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The MOSEK command line tool Version 7.0 (Revision 141)

The MOSEK command line tool. Version 7.0 ... - Documentation

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16 CHAPTER 3. <strong>MOSEK</strong> AND AMPL<br />

Eliminator - tries : 0 time : 0.00<br />

Eliminator - elim’s : 0<br />

Lin. dep. - tries : 0 time : 0.00<br />

Lin. dep. - number : 0<br />

Presolve terminated. Time: 0.00<br />

Primal simplex optimizer started.<br />

Primal simplex optimizer setup started.<br />

Primal simplex optimizer setup terminated.<br />

Optimizer - solved problem : the primal<br />

Optimizer - constraints : 7 variables : 9<br />

Optimizer - hotstart : yes<br />

Optimizer - Num. basic : 7 Basis rank : 7<br />

Optimizer - Valid bas. fac. : no<br />

ITER DEGITER(%) PFEAS DFEAS POBJ DOBJ TIME TOTTIME<br />

0 0.00 0.00e+00 NA 1.4855737705e+01 NA 0.00 0.01<br />

0 0.00 0.00e+00 NA 1.4855737705e+01 NA 0.00 0.01<br />

Primal simplex optimizer terminated.<br />

Simplex optimizer terminated. Time: 0.00.<br />

Optimizer terminated. Time: 0.01<br />

Return code - 0 [MSK RES OK]<br />

<strong>MOSEK</strong> finished.<br />

Problem status : PRIMAL AND DUAL FEASIBLE<br />

Solution status : OPTIMAL<br />

Primal objective : 14.8557377<br />

Dual objective : 14.8557377<br />

Objective = Total Cost<br />

Please note that the second solve takes fewer iterations since the previous optimal basis is reused.<br />

3.9 <strong>The</strong> infeasibility report<br />

For <strong>line</strong>ar optimization problems without any integer constrained variables <strong>MOSEK</strong> can generate an<br />

infeasibility report automatically. <strong>The</strong> report provides important information about the infeasibility.<br />

<strong>The</strong> generation of the infeasibility report is turned on using the parameter setting<br />

option auxfiles rc;<br />

option mosek options ’msk ipar infeas report auto=msk on’;<br />

For further details about infeasbility report see Section 7.2.<br />

3.10 Sensitivity analysis<br />

<strong>MOSEK</strong> can calculate sensitivity information for the objective and constraints. To enable sensitivity<br />

information set the option:<br />

sensitivity = 1<br />

Results are returned in variable/constraint suffixes as follows:<br />

• .down Smallest value of objective coefficient/right hand side before the optimal basis changes.<br />

• .up Largest value of objective coefficient/right hand side before the optimal basis changes.

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