMPATIBLE ITEMS . . . . . . . . . . . . . 187 9.2.186 MSK IPAR WRITE IGNORE INCOMPATIBLE NL ITEMS . . . . . . . . . . . 188 9.2.187 MSK IPAR WRITE IGNORE INCOMPATIBLE PSD ITEMS . . . . . . . . . . 188 9.2.188 MSK IPAR WRITE INT CONSTRAINTS . . . . . . . . . . . . . . . . . . . . . 188 9.2.189 MSK IPAR WRITE INT HEAD . . . . . . . . . . . . . . . . . . . . . . . . . . . 189 9.2.190 MSK IPAR WRITE INT VARIABLES . . . . . . . . . . . . . . . . . . . . . . . 189 9.2.191 MSK IPAR WRITE LP LINE WIDTH . . . . . . . . . . . . . . . . . . . . . . . 189 9.2.192 MSK IPAR WRITE LP QUOTED NAMES . . . . . . . . . . . . . . . . . . . . 190 9.2.193 MSK IPAR WRITE LP STRICT FORMAT . . . . . . . . . . . . . . . . . . . . 190 9.2.194 MSK IPAR WRITE LP TERMS PER LINE . . . . . . . . . . . . . . . . . . . . 190 9.2.195 MSK IPAR WRITE MPS INT . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191 9.2.196 MSK IPAR WRITE PRECISION . . . . . . . . . . . . . . . . . . . . . . . . . . 191 9.2.197 MSK IPAR WRITE SOL BARVARIABLES . . . . . . . . . . . . . . . . . . . . 191 9.2.198 MSK IPAR WRITE SOL CONSTRAINTS . . . . . . . . . . . . . . . . . . . . . 192 9.2.199 MSK IPAR WRITE SOL HEAD . . . . . . . . . . . . . . . . . . . . . . . . . . . 192 9.2.200 MSK IPAR WRITE SOL IGNORE INVALID NAMES . . . . . . . . . . . . . . 192 9.2.201 MSK IPAR WRITE SOL VARIABLES . . . . . . . . . . . . . . . . . . . . . . . 193 9.2.202 MSK IPAR WRITE TASK INC SOL . . . . . . . . . . . . . . . . . . . . . . . . 193 9.2.203 MSK IPAR WRITE XML MODE . . . . . . . . . . . . . . . . . . . . . . . . . . 193 9.3 MSKsparame: String parameter types . . . . . . . . . . . . . . . . . . . . . . . . . . . 194 9.3.1 MSK SPAR BAS SOL FILE NAME . . . . . . . . . . . . . . . . . . . . . . . . . 194 9.3.2 MSK SPAR DATA FILE NAME . . . . . . . . . . . . . . . . . . . . . . . . . . . 194 9.3.3 MSK SPAR DEBUG FILE NAME . . . . . . . . . . . . . . . . . . . . . . . . . . 194 9.3.4 MSK SPAR FEASREPAIR NAME PREFIX . . . . . . . . . . . . . . . . . . . . 195 9.3.5 MSK SPAR FEASREPAIR NAME SEPARATOR . . . . . . . . . . . . . . . . . 195 9.3.6 MSK SPAR FEASREPAIR NAME WSUMVIOL . . . . . . . . . . . . . . . . . . 195 9.3.7 MSK SPAR INT SOL FILE NAME . . . . . . . . . . . . . . . . . . . . . . . . . 196 9.3.8 MSK SPAR ITR SOL FILE NAME . . . . . . . . . . . . . . . . . . . . . . . . . 196 9.3.9 MSK SPAR MIO DEBUG STRING . . . . . . . . . . . . . . . . . . . . . . . . . 196 9.3.10 MSK SPAR PARAM COMMENT SIGN . . . . . . . . . . . . . . . . . . . . . . 197 9.3.11 MSK SPAR PARAM READ FILE NAME . . . . . . . . . . . . . . . . . . . . . 197 9.3.12 MSK SPAR PARAM WRITE FILE NAME . . . . . . . . . . . . . . . . . . . . . 197
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: CONTENTS ix 9.2.79 MSK IPAR MIO FEA
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
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5.5. NONLINEAR CONVEX OPTIMIZATION
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5.6. SOLVING PROBLEMS IN PARALLEL 4
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Chapter 6 The optimizers for mixed-
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6.3. THE MIXED-INTEGER CONIC OPTIMI
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6.5. TERMINATION CRITERION 53 The f
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6.7. UNDERSTANDING SOLUTION QUALITY
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Chapter 7 The analyzers 7.1 The pro
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7.1. THE PROBLEM ANALYZER 59 Constr
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7.2. ANALYZING INFEASIBLE PROBLEMS
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Chapter 8 Sensitivity analysis 8.1
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8.4. SENSITIVITY ANALYSIS FOR LINEA
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8.5. SENSITIVITY ANALYSIS WITH THE
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8.5. SENSITIVITY ANALYSIS WITH THE
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Chapter 9 Parameters Parameters gro
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81 • MSK SPAR ITR SOL FILE NAME.
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83 • MSK DPAR INTPNT NL TOL REL G
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85 • MSK IPAR LOG MIO. Controls t
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87 • MSK DPAR INTPNT NL MERIT BAL
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89 • MSK IPAR INFEAS PREFER PRIMA
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91 • MSK IPAR SIM SAVE LU. Contro
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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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