The MOSEK command line tool Version 7.0 (Revision 141)

14 CHAPTER 3. MOSEK AND AMPL
ampl: option auxfiles rc;
before the
solve;
command makes MOSEK obtain the constraint and variable names automatically.
3.7 Which solution is returned to AMPL
The MOSEK optimizer can produce three types of solutions: basic, integer, and interior point solutions.
For nonlinear problems only an interior solution is available. For linear optimization problems optimized
by the interior-point optimizer with basis identification turned on both a basic and an interior
point solution are calculated. The simplex algorithm produces only a basic solution. Whenever both
an interior and a basic solution are available, the basic solution is returned. For problems containing
integer variables, the integer solution is returned to AMPL.
3.8 Hot-start
Frequently, a sequence of optimization problems is solved where each problem differs only slightly from
the previous problem. In that case it may be advantageous to use the previous optimal solution to
hot-start the optimizer. Such a facility is available in MOSEK only when the simplex optimizer is
used.
The hot-start facility exploits the AMPL variable suffix sstatus to communicate the optimal basis
back to AMPL, and AMPL uses this facility to communicate an initial basis to MOSEK. The following
example demonstrates this feature.
ampl: model diet.mod;
ampl: data diet.dat;
ampl: option solver mosek;
ampl: option mosek options
ampl? ’msk ipar optimizer = msk optimizer primal simplex outlev=2’;
ampl: solve;
ampl: display Buy.sstatus;
ampl: solve;
The resulting output is:
Accepted: msk ipar optimizer
= MSK OPTIMIZER PRIMAL SIMPLEX
Accepted: outlev = 2
Computer - Platform : Linux/64-X86
Computer - CPU type : Intel-P4
MOSEK - task name :
MOSEK - objective sense : min
MOSEK - problem type : LO (linear optimization problem)
MOSEK - constraints : 7 variables : 9
MOSEK - integer variables : 0
Optimizer started.
Simplex optimizer started.
Presolve started.