The MOSEK command line tool Version 7.0 (Revision 141)

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xii CONTENTS 9.3.13 MSK SPAR READ MPS BOU NAME . . . . . . . . . . . . . . . . . . . . . . . . 198 9.3.14 MSK SPAR READ MPS OBJ NAME . . . . . . . . . . . . . . . . . . . . . . . . 198 9.3.15 MSK SPAR READ MPS RAN NAME . . . . . . . . . . . . . . . . . . . . . . . . 198 9.3.16 MSK SPAR READ MPS RHS NAME . . . . . . . . . . . . . . . . . . . . . . . . 199 9.3.17 MSK SPAR SENSITIVITY FILE NAME . . . . . . . . . . . . . . . . . . . . . . 199 9.3.18 MSK SPAR SENSITIVITY RES FILE NAME . . . . . . . . . . . . . . . . . . . 199 9.3.19 MSK SPAR SOL FILTER XC LOW . . . . . . . . . . . . . . . . . . . . . . . . . 200 9.3.20 MSK SPAR SOL FILTER XC UPR . . . . . . . . . . . . . . . . . . . . . . . . . 200 9.3.21 MSK SPAR SOL FILTER XX LOW . . . . . . . . . . . . . . . . . . . . . . . . . 200 9.3.22 MSK SPAR SOL FILTER XX UPR . . . . . . . . . . . . . . . . . . . . . . . . . 201 9.3.23 MSK SPAR STAT FILE NAME . . . . . . . . . . . . . . . . . . . . . . . . . . . 201 9.3.24 MSK SPAR STAT KEY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201 9.3.25 MSK SPAR STAT NAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202 9.3.26 MSK SPAR WRITE LP GEN VAR NAME . . . . . . . . . . . . . . . . . . . . . 202 10 Response codes 203 11 API constants 233 11.1 Constraint or variable access modes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233 11.2 Basis identification . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233 11.3 Bound keys . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234 11.4 Specifies the branching direction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234 11.5 Progress call-back codes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234 11.6 Types of convexity checks. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243 11.7 Compression types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243 11.8 Cone types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243 11.9 Data format types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243 11.10 Double information items . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 244 11.11 Feasibility repair types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249 11.12 License feature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249 11.13 Integer information items. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249 11.14 Information item types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 256 11.15 Hot-start type employed by the interior-point optimizers. . . . . . . . . . . . . . . . . 256 11.16 Input/output modes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 256 11.17 Language selection constants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257 11.18 Long integer information items. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257 11.19 Mark . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258 11.20 Continuous mixed-integer solution type . . . . . . . . . . . . . . . . . . . . . . . . . . . 258 11.21 Integer restrictions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258 11.22 Mixed-integer node selection types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259 11.23 MPS file format type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259 11.24 Message keys . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259 11.25 Cone types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 260 11.26 Objective sense types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 260 11.27 On/off . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 260 11.28 Optimizer types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 260
CONTENTS xiii 11.29 Ordering strategies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 261 11.30 Parameter type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 262 11.31 Presolve method. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 262 11.32 Problem data items . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 262 11.33 Problem types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 262 11.34 Problem status keys . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 263 11.35 Response code type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 264 11.36 Scaling type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 264 11.37 Scaling type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 264 11.38 Sensitivity types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265 11.39 Degeneracy strategies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265 11.40 Exploit duplicate columns. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265 11.41 Hot-start type employed by the simplex optimizer . . . . . . . . . . . . . . . . . . . . . 266 11.42 Problem reformulation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 266 11.43 Simplex selection strategy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 266 11.44 Solution items . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267 11.45 Solution status keys . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267 11.46 Solution types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269 11.47 Solve primal or dual form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269 11.48 Status keys . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269 11.49 Starting point types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 270 11.50 Stream types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 270 11.51 Cone types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 270 11.52 Integer values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271 11.53 Variable types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271 11.54 XML writer output mode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271 12 MOSEK Command line tool 273 12.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273 12.2 Command line arguments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273 12.3 The parameter file . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275 12.3.1 Using the parameter file . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 276 13 The MPS file format 277 13.1 MPS file structure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277 13.1.1 Linear example lo1.mps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279 13.1.2 NAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279 13.1.3 OBJSENSE (optional) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279 13.1.4 OBJNAME (optional) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 280 13.1.5 ROWS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 280 13.1.6 COLUMNS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 280 13.1.7 RHS (optional) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281 13.1.8 RANGES (optional) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 282 13.1.9 QSECTION (optional) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 282 13.1.10 BOUNDS (optional) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 284 13.1.11 CSECTION (optional) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 284
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: CONTENTS xi 9.2.171 MSK IPAR SOL RE
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
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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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