The MOSEK optimization toolbox for MATLAB manual Version 7.0 (Revision 141)

More documents

Recommendations

Info

10 CHAPTER 2. INTRODUCTION • Solve conic quadratic and semidefinite optimization problems. • Solve convex quadratic optimization problems. • Handle convex quadratic constraints. • Solve mixed-integer optimization problems, including linear, convex quadratic and conic quadratic problems. • Solve linear least squares problems with linear constraints. • Solve linear l 1 and l ∞ norm minimization problems. • Solve linearly constrained entropy optimization problems. • Solve geometric programming problems (posynomial programming). • Solve separable convex optimization problems. • Read and write industry standard MPS files.
Chapter 3 Supported MATLAB versions Table 3.1 shows on which platforms and for which MATLAB versions the MOSEK optimization toolbox is available. Platform R2009b-R2011b R2012a R2012b R2013a+ linux32x86 Yes Yes linux64x86 Yes Yes Yes Yes osx64x86 Yes Yes Yes win32x86 Yes Yes Yes Yes win64x86 Yes Yes Yes Yes Table 3.1: Supported MATLAB versions. 11
Page 1 and 2: The MOSEK optimization toolbox for
Page 3 and 4: Contents 1 Changes and new features
Page 5 and 6: CONTENTS v 7.15.3 Speeding up the s
Page 7 and 8: CONTENTS vii 12.3 The mixed-integer
Page 9 and 10: CONTENTS ix 19.1.3 Bounds . . . . .
Page 11 and 12: CONTENTS xi 23.1.59 MSK DPAR PRESOL
Page 13 and 14: CONTENTS xiii 23.2.82 MSK IPAR MIO
Page 15 and 16: CONTENTS xv 23.2.174MSK IPAR WARNIN
Page 17 and 18: CONTENTS xvii 25.32 Problem data it
Page 19 and 20: Contact information Phone +45 3917
Page 21 and 22: License agreement Before using the
Page 23 and 24: Chapter 1 Changes and new features
Page 25 and 26: 1.4. API CHANGES 7 1.3.3 Mixed-inte
Page 27: Chapter 2 Introduction This manual
Page 31 and 32: Chapter 4 Installation In order to
Page 33 and 34: 4.3. TROUBLESHOOTING 15 Search path
Page 35 and 36: Chapter 5 Getting support and help
Page 37 and 38: Chapter 6 MOSEK / MATLAB integratio
Page 39 and 40: Chapter 7 A guided tour 7.1 Introdu
Page 41 and 42: 7.4. LINEAR OPTIMIZATION 23 7.4.1 U
Page 43 and 44: 7.5. CONVEX QUADRATIC OPTIMIZATION
Page 45 and 46: 7.5. CONVEX QUADRATIC OPTIMIZATION
Page 47 and 48: 7.6. CONIC OPTIMIZATION 29 be vecto
Page 49 and 50: 7.6. CONIC OPTIMIZATION 31 minimize
Page 51 and 52: 7.6. CONIC OPTIMIZATION 33 • Quad
Page 53 and 54: 7.7. SEMIDEFINITE OPTIMIZATION 35 m
Page 55 and 56: 7.8. QUADRATICALLY CONSTRAINED OPTI
Page 57 and 58: 7.9. LINEAR LEAST SQUARES AND RELAT
Page 59 and 60: 7.9. LINEAR LEAST SQUARES AND RELAT
Page 61 and 62: 7.11. MORE ABOUT SOLVING LINEAR LEA
Page 67 and 68: 7.13. GEOMETRIC OPTIMIZATION 49 and
Page 69 and 70: 7.13. GEOMETRIC OPTIMIZATION 51 27
Page 71 and 72: 7.14. SEPARABLE CONVEX OPTIMIZATION
Page 73 and 74: 7.15. MIXED-INTEGER OPTIMIZATION 55
Page 75 and 76: 7.15. MIXED-INTEGER OPTIMIZATION 57
Page 77 and 78: 7.16. SENSITIVITY ANALYSIS 59 24 25
Page 79 and 80:
7.17. INSPECTING A PROBLEM 61 Const
Page 81 and 82:
7.19. VIEWING THE TASK INFORMATION
Page 83 and 84:
7.21. ADVANCED START (HOT-START) 65
Page 85 and 86:
Page 87 and 88:
Page 89 and 90:
7.22. USING NAMES 71 7.22 Using nam
Page 91 and 92:
7.24. USER CALL-BACK FUNCTIONS 73 U
Page 93 and 94:
7.25. THE LICENSE SYSTEM 75 ture, t
Page 95 and 96:
Chapter 8 Command reference After s
Page 97 and 98:
8.1. DATA STRUCTURES 79 .blx Lower
Page 99 and 100:
8.1. DATA STRUCTURES 81 must be sym
Page 101 and 102:
8.1. DATA STRUCTURES 83 Field name
Page 103 and 104:
8.1. DATA STRUCTURES 85 .type .sub
Page 105 and 106:
8.1. DATA STRUCTURES 87 Comments: .
Page 107 and 108:
8.1. DATA STRUCTURES 89 .rs bl Righ
Page 109 and 110:
8.3. FUNCTIONS PROVIDED BY THE MOSE
Page 111 and 112:
8.3. FUNCTIONS PROVIDED BY THE MOSE
Page 113 and 114:
8.4. MATLAB OPTIMIZATION TOOLBOX CO
Page 115 and 116:
Page 117 and 118:
Page 119 and 120:
Page 121 and 122:
Page 123 and 124:
Page 125 and 126:
Chapter 9 Case studies 9.1 Robust l
Page 127 and 128:
9.1. ROBUST LINEAR OPTIMIZATION 109
Page 129 and 130:
Page 131 and 132:
Page 133 and 134:
Page 135 and 136:
Page 137 and 138:
Page 139 and 140:
Page 141 and 142:
9.2. GEOMETRIC (POSYNOMIAL) OPTIMIZ
Page 143 and 144:
Page 145 and 146:
Page 147 and 148:
Chapter 10 The optimizers for conti
Page 149 and 150:
10.1. HOW AN OPTIMIZER WORKS 131 10
Page 151 and 152:
10.2. LINEAR OPTIMIZATION 133 10.2.
Page 153 and 154:
10.2. LINEAR OPTIMIZATION 135 Whene
Page 155 and 156:
10.2. LINEAR OPTIMIZATION 137 10.2.
Page 157 and 158:
10.2. LINEAR OPTIMIZATION 139 • R
Page 159 and 160:
10.5. NONLINEAR CONVEX OPTIMIZATION
Page 161 and 162:
10.6. SOLVING PROBLEMS IN PARALLEL
Page 163 and 164:
Chapter 11 The solution summary All
Page 165 and 166:
Chapter 12 The optimizers for mixed
Page 167 and 168:
12.3. THE MIXED-INTEGER CONIC OPTIM
Page 169 and 170:
12.5. TERMINATION CRITERION 151 The
Page 171 and 172:
12.7. UNDERSTANDING SOLUTION QUALIT
Page 173 and 174:
Chapter 13 The solution summary for
Page 175 and 176:
Chapter 14 The analyzers 14.1 The p
Page 177 and 178:
14.1. THE PROBLEM ANALYZER 159 Cons
Page 179 and 180:
14.2. ANALYZING INFEASIBLE PROBLEMS
Page 181 and 182:
Page 183 and 184:
Page 185 and 186:
Page 187 and 188:
Page 189 and 190:
Chapter 15 Primal feasibility repai
Page 191 and 192:
15.2. AUTOMATIC REPAIR 173 One way
Page 193 and 194:
15.3. FEASIBILITY REPAIR IN MOSEK 1
Page 195 and 196:
15.3. FEASIBILITY REPAIR IN MOSEK 1
Page 197 and 198:
Chapter 16 Sensitivity analysis 16.
Page 199 and 200:
16.4. SENSITIVITY ANALYSIS FOR LINE
Page 201 and 202:
Page 203 and 204:
Page 205 and 206:
16.5. SENSITIVITY ANALYSIS IN THE M
Page 207 and 208:
Page 209 and 210:
Page 211 and 212:
Chapter 17 Problem formulation and
Page 213 and 214:
17.1. LINEAR OPTIMIZATION 195 be a
Page 215 and 216:
17.2. CONIC QUADRATIC OPTIMIZATION
Page 217 and 218:
17.2. CONIC QUADRATIC OPTIMIZATION
Page 219 and 220:
17.3. SEMIDEFINITE OPTIMIZATION 201
Page 221 and 222:
17.5. GENERAL CONVEX OPTIMIZATION 2
Page 223 and 224:
17.5. GENERAL CONVEX OPTIMIZATION 2
Page 225 and 226:
Chapter 18 The MPS file format MOSE
Page 227 and 228:
18.1. MPS FILE STRUCTURE 209 Extens
Page 229 and 230:
18.1. MPS FILE STRUCTURE 211 [vname
Page 231 and 232:
18.1. MPS FILE STRUCTURE 213 Field
Page 233 and 234:
18.1. MPS FILE STRUCTURE 215 Next d
Page 235 and 236:
18.2. INTEGER VARIABLES 217 18.2 In
Page 237 and 238:
Chapter 19 The LP file format MOSEK
Page 239 and 240:
19.1. THE SECTIONS 221 x1 * x2 Ther
Page 241 and 242:
19.2. LP FORMAT PECULIARITIES 223 1
Page 243 and 244:
19.3. THE STRICT LP FORMAT 225 MSK
Page 245 and 246:
Chapter 20 The OPF format The Optim
Page 247 and 248:
20.2. THE FILE FORMAT 229 [con ’c
Page 249 and 250:
20.2. THE FILE FORMAT 231 - ‘NEAR
Page 251 and 252:
20.4. WRITING OPF FILES FROM MOSEK
Page 253 and 254:
20.5. EXAMPLES 235 [/hints] [variab
Page 255 and 256:
20.5. EXAMPLES 237 x1 x2 [/integer]
Page 257 and 258:
Chapter 21 The Task format The Task
Page 259 and 260:
Chapter 22 The XML (OSiL) format MO
Page 261 and 262:
Chapter 23 Parameters Parameters gr
Page 263 and 264:
245 • MSK SPAR ITR SOL FILE NAME.
Page 265 and 266:
247 • MSK DPAR INTPNT NL TOL REL
Page 267 and 268:
249 • MSK IPAR LOG MIO. Controls
Page 269 and 270:
251 • MSK DPAR INTPNT NL MERIT BA
Page 271 and 272:
253 • MSK IPAR INFEAS PREFER PRIM
Page 273 and 274:
255 • MSK IPAR SIM SAVE LU. Contr
Page 275 and 276:
23.1. MSKDPARAME: DOUBLE PARAMETERS
Page 277 and 278:
Page 279 and 280:
Page 281 and 282:
Page 283 and 284:
Page 285 and 286:
Page 287 and 288:
Page 289 and 290:
Page 291 and 292:
Page 293 and 294:
Page 295 and 296:
Page 297 and 298:
Page 299 and 300:
23.2. MSKIPARAME: INTEGER PARAMETER
Page 301 and 302:
Page 303 and 304:
Page 305 and 306:
Page 307 and 308:
Page 309 and 310:
Page 311 and 312:
Page 313 and 314:
Page 315 and 316:
Page 317 and 318:
Page 319 and 320:
Page 321 and 322:
Page 323 and 324:
Page 325 and 326:
Page 327 and 328:
Page 329 and 330:
Page 331 and 332:
Page 333 and 334:
Page 335 and 336:
Page 337 and 338:
Page 339 and 340:
Page 341 and 342:
Page 343 and 344:
Page 345 and 346:
Page 347 and 348:
Page 349 and 350:
Page 351 and 352:
Page 353 and 354:
Page 355 and 356:
Page 357 and 358:
Page 359 and 360:
Page 361 and 362:
Page 363 and 364:
Page 365 and 366:
Page 367 and 368:
Page 369 and 370:
Page 371 and 372:
Page 373 and 374:
Page 375 and 376:
Page 377 and 378:
23.3. MSKSPARAME: STRING PARAMETER
Page 379 and 380:
Page 381 and 382:
Page 383 and 384:
Page 385 and 386:
Chapter 24 Response codes Response
Page 387 and 388:
369 MSK RES ERR CON Q NOT PSD The q
Page 389 and 390:
371 MSK RES ERR GLOBAL INV CONIC PR
Page 391 and 392:
373 MSK RES ERR INV MARKJ Invalid v
Page 393 and 394:
375 MSK RES ERR INVALID FORMAT TYPE
Page 395 and 396:
377 MSK RES ERR LICENSE NO SERVER S
Page 397 and 398:
379 MSK RES ERR MIO NO OPTIMIZER No
Page 399 and 400:
381 MSK RES ERR NAME MAX LEN A name
Page 401 and 402:
383 MSK RES ERR NUMCONLIM Maximum n
Page 403 and 404:
385 MSK RES ERR QCON UPPER TRIANGLE
Page 405 and 406:
387 MSK RES ERR SYM MAT INVALID COL
Page 407 and 408:
389 MSK RES ERR USER NLO FUNC The u
Page 409 and 410:
391 MSK RES WRN ANA ALMOST INT BOUN
Page 411 and 412:
393 MSK RES WRN MIO INFEASIBLE FINA
Page 413 and 414:
395 MSK RES WRN WRITE DISCARDED CFI
Page 415 and 416:
Chapter 25 API constants 25.1 Const
Page 417 and 418:
25.5. PROGRESS CALL-BACK CODES 399
Page 419 and 420:
Page 421 and 422:
Page 423 and 424:
Page 425 and 426:
25.6. TYPES OF CONVEXITY CHECKS. 40
Page 427 and 428:
25.10. DOUBLE INFORMATION ITEMS 409
Page 429 and 430:
25.10. DOUBLE INFORMATION ITEMS 411
Page 431 and 432:
25.11. FEASIBILITY REPAIR TYPES 413
Page 433 and 434:
25.13. INTEGER INFORMATION ITEMS. 4
Page 435 and 436:
Page 437 and 438:
Page 439 and 440:
25.17. LANGUAGE SELECTION CONSTANTS
Page 441 and 442:
25.22. MIXED-INTEGER NODE SELECTION
Page 443 and 444:
25.29. ORDERING STRATEGIES 425 MSK
Page 445 and 446:
25.34. PROBLEM STATUS KEYS 427 MSK
Page 447 and 448:
25.38. SENSITIVITY TYPES 429 MSK SC
Page 449 and 450:
25.44. SOLUTION ITEMS 431 MSK SIM S
Page 451 and 452:
25.46. SOLUTION TYPES 433 25.46 Sol
Page 453 and 454:
25.52. INTEGER VALUES 435 25.52 Int
Page 455 and 456:
Chapter 26 Problem analyzer example
Page 457 and 458:
26.2. ARKI001 439 2 476 45.42 48.19
Page 459 and 460:
26.4. PROBLEM WITH BOTH LINEAR AND
Page 461 and 462:
Bibliography [1] Chvátal, V.. Line
Page 463 and 464:
Index basis identification, 136 bin
Page 465 and 466:
INDEX 447 MSK RES ERR DUPLICATE CON
Page 467 and 468:
INDEX 449 MSK RES ERR MPS INVALID O
Page 469 and 470:
INDEX 451 MSK RES ERR XML INVALID P
show all

The MOSEK optimization toolbox for MATLAB manual Version 7.0 (Revision 141)

You also want an ePaper? Increase the reach of your titles

Delete template?

Save as template?