The MOSEK command line tool Version 7.0 (Revision 141)

More documents

Recommendations

Info

8 CHAPTER 1. CHANGES AND NEW FEATURES IN MOSEK
Chapter 2 What is MOSEK MOSEK is a software package for solving mathematical optimization problems. The core of MOSEK consists of a number of optimizers that can solve various optimization problems. The problem clases MOSEK is designed to solve are: • Linear problems. • Conic quadratic problems. (also known as second order optimization). • General convex problems. In particular, MOSEK is wellsuited for: – Convex quadratic problems. – Convex quadratically constrained problems. – Geometric problems (posynomial case). • Integer problems, i.e. problems where some of the variables are constrained to integer values. These problem classes can be solved using an appropriate optimizer built into MOSEK: • Interior-point optimizer for all continuous problems. • Primal or dual simplex optimizer for linear problems. • Conic interior-point optimizer for conic quadratic problems. • Mixed-integer optimizer based on a branch and cut technology. All the optimizers available in MOSEK are built for solving large-scale sparse problems and have been extensively tuned for stability and performance. 9
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: 1.4. OPTIMIZATION TOOLBOX FOR MATLA
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 79 and 80:
Page 81 and 82:
Page 83 and 84:
Page 85 and 86:
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 and 98:
81 • MSK SPAR ITR SOL FILE NAME.
Page 99 and 100:
83 • MSK DPAR INTPNT NL TOL REL G
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 111 and 112:
Page 113 and 114:
Page 115 and 116:
Page 117 and 118:
Page 119 and 120:
Page 121 and 122:
Page 123 and 124:
Page 125 and 126:
Page 127 and 128:
Page 129 and 130:
Page 131 and 132:
Page 133 and 134:
9.2. MSKIPARAME: INTEGER PARAMETERS
Page 135 and 136:
Page 137 and 138:
Page 139 and 140:
Page 141 and 142:
Page 143 and 144:
Page 145 and 146:
Page 147 and 148:
Page 149 and 150:
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)

Create successful ePaper yourself

Delete template?

Save as template?