Subsequently all parameters that are in MOSEK parameter database is presented. For each parameter their name, purpose, type, default value etc. are presented.
Additional number of constraints that is
made room when numcon exceeds maxnumcon
when adding constraints.
Additional number of cone constraints that are made
room when the number of cone constraints are increased.
Additional number of non-zeros that are made
room for when numanz exceeds maxnumqnz
during addition of new
entries.
Additional number of variables that is
made room when numvar exceeds maxnumvar
when adding constraints.
Controls which simplex optimizer that is used in the clean up phase.
Controls how frequent the optimizer
outputs information about the basis identification
and how frequent the user defined call-back function
is called.
Controls the maximum number of
simplex iterations allowed to optimize
a basis after the basis identification.
Specifies the size of the cache
of the computer. This parameter is
potentially very important for the efficiency
on computers if MOSEK cannot determine the
cache size automatically. If the cache size is
negative, then MOSEK tries to determine the value
automatically.
Specifies the size of the cache
of the computer. This parameter is
potentially very important for the efficiency
on computers where MOSEK cannot determine the
cache size automatically. If the cache size is
negative, then MOSEK tries to determine the value
automatically.
(0) MSK_CHECK_CONVEXITY_NONE | |
(1) MSK_CHECK_CONVEXITY_SIMPLE |
(1) MSK_ON | |
(0) MSK_OFF |
Specifies whether MOSEK should check whether <ctrl>+<c> has been pressed. In the case it has, then control is returned to the user program.
In the case a user defined ctrl-c function is defined then
that is used to check for ctrl-c. Otherwise the system procedure
signal is used.
The maximum number of simultaneous optimizations that will be started
by the concurrent optimizer.
Priority of the dual simplex algorithm when selecting solvers for
concurrent optimization.
Priority of free simplex optimizer when selecting solvers for
concurrent optimization.
Priority of the interior point algorithm when selecting solvers for
concurrent optimization.
Priority of the primal simplex algorithm when selecting solvers for
concurrent optimization.
(0) MSK_CPU_UNKNOWN | |
(1) MSK_CPU_GENERIC | |
(2) MSK_CPU_INTEL_P3 | |
(3) MSK_CPU_INTEL_P4 | |
(4) MSK_CPU_AMD_ATHLON | |
(5) MSK_CPU_HP_PARISC20 | |
(6) MSK_CPU_INTEL_ITANIUM2 | |
(7) MSK_CPU_AMD_OPTERON | |
(8) MSK_CPU_POWERPC_G5 | |
(9) MSK_CPU_INTEL_PM |
(1) MSK_ON | |
(0) MSK_OFF |
If this option is turned on, then extensive data checking is enabled.
It will slow MOSEK down but on the other help locating bugs.
(0) MSK_FEASREPAIR_OPTIMIZE_NONE | |
(1) MSK_FEASREPAIR_OPTIMIZE_PENALTY | |
(2) MSK_FEASREPAIR_OPTIMIZE_COMBINED |
Controls which type of feasibility analysis is to be performed.
Controls how frequent the message and log streams are flushed.
A value of 0 means it is never flushed. Otherwise a larger value
implies less frequent flushes.
(1) MSK_ON | |
(0) MSK_OFF |
Controls whether generic names are used when an infeasible subproblem is created.
(1) MSK_ON | |
(0) MSK_OFF |
If both a primal and dual infeasibility certificate is supplied then
only the primal is used when this option is turned on.
(1) MSK_ON | |
(0) MSK_OFF |
Controls whether an infeasibility report is automatically
produced after the optimization if the problem is primal or dual
infeasible.
Controls the amount info presented in an infeasibility report.
Higher values implies more information.
(0) MSK_BI_NEVER | |
(1) MSK_BI_ALWAYS | |
(2) MSK_BI_IGNORE_INTPNT_MAX_ITER | |
(3) MSK_BI_IGNORE_INTPNT_NUM_ERR | |
(4) MSK_BI_NEW | |
(5) MSK_BI_IF_FEASIBLE |
Controls whether the interior-point optimizer also
computes an optimal basis.
(1) MSK_ON | Different step sizes are allowed. |
(0) MSK_OFF | Different step sizes are not allowed. |
Controls whether different step sizes
are allowed in the primal and dual space.
Controls the maximum number of iterations
allowed in the interior-point optimizer.
Controls the number of threads employed by the interior-point optimizer.
Controls how many offending there are
located in the Jacobian the constraint
matrix. 0 means no offending columns will
be detected. 1 means many offending columns
will be detected. In general by increasing
the number fewer offending columns will be
detected.
(0) MSK_ORDER_METHOD_FREE | |
(1) MSK_ORDER_METHOD_APPMINLOC1 | |
(2) MSK_ORDER_METHOD_APPMINLOC2 | |
(3) MSK_ORDER_METHOD_GRAPHPAR1 | |
(4) MSK_ORDER_METHOD_GRAPHPAR2 | |
(5) MSK_ORDER_METHOD_NONE |
Controls the ordering strategy used by the interior-point
optimizer when factorizing the Newton
equation system.
(1) MSK_ON | |
(0) MSK_OFF |
(0) MSK_SCALING_FREE | |
(1) MSK_SCALING_NONE | |
(2) MSK_SCALING_MODERATE | |
(3) MSK_SCALING_AGGRESSIVE |
Controls how the problem is scaled
before the interior-point optimizer
is used.
(0) MSK_SOLVE_FREE | |
(1) MSK_SOLVE_PRIMAL | |
(2) MSK_SOLVE_DUAL |
Controls whether the primal
or the dual problem is solved.
(0) MSK_STARTING_POINT_FREE | |
(1) MSK_STARTING_POINT_CONSTANT |
Controls whether a license should be cached in the MOSEK environment for later reuse rather than checking it into the license server. Checking out a license is a relative expensive task. Therefore, if a large number of optimizations are performed within a small amount of time, then it is useful (read efficient) to cache the license in the MOSEK environment for later use. That way a number of license check outs and check ins are avoided.
If a license has not been used significant amount of time, then MOSEK will automatically check in the license.
The parameter specifies the number seconds between all the active license are checked.
(1) MSK_ON | |
(0) MSK_OFF |
This option is used to turn on debugging of the incense manager.
If MSK_IPAR_LICENSE_WAIT=MSK_ON and no license is available, then MOSEK sleeps a number
of micro seconds between each check of whether a license as become free.
(1) MSK_ON | |
(0) MSK_OFF |
Controls whether license features expire warnings are suppressed.
(1) MSK_ON | |
(0) MSK_OFF |
If all licenses are in use MOSEK returns with an error code.
However, this parameter can used to turn on that MOSEK will wait for a license until
becomes available i.e. MOSEK queue for a license.
(1) MSK_ON | |
(0) MSK_OFF |
Controls amount of output printed
by the basis identification procedure.
Controls amount of output printed
by the concurrent optimizer.
(1) MSK_ON | |
(0) MSK_OFF |
If turned on, then factor lines are added to the log.
Controls amount of output printed when performing feasibility repair.
(1) MSK_ON | |
(0) MSK_OFF |
If turned on, then some log info is printed when a file is written or read.
(1) MSK_ON | |
(0) MSK_OFF |
If turned on, then a header line is added to the log.
Controls amount of output printed by the infeasibility analyzer procedures.
Controls amount of output printed
by the interior-point optimizer.
Controls the print level for the mixed integer optimizer
Controls amount of output printed by the nonconvex optimizer.
(1) MSK_ON | |
(0) MSK_OFF |
If turned on, then optimizer lines are added to the log.
(1) MSK_ON | |
(0) MSK_OFF |
If turned on, then factor lines are added to the log.
Controls the amount of information printed out about parameter changes.
Controls amount of output printed
by the presolve procedure.
Controls the amount of logging during the sensitivity analysis. 0: Means
no logging information is produced. 1: Timing information is
printed. 2: Sensitivity results are printed.
Controls the amount of logging from the optimizers employed during the sensitivity analysis.
0 means no logging information is produced.
Controls amount of output printed
by the simplex optimizer.
(1) MSK_ON | |
(0) MSK_OFF |
When turned on MOSEK prints messages regarding
the storage usage and allocation.
(1) MSK_ON | The LP compatible parts of the problem is written, ie. linear and quadratic terms. |
(0) MSK_OFF | Writing a problem containing cones to an LP file will result in an error. |
Controls the result of writing a problem containing
incompatible items to an LP file.
Whenever MOSEK runs out of storage for the matrix then
it will double the value for maxnumanz until compmaxnumnza reaches the value of this parameter. After this
threshold is reaches it will use a slower increase.
Waning level. A higher value implies more warnings.
(0) MSK_MIO_BRANCH_FREE | |
(2) MSK_MIO_BRANCH_DOWN | |
(1) MSK_MIO_BRANCH_UP |
Controls whether the mixed integer optimizer is branching up or down by default.
(1) MSK_ON | |
(0) MSK_OFF |
If set to MSK_ON and all integer variables has been given a
value for which a feasible MIP solution exists, then MOSEK
generates an initial solution to the MIP by fixing all integer
values and solving for the continues variables.
(0) MSK_MIO_CONT_SOL_NONE | |
(1) MSK_MIO_CONT_SOL_ROOT | |
(2) MSK_MIO_CONT_SOL_ITG | |
(3) MSK_MIO_CONT_SOL_ITG_REL |
Controls which problem the interior and basis solutions are solutions too
when the problem is optimized using the mixed integer optimizer.
Controls the cut level employed by the mixed integer optimizer. A negative value means a default value determined by the mixed integer optimizer is used. By adding the appropriate values from the following table the employed cut types can be controlled.
GUB cover | +2 |
Flow cover | +4 |
Lifting | +8 |
Plant location | +16 |
Disaggregation | +32 |
Knapsack cover | +64 |
Lattice | +128 |
Gomory | +256 |
Coefficient reduction | +512 |
GCD | +1024 |
Obj. integrality | +2048 |
Controls the heuristic employed by the mixed integer optimizer to locate
an integer feasible solution.
A value of zero means no heuristic us used. A large value than 0 means a
gradually more sophisticated heuristic is used which is computationally more
expensive. A negative value implies that the optimizer chooses the heuristic
to be used.
(1) MSK_ON | |
(0) MSK_OFF |
Controls whether the integer presolve keeps bases in memory. This speeds
on the solution process at cost of bigger memory consumption.
Maximum number branches allowed during the branch and bound search. A negative
value means infinite.
Maximum number relaxations allowed during the branch and bound search. A negative
value means infinite.
(0) MSK_MIO_MODE_IGNORED | |
(1) MSK_MIO_MODE_SATISFIED | |
(2) MSK_MIO_MODE_LAZY |
Controls whether the optimizer includes
the integer restrictions when solving a
(mixed) integer optimization problem.
Controls which optimizer that is employed non root nodes in the mixed integer optimizer.
(0) MSK_MIO_NODE_SELECTION_FREE | |
(1) MSK_MIO_NODE_SELECTION_FIRST | |
(2) MSK_MIO_NODE_SELECTION_BEST | |
(3) MSK_MIO_NODE_SELECTION_WORST | |
(4) MSK_MIO_NODE_SELECTION_HYBRID | |
(5) MSK_MIO_NODE_SELECTION_PSEUDO |
Controls the node selection strategy employed by the
mixed integer optimizer.
(1) MSK_ON | Allows the mixed integer presolve to perform problem aggregation. |
(0) MSK_OFF | Disallow the mixed integer presolve to perform problem aggregation. |
Controls whether the presolve used by the mixed integer
optimizer tries to aggregate the constraints.
(1) MSK_ON | Turns the presolve on in the mixed integer optimizer. |
(0) MSK_OFF | Turns the presolve off in the mixed integer optimizer. |
Controls whether presolve is performed by the mixed integer optimizer.
Controls how frequent the mixed integer optimizer prints the log line. It
will print line every time MSK_IPAR_MIO_PRINT_FREQ relaxations have been solved.
Controls which optimizer that is employed at the root node in the mixed integer optimizer.
The value specifies the depth from the root in which strong branching is used.
A negative value means the optimizer chooses a default value automatically.
Maximum number iterations that can be used by the nonconvex optimizer.
(0) MSK_OBJECTIVE_SENSE_MIN | |
(1) MSK_OBJECTIVE_SENSE_MAX |
Controls whether the problem is
minimized or maximized.
The maximum number of terms (linear and quadratic) per line when an OPF file is written.
(1) MSK_ON | |
(0) MSK_OFF |
Write a text header with date and MOSEK version in an OPF file.
(1) MSK_ON | |
(0) MSK_OFF |
Write a hint section with problem dimensions in the beginning of an OPF file.
(1) MSK_ON | |
(0) MSK_OFF |
(1) MSK_ON | |
(0) MSK_OFF |
Write objective, constraints, bounds etc. to an OPF file.
(1) MSK_ON | |
(0) MSK_OFF |
(1) MSK_ON | |
(0) MSK_OFF |
If MSK_IPAR_OPF_WRITE_SOLUTIONS is
MSK_ON and a basis solution is defined,
include the basis solution in OPF files.
(1) MSK_ON | |
(0) MSK_OFF |
If MSK_IPAR_OPF_WRITE_SOLUTIONS is
MSK_ON and an integer solution is defined,
write the integer solution in OPF files.
(1) MSK_ON | |
(0) MSK_OFF |
If MSK_IPAR_OPF_WRITE_SOLUTIONS is
MSK_ON and an interior solution is defined,
write the interior solution in OPF files.
Controls which optimizer is used
to optimize the task.
(1) MSK_ON | |
(0) MSK_OFF |
If turned on, then names in the parameter file are considered to
be case sensitive.
(1) MSK_ON | Turns the eliminator on. |
(0) MSK_OFF | Turns the eliminator off. |
Controls whether free or implied free
variables are eliminator from the problem.
Controls the maximum amount of fill-in that
can be created during the eliminations phase
of the presolve. This parameter times
(numcon+numvar) denotes the amount of fill in.
(1) MSK_ON | Turns the check on. |
(0) MSK_OFF | Turns the check off. |
Controls whether the linear constraints is checked for linear dependencies.
Is used to limit the about work that can used to locate the linear dependencies.
In general the higher value this parameter is given the less work can be used.
However, a value of means no limit on the amount work that can be used.
(1) MSK_ON | Turns the presolve on. |
(0) MSK_OFF | Turns the presolve off. |
Additional number of non-zeros in that is
made room for in the problem.
Additional number of constraints that is
made room for in the problem.
Additional number of constraints that is made room for in the problem.
Additional number of non-zeros in the matrices
that is made room for in the problem.
Additional number of variables that is
made room for in the problem.
Expected maximum number of nonzeros to be read. The option is
only used by fast MPS and lp file readers.
Expected maximum number of constraints to be read. The option is
only used by fast MPS and lp file readers.
Expected maximum number of conic constraints to be read. The option is
only used by fast MPS and lp file readers.
(1) MSK_ON | |
(0) MSK_OFF |
If the this option is turned on, then it is assumed the data file is compressed.
(0) MSK_DATA_FORMAT_EXTENSION | |
(1) MSK_DATA_FORMAT_MPS | |
(2) MSK_DATA_FORMAT_LP | |
(3) MSK_DATA_FORMAT_MBT | |
(4) MSK_DATA_FORMAT_OP |
(1) MSK_ON | The free constraints are kept. |
(0) MSK_OFF | The free constraints are discarded. |
Controls whether the free constraints are included in
the problem.
(1) MSK_ON | |
(0) MSK_OFF |
If this option is turned on, MOSEK will drop variables that are defined for the
first time in the bounds section.
Maximum width of line in a LP file read by MOSEK.
(1) MSK_ON | |
(0) MSK_OFF |
If a name is in quotes, when reading an LP file, then the quotes will be removed.
(0) MSK_MPS_FORMAT_STRICT | |
(1) MSK_MPS_FORMAT_RELAXED | |
(2) MSK_MPS_FORMAT_FREE |
Controls how strict the MPS file reader is regarding
the MPS format.
(1) MSK_ON | Keep the integer restrictions. |
(0) MSK_OFF | Drops the integer restrictions. |
Controls whether MOSEK should keep the integer restrictions
on the variables while reading the MPS file.
(1) MSK_ON | |
(0) MSK_OFF |
If turned on, then the MPS reader uses the objective sense section. Otherwise it ignores it.
(1) MSK_ON | |
(0) MSK_OFF |
If a name is in quotes, when reading an MPS file, then the quotes will be removed.
(1) MSK_ON | Reads the continuous relaxation. |
(0) MSK_OFF | Reads the integer problem. |
MOSEK cannot solve integer programming
problems, but only the continuous relaxation.
If this option is turned on,
then the relaxation will be read.
Controls the maximal number of chars allowed in one line of the MPS file.
Expected maximum number of nonzeros to be read. The option is
only used by fast MPS and lp file readers.
(0) MSK_Q_READ_ADD | |
(1) MSK_Q_READ_DROP_LOWER | |
(2) MSK_Q_READ_DROP_UPPER |
Controls how the Q matrices are read from the MPS file.
(1) MSK_ON | |
(0) MSK_OFF |
Controls whether MOSEK should ignore the parameter setting defined in the task file and use the
default parameter setting.
Expected maximum number of variable to be read. The option is
only used by fast MPS and lp file readers.
(1) MSK_ON | |
(0) MSK_OFF |
If set to MSK_ON then MSK_sensitivityreport analyze all bounds and variables instead of reading a specification from file.
Controls which optimizer is used for optimal partition sensitivity analysis.
(0) MSK_SENSITIVITY_TYPE_BASIS | |
(1) MSK_SENSITIVITY_TYPE_OPTIMAL_PARTITION |
Controls which type of sensitivity analysis is to be performed.
Controls whether crashing is performed in the dual simplex optimizer.
In general if a basis consists of more that (100-this parameter value)%
fixed variables, then a crash will be performed.
(0) MSK_SIM_SELECTION_FREE | |
(1) MSK_SIM_SELECTION_FULL | |
(2) MSK_SIM_SELECTION_ASE | |
(3) MSK_SIM_SELECTION_SE | |
(4) MSK_SIM_SELECTION_PARTIAL |
Controls the choice of the incoming variable
known as the selection strategy in the dual
simplex optimizer.
(1) MSK_ON | Turn hotstart on if possible. |
(0) MSK_OFF | Turn hotstart off. |
Controls whether he simplex optimizer will do hotstart if possible.
Controls how frequent the simplex optimizer
outputs information about the optimization
and how frequent the user defined call-back function
is called.
Maximum number of iterations that can used by a
simplex optimizer.
Controls how many setbacks that are allowed within a simplex
optimizer. A setback is an event where the optimizer moves in
the wrong direction. This is impossible in theory but may happen due
to numerical problems.
Controls whether crashing is performed in the primal simplex optimizer.
In general if a basis consists of more that (100-this parameter value)%
fixed variables, then a crash will be performed.
(0) MSK_SIM_SELECTION_FREE | |
(1) MSK_SIM_SELECTION_FULL | |
(2) MSK_SIM_SELECTION_ASE | |
(3) MSK_SIM_SELECTION_SE | |
(4) MSK_SIM_SELECTION_PARTIAL |
Controls the choice of the incoming variable
known as the selection strategy in the primal
simplex optimizer.
Controls how frequent the basis is refactorized.
The value 0 means that the optimizer determines when
the best point of refactorization is.
(0) MSK_SCALING_FREE | |
(1) MSK_SCALING_NONE | |
(2) MSK_SCALING_MODERATE | |
(3) MSK_SCALING_AGGRESSIVE |
Controls how the problem is scaled
before a simplex optimizer is used.
(0) MSK_SOLVE_FREE | |
(1) MSK_SOLVE_PRIMAL | |
(2) MSK_SOLVE_DUAL |
Controls whether the primal or the dual problem is solved by the simplex optimizers.
(1) MSK_ON | |
(0) MSK_OFF |
Indicates whether solution callbacks will be performed during the optimization.
(1) MSK_ON | |
(0) MSK_OFF |
If turned on, then basic and super basic constraints and variables
are written to the solution file independent of the filter setting.
(1) MSK_ON | |
(0) MSK_OFF |
If turned on, then ranged constraints and variables are written to the solution file
independent of the filter setting.
(1) MSK_ON | |
(0) MSK_OFF |
If this options is turned on, then MOSEK will quote names that contains blanks while writing the solution file.
Moreover when reading a it will strip off a leading and trailing quote.
When a solution is read by MOSEK and some constraint, variable or cone names
contain blanks, then a maximum name width much be specified. A negative value implies
that no name contain blanks.
Controls the maximal acceptable width of line in the solution solutions when read by MOSEK.
(1) MSK_ON | |
(0) MSK_OFF |
Controls whether the constraint section is written to the
basis solution file.
(1) MSK_ON | |
(0) MSK_OFF |
Controls whether the header section is written to the
basis solution file.
(1) MSK_ON | |
(0) MSK_OFF |
Controls whether the variables section is written to the
basis solution file.
Controls whether the data file is compressed while it is written.
0 means no compression and higher values means more compression.
(0) MSK_DATA_FORMAT_EXTENSION | |
(1) MSK_DATA_FORMAT_MPS | |
(2) MSK_DATA_FORMAT_LP | |
(3) MSK_DATA_FORMAT_MBT | |
(4) MSK_DATA_FORMAT_OP |
Controls which format the data file has when a task is written to a file using MSK_writedata.
(1) MSK_ON | |
(0) MSK_OFF |
If this option is turned, then the parameter settings is written to the
data file as parameters.
(1) MSK_ON | The free constraints are written. |
(0) MSK_OFF | The free constraints are discarded. |
Controls whether the free
constraints is written to the
data file.
(1) MSK_ON | Generic names are used. |
(0) MSK_OFF | Generic names are not used. |
Controls whether generic names or the user defined
names are used in the data file.
(1) MSK_ON | |
(0) MSK_OFF |
Controls whether the constraint section is written to the
integer solution file.
(1) MSK_ON | |
(0) MSK_OFF |
Controls whether the header section is written to the
integer solution file.
(1) MSK_ON | |
(0) MSK_OFF |
Controls whether the variables section is written to the
integer solution file.
Maximum width of line in a LP file written by MOSEK.
(1) MSK_ON | |
(0) MSK_OFF |
If this option is turned on, then MOSEK will quote invalid LP names when
writing an LP file.
(1) MSK_ON | |
(0) MSK_OFF |
Controls whether LP formated output files satisfies the LP format strictly.
Maximum number of terms on a single line in an LP file written by MOSEK.
0 means unlimited.
(1) MSK_ON | Marker records are written. |
(0) MSK_OFF | Marker records are not written. |
Controls whether marker records are written to the MPS file
to indicate whether variables are integer restricted.
(1) MSK_ON | |
(0) MSK_OFF |
If turned on, the object sense section is not written to the MPS file.
(1) MSK_ON | |
(0) MSK_OFF |
If a name contain spaces (blanks) when writing an MPS file, then the quotes will be removed.
(1) MSK_ON | The written data file satisfies the MPS file format strictly. |
(0) MSK_OFF | The written data file may not satisfies the MPS file format strictly. |
Controls whether the written MPS file satisfies the MPS format strictly
or not.
Controls the precision with which double
numbers are printed in the data file. In general it
is not worthwhile to use a value higher than 15.
(1) MSK_ON | |
(0) MSK_OFF |
Controls whether the constraint section is written to the
solution file.
(1) MSK_ON | |
(0) MSK_OFF |
Controls whether the header section is written to the
solution file.
(1) MSK_ON | |
(0) MSK_OFF |
Controls whether the variables section is written to the
solution file.
(1) MSK_ON | |
(0) MSK_OFF |
Controls whether the solutions are also stored in the task file.
Maximum relative dual bound violation allowed in an optimal
basic solution.
Maximum absolute dual bound violation in
an optimal basic solution.
Maximum absolute primal bound violation allowed
in an optimal basic solution.
Relative pivot tolerance used in the LU factorization in the basis identification procedure.
Controls the time between calls to the progress call-back function. Hence, if the value of this parameter is for example 10, then the call-back is called approximately each 10 seconds. A negative value is equivalent to infinity.
In general frequent call-backs may hurt the performance.
An element in which is larger
than this value in absolute size causes a
warning message to be printed.
Any bound which in absolute value
is greater than this parameter is
considered infinite.
If a bound value is larger than this value
in absolute size, then a warning message is issued.
An element in which is larger
than this value in absolute terms causes a
warning message to be printed.
An element in which is larger
than the value of this parameter in absolute terms is considered
to be huge and generates an error.
Absolute zero tolerance for elements in
matrices.
Zero tolerance for constraints and variables i.e.
if the distance between the lower and upper bound
is less than this value, then the lower and lower
bound is considered identical.
Tolerance for constraint enforcing upper bound on sum of weighted violations.
Dual feasibility tolerance used by the conic interior-point optimizer.
Controls when the conic interior-point optimizer declares
the model primal or dual infeasible. A small number means the optimizer
gets more conservative about declaring the model infeasible.
Relative complementarity gap tolerance feasibility tolerance used by the conic interior-point optimizer.
If MOSEK cannot compute a solution that has the prescribed accuracy,
then it will multiply the termination tolerances with value of this parameter.
If the solution then satisfies the termination criteria, then the solution is denoted
near optimal, near feasible and so forth.
Primal feasibility tolerance used by the conic interior-point optimizer.
Relative gap termination tolerance used by the conic interior-point optimizer.
Controls if the complementarity and infeasibility is converging to zero
at about equal rates.
Dual feasibility tolerance used when a nonlinear
model is solved.
If MOSEK nonlinear interior-point optimizer cannot compute a solution that has the prescribed accuracy,
then it will multiply the termination tolerances with value of this parameter.
If the solution then satisfies the termination criteria, then the solution is denoted
near optimal, near feasible and so forth.
Primal feasibility tolerance used when a nonlinear
model is solved.
Relative gap termination tolerance for nonlinear problems.
Relative step size to the boundary
for general nonlinear optimization problems.
Dual feasibility tolerance used for
linear and quadratic optimization problems.
Controls the initial primal starting point used by
the interior-point optimizer. If the interior-point optimizer
converge slowly.
Controls when the optimizer declares
the model primal or dual infeasible. A small number means the optimizer
gets more conservative about declaring the model infeasible.
Controls how close
the interior-point optimizer follows the central path. A large
value of this parameter means the central is
followed very closely. On numerical unstable
problems it might worthwhile to increase this
parameter.
Primal feasibility tolerance used for
linear and quadratic optimization problems.
Controls the initial primal starting point used by
the interior-point optimizer. If the interior-point optimizer
converge slowly and/or the constraint or variable bounds are very
large, then it might be worthwhile to increase this value.
Relative step size to the boundary
for linear and quadratic optimization problems.
If a feasible solution having and objective value outside,
the interval [MSK_DPAR_LOWER_OBJ_CUT, MSK_DPAR_UPPER_OBJ_CUT],
then MOSEK is terminated.
If the lower objective cut is less than the value of this parameter value,
then the lower objective cut i.e. MSK_DPAR_LOWER_OBJ_CUT
is treated as .
Maximum time allowed to be used in the heuristic search for an optimal integer solution.
A negative values implies that the optimizer decides the amount of time to be spend in the heuristic.
This parameter limits the maximum time spend by the mixed integer optimizer.
A negative number means infinity.
Number of seconds spend by the mixed integer optimizer before the
MSK_DPAR_MIO_TOL_REL_RELAX_INT is applied.
Relaxed absolute optimality tolerance employed by the mixed integer optimizer.
The mixed integer optimizer is terminated when this tolerance is satisfied.
Controls how many cuts the mixed integer optimizer is allowed to add to the problem.
Let be the value of this parameter and
the number constraints, then mixed
integer optimizer is allowed to
cuts.
Absolute optimality tolerance employed by the mixed integer optimizer.
Absolute relaxation tolerance of the integer constraints. I.e.
is less than the tolerance
then the integer restrictions assumed to be satisfied.
Relative optimality tolerance employed by the mixed integer optimizer.
Relative relaxation tolerance of the integer constraints. I.e.
is less than the tolerance times
then the integer restrictions assumed to be satisfied.
Absolute solution tolerance used in mixed-integer optimizer.
Feasibility tolerance used by the nonconvex optimizer.
Optimality tolerance used by the nonconvex optimizer.
Maximum amount of time the optimizer is allowed to spend on the optimization.
A negative number means infinity.
Absolute zero tolerance employed for in the presolve.
Controls when a constraint is determined to be
linearly dependent.
Absolute pivot tolerance employed by the simplex optimizers.
If a feasible solution having and objective value outside,
the interval [MSK_DPAR_LOWER_OBJ_CUT, MSK_DPAR_UPPER_OBJ_CUT],
then MOSEK is terminated.
If the upper objective cut is greater than the value of this value parameter, then the
the upper objective cut MSK_DPAR_UPPER_OBJ_CUT is treated as .
If the function MSK_relaxprimal adds new constraints to the problem, then they are prefixed by the value of this parameter.
Separator string for names of constraints and variables generated by MSK_relaxprimal.
The constraint and variable associated with the total weighted sum of violations
are each given the name of this parameter postfixed with CON and VAR respectively.
Only the first character in this string is used. It is considered
as a start of comment sign in the MOSEK parameter file. Spaces are
ignored in the string.
Modifications to the parameter
database is read from this file.
Name of the BOUNDS vector that is used.
An empty name means the first BOUNDS vector is used.
Name of the free constraint that is used as objective function.
An empty name means the first constraint is used as objective function.
Name of the RANGE vector that is used.
An empty name means the first RANGE vector is used.
Name of the RHS that is used.
An empty name means the first RHS vector is used.
If defined MSK_sensitivityreport read this file as sensitivity analysis data file specifying the type of analysis to be done.
If this is nonempty string, then MSK_sensitivityreport write results to this file.
A filter that used to determine which constraints
that should be listed in the solution file. A value of ``0.5'' means
all constraints that has xc[i]>0.5 should be printed. Whereas
``+0.5'' means all constraints that has xc[i]>=blc[i]+0.5 should
be listed. An empty filter means no filter is applied.
A filter that is used to determine which constraints
that should be listed in the solution file. A value of ``0.5'' means
all constraints that has xc[i]<0.5 should be printed. Whereas
``-0.5'' means all constraints that has xc[i]<=buc[i]-0.5 should
be listed. An empty filter means no filter is applied.
A filter that is used to determine which variables
that should be listed in the solution file. A value of ``0.5'' means
all constraints that has xx[j]>=0.5 should be printed. Whereas
``+0.5'' means all constraints that has xx[j]>=blx[j]+0.5 should
be listed. An empty filter means no filter is applied.
A filter that is used to determine which variables
that should be listed in the solution file. A value of ``0.5'' means
all constraints that has xx[j]<0.5 should be printed. Whereas
``-0.5'' means all constraints that has xx[j]<=bux[j]-0.5 should
be listed. An empty filter means no filter is applied.
Sometimes when an LP file is written then additional variables must be inserted.
They will have the prefix denoted by this parameter.