H.1. Parameter groups

Parameters grouped by meaning and functionality.

H.2. Double parameters

• MSK_DPAR_ANA_SOL_INFEAS_TOL
  If a constraint violates its bound with an amount larger than this value, the constraint name, index and violation will be printed by the solution analyzer.
• MSK_DPAR_BASIS_REL_TOL_S
  Maximum relative dual bound violation allowed in an optimal basic solution.
• MSK_DPAR_BASIS_TOL_S
  Maximum absolute dual bound violation in an optimal basic solution.
• MSK_DPAR_BASIS_TOL_X
  Maximum absolute primal bound violation allowed in an optimal basic solution.
• MSK_DPAR_CALLBACK_FREQ
  Controls progress call-back frequency.
• MSK_DPAR_CHECK_CONVEXITY_REL_TOL
  Convexity check tolerance.
• MSK_DPAR_DATA_TOL_AIJ
  Data tolerance threshold.
• MSK_DPAR_DATA_TOL_AIJ_HUGE
  Data tolerance threshold.
• MSK_DPAR_DATA_TOL_AIJ_LARGE
  Data tolerance threshold.
• MSK_DPAR_DATA_TOL_BOUND_INF
  Data tolerance threshold.
• MSK_DPAR_DATA_TOL_BOUND_WRN
  Data tolerance threshold.
• MSK_DPAR_DATA_TOL_C_HUGE
  Data tolerance threshold.
• MSK_DPAR_DATA_TOL_CJ_LARGE
  Data tolerance threshold.
• MSK_DPAR_DATA_TOL_QIJ
  Data tolerance threshold.
• MSK_DPAR_DATA_TOL_X
  Data tolerance threshold.
• MSK_DPAR_FEASREPAIR_TOL
  Tolerance for constraint enforcing upper bound on sum of weighted violations in feasibility repair.
• MSK_DPAR_INTPNT_CO_TOL_DFEAS
  Dual feasibility tolerance used by the conic interior-point optimizer.
• MSK_DPAR_INTPNT_CO_TOL_INFEAS
  Infeasibility tolerance for the conic solver.
• MSK_DPAR_INTPNT_CO_TOL_MU_RED
  Optimality tolerance for the conic solver.
• MSK_DPAR_INTPNT_CO_TOL_NEAR_REL
  Optimality tolerance for the conic solver.
• MSK_DPAR_INTPNT_CO_TOL_PFEAS
  Primal feasibility tolerance used by the conic interior-point optimizer.
• MSK_DPAR_INTPNT_CO_TOL_REL_GAP
  Relative gap termination tolerance used by the conic interior-point optimizer.
• MSK_DPAR_INTPNT_NL_MERIT_BAL
  Controls if the complementarity and infeasibility is converging to zero at about equal rates.
• MSK_DPAR_INTPNT_NL_TOL_DFEAS
  Dual feasibility tolerance used when a nonlinear model is solved.
• MSK_DPAR_INTPNT_NL_TOL_MU_RED
  Relative complementarity gap tolerance.
• MSK_DPAR_INTPNT_NL_TOL_NEAR_REL
  Nonlinear solver optimality tolerance parameter.
• MSK_DPAR_INTPNT_NL_TOL_PFEAS
  Primal feasibility tolerance used when a nonlinear model is solved.
• MSK_DPAR_INTPNT_NL_TOL_REL_GAP
  Relative gap termination tolerance for nonlinear problems.
• MSK_DPAR_INTPNT_NL_TOL_REL_STEP
  Relative step size to the boundary for general nonlinear optimization problems.
• MSK_DPAR_INTPNT_TOL_DFEAS
  Dual feasibility tolerance used for linear and quadratic optimization problems.
• MSK_DPAR_INTPNT_TOL_DSAFE
  Controls the interior-point dual starting point.
• MSK_DPAR_INTPNT_TOL_INFEAS
  Nonlinear solver infeasibility tolerance parameter.
• MSK_DPAR_INTPNT_TOL_MU_RED
  Relative complementarity gap tolerance.
• MSK_DPAR_INTPNT_TOL_PATH
  interior-point centering aggressiveness.
• MSK_DPAR_INTPNT_TOL_PFEAS
  Primal feasibility tolerance used for linear and quadratic optimization problems.
• MSK_DPAR_INTPNT_TOL_PSAFE
  Controls the interior-point primal starting point.
• MSK_DPAR_INTPNT_TOL_REL_GAP
  Relative gap termination tolerance.
• MSK_DPAR_INTPNT_TOL_REL_STEP
  Relative step size to the boundary for linear and quadratic optimization problems.
• MSK_DPAR_INTPNT_TOL_STEP_SIZE
  If the step size falls below the value of this parameter, then the interior-point optimizer assumes that it is stalled. It it does not not make any progress.
• MSK_DPAR_LOWER_OBJ_CUT
  Objective bound.
• MSK_DPAR_LOWER_OBJ_CUT_FINITE_TRH
  Objective bound.
• MSK_DPAR_MIO_DISABLE_TERM_TIME
  Certain termination criteria is disabled within the mixed-integer optimizer for period time specified by the parameter.
• MSK_DPAR_MIO_HEURISTIC_TIME
  Time limit for the mixed-integer heuristics.
• MSK_DPAR_MIO_MAX_TIME
  Time limit for the mixed-integer optimizer.
• MSK_DPAR_MIO_MAX_TIME_APRX_OPT
  Time limit for the mixed-integer optimizer.
• MSK_DPAR_MIO_NEAR_TOL_ABS_GAP
  Relaxed absolute optimality tolerance employed by the mixed-integer optimizer.
• MSK_DPAR_MIO_NEAR_TOL_REL_GAP
  The mixed-integer optimizer is terminated when this tolerance is satisfied.
• MSK_DPAR_MIO_REL_ADD_CUT_LIMITED
  Controls cut generation for mixed-integer optimizer.
• MSK_DPAR_MIO_REL_GAP_CONST
  This value is used to compute the relative gap for the solution to an integer optimization problem.
• MSK_DPAR_MIO_TOL_ABS_GAP
  Absolute optimality tolerance employed by the mixed-integer optimizer.
• MSK_DPAR_MIO_TOL_ABS_RELAX_INT
  Integer constraint tolerance.
• MSK_DPAR_MIO_TOL_FEAS
  Feasibility tolerance for mixed integer solver. Any solution with maximum infeasibility below this value will be considered feasible.
• MSK_DPAR_MIO_TOL_REL_GAP
  Relative optimality tolerance employed by the mixed-integer optimizer.
• MSK_DPAR_MIO_TOL_REL_RELAX_INT
  Integer constraint tolerance.
• MSK_DPAR_MIO_TOL_X
  Absolute solution tolerance used in mixed-integer optimizer.
• MSK_DPAR_NONCONVEX_TOL_FEAS
  Feasibility tolerance used by the nonconvex optimizer.
• MSK_DPAR_NONCONVEX_TOL_OPT
  Optimality tolerance used by the nonconvex optimizer.
• MSK_DPAR_OPTIMIZER_MAX_TIME
  Solver time limit.
• MSK_DPAR_PRESOLVE_TOL_AIJ
  Absolute zero tolerance employed for constraint coefficients in the presolve.
• MSK_DPAR_PRESOLVE_TOL_LIN_DEP
  Controls when a constraint is determined to be linearly dependent.
• MSK_DPAR_PRESOLVE_TOL_S
  Absolute zero tolerance employed for slack variables in the presolve.
• MSK_DPAR_PRESOLVE_TOL_X
  Absolute zero tolerance employed for variables in the presolve.
• MSK_DPAR_QCQO_REFORMULATE_REL_DROP_TOL
  This parameter determines when columns are dropped in incomplete cholesky factorization doing reformulation of quadratic problems.
• MSK_DPAR_SIM_LU_TOL_REL_PIV
  Relative pivot tolerance employed when computing the LU factorization of the basis matrix.
• MSK_DPAR_SIMPLEX_ABS_TOL_PIV
  Absolute pivot tolerance employed by the simplex optimizers.
• MSK_DPAR_UPPER_OBJ_CUT
  Objective bound.
• MSK_DPAR_UPPER_OBJ_CUT_FINITE_TRH
  Objective bound.

• ana_sol_infeas_tol

  Corresponding constant:

  
  MSK_DPAR_ANA_SOL_INFEAS_TOL

  Description:

  
  If a constraint violates its bound with an amount larger than this value, the constraint name, index and violation will be printed by the solution analyzer.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  +1e-8

• basis_rel_tol_s

  Corresponding constant:

  
  MSK_DPAR_BASIS_REL_TOL_S

  Description:

  
  Maximum relative dual bound violation allowed in an optimal basic solution.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e-12

• basis_tol_s

  Corresponding constant:

  
  MSK_DPAR_BASIS_TOL_S

  Description:

  
  Maximum absolute dual bound violation in an optimal basic solution.

  Possible Values:

  
  Any number between 1.0e-9 and +inf.

  Default value:

  
  1.0e-6

• basis_tol_x

  Corresponding constant:

  
  MSK_DPAR_BASIS_TOL_X

  Description:

  
  Maximum absolute primal bound violation allowed in an optimal basic solution.

  Possible Values:

  
  Any number between 1.0e-9 and +inf.

  Default value:

  
  1.0e-6

• callback_freq

  Corresponding constant:

  
  MSK_DPAR_CALLBACK_FREQ

  Description:

  
  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.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  -1.0

• check_convexity_rel_tol

  Corresponding constant:

  
  MSK_DPAR_CHECK_CONVEXITY_REL_TOL

  Description:

  
  This parameter controls when the full convexity check declares a problem to be non-convex. Increasing this tolerance relaxes the criteria for declaring the problem non-convex.

  A problem is declared non-convex if negative (positive) pivot elements are detected in the cholesky factor of a matrix which is required to be PSD (NSD). This parameter controles how much this non-negativity requirement may be violated.

  If is the pivot element for column i, then the matrix Q is considered to not be PSD if:

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1e-10

• data_tol_aij

  Corresponding constant:

  
  MSK_DPAR_DATA_TOL_AIJ

  Description:

  
  Absolute zero tolerance for elements in A. If any value is smaller than this parameter in absolute terms MOSEK will treat the values as zero and generate a warning.

  Possible Values:

  
  Any number between 1.0e-16 and 1.0e-6.

  Default value:

  
  1.0e-12

• data_tol_aij_huge

  Corresponding constant:

  
  MSK_DPAR_DATA_TOL_AIJ_HUGE

  Description:

  
  An element in A which is larger than this value in absolute size causes an error.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e20

• data_tol_aij_large

  Corresponding constant:

  
  MSK_DPAR_DATA_TOL_AIJ_LARGE

  Description:

  
  An element in A which is larger than this value in absolute size causes a warning message to be printed.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e10

• data_tol_bound_inf

  Corresponding constant:

  
  MSK_DPAR_DATA_TOL_BOUND_INF

  Description:

  
  Any bound which in absolute value is greater than this parameter is considered infinite.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e16

• data_tol_bound_wrn

  Corresponding constant:

  
  MSK_DPAR_DATA_TOL_BOUND_WRN

  Description:

  
  If a bound value is larger than this value in absolute size, then a warning message is issued.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e8

• data_tol_c_huge

  Corresponding constant:

  
  MSK_DPAR_DATA_TOL_C_HUGE

  Description:

  
  An element in c which is larger than the value of this parameter in absolute terms is considered to be huge and generates an error.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e16

• data_tol_cj_large

  Corresponding constant:

  
  MSK_DPAR_DATA_TOL_CJ_LARGE

  Description:

  
  An element in c which is larger than this value in absolute terms causes a warning message to be printed.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e8

• data_tol_qij

  Corresponding constant:

  
  MSK_DPAR_DATA_TOL_QIJ

  Description:

  
  Absolute zero tolerance for elements in Q matrices.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e-16

• data_tol_x

  Corresponding constant:

  
  MSK_DPAR_DATA_TOL_X

  Description:

  
  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.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e-8

• feasrepair_tol

  Corresponding constant:

  
  MSK_DPAR_FEASREPAIR_TOL

  Description:

  
  Tolerance for constraint enforcing upper bound on sum of weighted violations in feasibility repair.

  Possible Values:

  
  Any number between 1.0e-16 and 1.0e+16.

  Default value:

  
  1.0e-10

• intpnt_co_tol_dfeas

  Corresponding constant:

  
  MSK_DPAR_INTPNT_CO_TOL_DFEAS

  Description:

  
  Dual feasibility tolerance used by the conic interior-point optimizer.

  Possible Values:

  
  Any number between 0.0 and 1.0.

  Default value:

  
  1.0e-8

  See also:

   

  MSK_DPAR_INTPNT_CO_TOL_NEAR_REL

  Optimality tolerance for the conic solver.

• intpnt_co_tol_infeas

  Corresponding constant:

  
  MSK_DPAR_INTPNT_CO_TOL_INFEAS

  Description:

  
  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.

  Possible Values:

  
  Any number between 0.0 and 1.0.

  Default value:

  
  1.0e-8

• intpnt_co_tol_mu_red

  Corresponding constant:

  
  MSK_DPAR_INTPNT_CO_TOL_MU_RED

  Description:

  
  Relative complementarity gap tolerance feasibility tolerance used by the conic interior-point optimizer.

  Possible Values:

  
  Any number between 0.0 and 1.0.

  Default value:

  
  1.0e-8

• intpnt_co_tol_near_rel

  Corresponding constant:

  
  MSK_DPAR_INTPNT_CO_TOL_NEAR_REL

  Description:

  
  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.

  Possible Values:

  
  Any number between 1.0 and +inf.

  Default value:

  
  100

• intpnt_co_tol_pfeas

  Corresponding constant:

  
  MSK_DPAR_INTPNT_CO_TOL_PFEAS

  Description:

  
  Primal feasibility tolerance used by the conic interior-point optimizer.

  Possible Values:

  
  Any number between 0.0 and 1.0.

  Default value:

  
  1.0e-8

  See also:

   

  MSK_DPAR_INTPNT_CO_TOL_NEAR_REL

  Optimality tolerance for the conic solver.

• intpnt_co_tol_rel_gap

  Corresponding constant:

  
  MSK_DPAR_INTPNT_CO_TOL_REL_GAP

  Description:

  
  Relative gap termination tolerance used by the conic interior-point optimizer.

  Possible Values:

  
  Any number between 0.0 and 1.0.

  Default value:

  
  1.0e-8

  See also:

   

  MSK_DPAR_INTPNT_CO_TOL_NEAR_REL

  Optimality tolerance for the conic solver.

• intpnt_nl_merit_bal

  Corresponding constant:

  
  MSK_DPAR_INTPNT_NL_MERIT_BAL

  Description:

  
  Controls if the complementarity and infeasibility is converging to zero at about equal rates.

  Possible Values:

  
  Any number between 0.0 and 0.99.

  Default value:

  
  1.0e-4

• intpnt_nl_tol_dfeas

  Corresponding constant:

  
  MSK_DPAR_INTPNT_NL_TOL_DFEAS

  Description:

  
  Dual feasibility tolerance used when a nonlinear model is solved.

  Possible Values:

  
  Any number between 0.0 and 1.0.

  Default value:

  
  1.0e-8

• intpnt_nl_tol_mu_red

  Corresponding constant:

  
  MSK_DPAR_INTPNT_NL_TOL_MU_RED

  Description:

  
  Relative complementarity gap tolerance.

  Possible Values:

  
  Any number between 0.0 and 1.0.

  Default value:

  
  1.0e-12

• intpnt_nl_tol_near_rel

  Corresponding constant:

  
  MSK_DPAR_INTPNT_NL_TOL_NEAR_REL

  Description:

  
  If the 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.

  Possible Values:

  
  Any number between 1.0 and +inf.

  Default value:

  
  1000.0

• intpnt_nl_tol_pfeas

  Corresponding constant:

  
  MSK_DPAR_INTPNT_NL_TOL_PFEAS

  Description:

  
  Primal feasibility tolerance used when a nonlinear model is solved.

  Possible Values:

  
  Any number between 0.0 and 1.0.

  Default value:

  
  1.0e-8

• intpnt_nl_tol_rel_gap

  Corresponding constant:

  
  MSK_DPAR_INTPNT_NL_TOL_REL_GAP

  Description:

  
  Relative gap termination tolerance for nonlinear problems.

  Possible Values:

  
  Any number between 1.0e-14 and +inf.

  Default value:

  
  1.0e-6

• intpnt_nl_tol_rel_step

  Corresponding constant:

  
  MSK_DPAR_INTPNT_NL_TOL_REL_STEP

  Description:

  
  Relative step size to the boundary for general nonlinear optimization problems.

  Possible Values:

  
  Any number between 1.0e-4 and 0.9999999.

  Default value:

  
  0.995

• intpnt_tol_dfeas

  Corresponding constant:

  
  MSK_DPAR_INTPNT_TOL_DFEAS

  Description:

  
  Dual feasibility tolerance used for linear and quadratic optimization problems.

  Possible Values:

  
  Any number between 0.0 and 1.0.

  Default value:

  
  1.0e-8

• intpnt_tol_dsafe

  Corresponding constant:

  
  MSK_DPAR_INTPNT_TOL_DSAFE

  Description:

  
  Controls the initial dual starting point used by the interior-point optimizer. If the interior-point optimizer converges slowly.

  Possible Values:

  
  Any number between 1.0e-4 and +inf.

  Default value:

  
  1.0

• intpnt_tol_infeas

  Corresponding constant:

  
  MSK_DPAR_INTPNT_TOL_INFEAS

  Description:

  
  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.

  Possible Values:

  
  Any number between 0.0 and 1.0.

  Default value:

  
  1.0e-8

• intpnt_tol_mu_red

  Corresponding constant:

  
  MSK_DPAR_INTPNT_TOL_MU_RED

  Description:

  
  Relative complementarity gap tolerance.

  Possible Values:

  
  Any number between 0.0 and 1.0.

  Default value:

  
  1.0e-16

• intpnt_tol_path

  Corresponding constant:

  
  MSK_DPAR_INTPNT_TOL_PATH

  Description:

  
  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 may be worthwhile to increase this parameter.

  Possible Values:

  
  Any number between 0.0 and 0.9999.

  Default value:

  
  1.0e-8

• intpnt_tol_pfeas

  Corresponding constant:

  
  MSK_DPAR_INTPNT_TOL_PFEAS

  Description:

  
  Primal feasibility tolerance used for linear and quadratic optimization problems.

  Possible Values:

  
  Any number between 0.0 and 1.0.

  Default value:

  
  1.0e-8

• intpnt_tol_psafe

  Corresponding constant:

  
  MSK_DPAR_INTPNT_TOL_PSAFE

  Description:

  
  Controls the initial primal starting point used by the interior-point optimizer. If the interior-point optimizer converges slowly and/or the constraint or variable bounds are very large, then it may be worthwhile to increase this value.

  Possible Values:

  
  Any number between 1.0e-4 and +inf.

  Default value:

  
  1.0

• intpnt_tol_rel_gap

  Corresponding constant:

  
  MSK_DPAR_INTPNT_TOL_REL_GAP

  Description:

  
  Relative gap termination tolerance.

  Possible Values:

  
  Any number between 1.0e-14 and +inf.

  Default value:

  
  1.0e-8

• intpnt_tol_rel_step

  Corresponding constant:

  
  MSK_DPAR_INTPNT_TOL_REL_STEP

  Description:

  
  Relative step size to the boundary for linear and quadratic optimization problems.

  Possible Values:

  
  Any number between 1.0e-4 and 0.999999.

  Default value:

  
  0.9999

• intpnt_tol_step_size

  Corresponding constant:

  
  MSK_DPAR_INTPNT_TOL_STEP_SIZE

  Description:

  
  If the step size falls below the value of this parameter, then the interior-point optimizer assumes that it is stalled. It it does not not make any progress.

  Possible Values:

  
  Any number between 0.0 and 1.0.

  Default value:

  
  1.0e-10

• lower_obj_cut

  Corresponding constant:

  
  MSK_DPAR_LOWER_OBJ_CUT

  Description:

  
  If either a primal or dual feasible solution is found proving that the optimal objective value is outside, the interval [MSK_DPAR_LOWER_OBJ_CUT, MSK_DPAR_UPPER_OBJ_CUT], then MOSEK is terminated.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  -1.0e30

  See also:

   

  MSK_DPAR_LOWER_OBJ_CUT_FINITE_TRH

  Objective bound.

• lower_obj_cut_finite_trh

  Corresponding constant:

  
  MSK_DPAR_LOWER_OBJ_CUT_FINITE_TRH

  Description:

  
  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 -∞.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  -0.5e30

• mio_disable_term_time

  Corresponding constant:

  
  MSK_DPAR_MIO_DISABLE_TERM_TIME

  Description:

  
  The termination criteria governed by

  • MSK_IPAR_MIO_MAX_NUM_RELAXS
  • MSK_IPAR_MIO_MAX_NUM_BRANCHES
  • MSK_DPAR_MIO_NEAR_TOL_ABS_GAP
  • MSK_DPAR_MIO_NEAR_TOL_REL_GAP

  is disabled the first n seconds. This parameter specifies the number n. A negative value is identical to infinity i.e. the termination criteria are never checked.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  -1.0

  See also:

   

  MSK_IPAR_MIO_MAX_NUM_RELAXS

  Maximum number of relaxations in branch and bound search.

  MSK_IPAR_MIO_MAX_NUM_BRANCHES

  Maximum number of branches allowed during the branch and bound search.

  MSK_DPAR_MIO_NEAR_TOL_ABS_GAP

  Relaxed absolute optimality tolerance employed by the mixed-integer optimizer.

  MSK_DPAR_MIO_NEAR_TOL_REL_GAP

  The mixed-integer optimizer is terminated when this tolerance is satisfied.

• mio_heuristic_time

  Corresponding constant:

  
  MSK_DPAR_MIO_HEURISTIC_TIME

  Description:

  
  Minimum amount of time to be used in the heuristic search for a good feasible integer solution. A negative values implies that the optimizer decides the amount of time to be spent in the heuristic.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  -1.0

• mio_max_time

  Corresponding constant:

  
  MSK_DPAR_MIO_MAX_TIME

  Description:

  
  This parameter limits the maximum time spent by the mixed-integer optimizer. A negative number means infinity.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  -1.0

• mio_max_time_aprx_opt

  Corresponding constant:

  
  MSK_DPAR_MIO_MAX_TIME_APRX_OPT

  Description:

  
  Number of seconds spent by the mixed-integer optimizer before the MSK_DPAR_MIO_TOL_REL_RELAX_INT is applied.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  60

• mio_near_tol_abs_gap

  Corresponding constant:

  
  MSK_DPAR_MIO_NEAR_TOL_ABS_GAP

  Description:

  
  Relaxed absolute optimality tolerance employed by the mixed-integer optimizer. This termination criteria is delayed. See MSK_DPAR_MIO_DISABLE_TERM_TIME for details.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  0.0

  See also:

   

  MSK_DPAR_MIO_DISABLE_TERM_TIME

  Certain termination criteria is disabled within the mixed-integer optimizer for period time specified by the parameter.

• mio_near_tol_rel_gap

  Corresponding constant:

  
  MSK_DPAR_MIO_NEAR_TOL_REL_GAP

  Description:

  
  The mixed-integer optimizer is terminated when this tolerance is satisfied. This termination criteria is delayed. See MSK_DPAR_MIO_DISABLE_TERM_TIME for details.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e-3

  See also:

   

  MSK_DPAR_MIO_DISABLE_TERM_TIME

  Certain termination criteria is disabled within the mixed-integer optimizer for period time specified by the parameter.

• mio_rel_add_cut_limited

  Corresponding constant:

  
  MSK_DPAR_MIO_REL_ADD_CUT_LIMITED

  Description:

  
  Controls how many cuts the mixed-integer optimizer is allowed to add to the problem. Let be the value of this parameter and m the number constraints, then mixed-integer optimizer is allowed to cuts.

  Possible Values:

  
  Any number between 0.0 and 2.0.

  Default value:

  
  0.75

• mio_rel_gap_const

  Corresponding constant:

  
  MSK_DPAR_MIO_REL_GAP_CONST

  Description:

  
  This value is used to compute the relative gap for the solution to an integer optimization problem.

  Possible Values:

  
  Any number between 1.0e-15 and +inf.

  Default value:

  
  1.0e-10

• mio_tol_abs_gap

  Corresponding constant:

  
  MSK_DPAR_MIO_TOL_ABS_GAP

  Description:

  
  Absolute optimality tolerance employed by the mixed-integer optimizer.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  0.0

• mio_tol_abs_relax_int

  Corresponding constant:

  
  MSK_DPAR_MIO_TOL_ABS_RELAX_INT

  Description:

  
  Absolute relaxation tolerance of the integer constraints. I.e. is less than the tolerance then the integer restrictions assumed to be satisfied.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e-5

• mio_tol_feas

  Corresponding constant:

  
  MSK_DPAR_MIO_TOL_FEAS

  Description:

  
  Feasibility tolerance for mixed integer solver. Any solution with maximum infeasibility below this value will be considered feasible.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e-7

• mio_tol_rel_gap

  Corresponding constant:

  
  MSK_DPAR_MIO_TOL_REL_GAP

  Description:

  
  Relative optimality tolerance employed by the mixed-integer optimizer.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e-4

• mio_tol_rel_relax_int

  Corresponding constant:

  
  MSK_DPAR_MIO_TOL_REL_RELAX_INT

  Description:

  
  Relative relaxation tolerance of the integer constraints. I.e is less than the tolerance times |x| then the integer restrictions assumed to be satisfied.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e-6

• mio_tol_x

  Corresponding constant:

  
  MSK_DPAR_MIO_TOL_X

  Description:

  
  Absolute solution tolerance used in mixed-integer optimizer.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e-6

• nonconvex_tol_feas

  Corresponding constant:

  
  MSK_DPAR_NONCONVEX_TOL_FEAS

  Description:

  
  Feasibility tolerance used by the nonconvex optimizer.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e-6

• nonconvex_tol_opt

  Corresponding constant:

  
  MSK_DPAR_NONCONVEX_TOL_OPT

  Description:

  
  Optimality tolerance used by the nonconvex optimizer.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e-7

• optimizer_max_time

  Corresponding constant:

  
  MSK_DPAR_OPTIMIZER_MAX_TIME

  Description:

  
  Maximum amount of time the optimizer is allowed to spent on the optimization. A negative number means infinity.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  -1.0

• presolve_tol_aij

  Corresponding constant:

  
  MSK_DPAR_PRESOLVE_TOL_AIJ

  Description:

  
  Absolute zero tolerance employed for in the presolve.

  Possible Values:

  
  Any number between 1.0e-15 and +inf.

  Default value:

  
  1.0e-12

• presolve_tol_lin_dep

  Corresponding constant:

  
  MSK_DPAR_PRESOLVE_TOL_LIN_DEP

  Description:

  
  Controls when a constraint is determined to be linearly dependent.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e-6

• presolve_tol_s

  Corresponding constant:

  
  MSK_DPAR_PRESOLVE_TOL_S

  Description:

  
  Absolute zero tolerance employed for in the presolve.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e-8

• presolve_tol_x

  Corresponding constant:

  
  MSK_DPAR_PRESOLVE_TOL_X

  Description:

  
  Absolute zero tolerance employed for in the presolve.

  Possible Values:

  
  Any number between 0.0 and +inf.

  Default value:

  
  1.0e-8

• qcqo_reformulate_rel_drop_tol

  Corresponding constant:

  
  MSK_DPAR_QCQO_REFORMULATE_REL_DROP_TOL

  Description:

  
  This parameter determines when columns are dropped in incomplete cholesky factorization doing reformulation of quadratic problems.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1e-15

• sim_lu_tol_rel_piv

  Corresponding constant:

  
  MSK_DPAR_SIM_LU_TOL_REL_PIV

  Description:

  
  Relative pivot tolerance employed when computing the LU factorization of the basis in the simplex optimizers and in the basis identification procedure.

  A value closer to 1.0 generally improves numerical stability but typically also implies an increase in the computational work.

  Possible Values:

  
  Any number between 1.0e-6 and 0.999999.

  Default value:

  
  0.01

• simplex_abs_tol_piv

  Corresponding constant:

  
  MSK_DPAR_SIMPLEX_ABS_TOL_PIV

  Description:

  
  Absolute pivot tolerance employed by the simplex optimizers.

  Possible Values:

  
  Any number between 1.0e-12 and +inf.

  Default value:

  
  1.0e-7

• upper_obj_cut

  Corresponding constant:

  
  MSK_DPAR_UPPER_OBJ_CUT

  Description:

  
  If either a primal or dual feasible solution is found proving that the optimal objective value is outside, [MSK_DPAR_LOWER_OBJ_CUT, MSK_DPAR_UPPER_OBJ_CUT], then MOSEK is terminated.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  1.0e30

  See also:

   

  MSK_DPAR_UPPER_OBJ_CUT_FINITE_TRH

  Objective bound.

• upper_obj_cut_finite_trh

  Corresponding constant:

  
  MSK_DPAR_UPPER_OBJ_CUT_FINITE_TRH

  Description:

  
  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 ∞.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  0.5e30

H.3. Integer parameters

• MSK_IPAR_ALLOC_ADD_QNZ
  Controls how the quadratic matrixes are extended.
• MSK_IPAR_ANA_SOL_BASIS
  Controls whether the basis matrix is analyzed in solaution analyzer.
• MSK_IPAR_ANA_SOL_PRINT_VIOLATED
  Controls whether a list of violated constraints is printed.
• MSK_IPAR_AUTO_SORT_A_BEFORE_OPT
  Controls whether the elements in each column of A are sorted before an optimization is performed.
• MSK_IPAR_AUTO_UPDATE_SOL_INFO
  Controls whether the solution information items are automatically updated after an optimization is performed.
• MSK_IPAR_BASIS_SOLVE_USE_PLUS_ONE
  Controls the sign of the columns in the basis matrix corresponding to slack variables.
• MSK_IPAR_BI_CLEAN_OPTIMIZER
  Controls which simplex optimizer is used in the clean-up phase.
• MSK_IPAR_BI_IGNORE_MAX_ITER
  Turns on basis identification in case the interior-point optimizer is terminated due to maximum number of iterations.
• MSK_IPAR_BI_IGNORE_NUM_ERROR
  Turns on basis identification in case the interior-point optimizer is terminated due to a numerical problem.
• MSK_IPAR_BI_MAX_ITERATIONS
  Maximum number of iterations after basis identification.
• MSK_IPAR_CACHE_LICENSE
  Control license caching.
• MSK_IPAR_CACHE_SIZE_L1
  Specifies the size of the level 1 cache of the processor.
• MSK_IPAR_CACHE_SIZE_L2
  Specifies the size of the level 2 cache of the processor.
• MSK_IPAR_CHECK_CONVEXITY
  Specify the level of convexity check on quadratic problems
• MSK_IPAR_CHECK_TASK_DATA
  If this feature is turned on, then the task data is checked for bad values i.e. NaNs. before an optimization is performed.
• MSK_IPAR_CONCURRENT_NUM_OPTIMIZERS
  The maximum number of simultaneous optimizations that will be started by the concurrent optimizer.
• MSK_IPAR_CONCURRENT_PRIORITY_DUAL_SIMPLEX
  Priority of the dual simplex algorithm when selecting solvers for concurrent optimization.
• MSK_IPAR_CONCURRENT_PRIORITY_FREE_SIMPLEX
  Priority of the free simplex optimizer when selecting solvers for concurrent optimization.
• MSK_IPAR_CONCURRENT_PRIORITY_INTPNT
  Priority of the interior-point algorithm when selecting solvers for concurrent optimization.
• MSK_IPAR_CONCURRENT_PRIORITY_PRIMAL_SIMPLEX
  Priority of the primal simplex algorithm when selecting solvers for concurrent optimization.
• MSK_IPAR_CPU_TYPE
  Specifies the CPU type.
• MSK_IPAR_DATA_CHECK
  Enable data checking for debug purposes.
• MSK_IPAR_FEASREPAIR_OPTIMIZE
  Controls which type of feasibility analysis is to be performed.
• MSK_IPAR_INFEAS_GENERIC_NAMES
  Controls the contents of the infeasibility report.
• MSK_IPAR_INFEAS_PREFER_PRIMAL
  Controls which certificate is used if both primal- and dual- certificate of infeasibility is available.
• MSK_IPAR_INFEAS_REPORT_AUTO
  Turns the feasibility report on or off.
• MSK_IPAR_INFEAS_REPORT_LEVEL
  Controls the contents of the infeasibility report.
• MSK_IPAR_INTPNT_BASIS
  Controls whether basis identification is performed.
• MSK_IPAR_INTPNT_DIFF_STEP
  Controls whether different step sizes are allowed in the primal and dual space.
• MSK_IPAR_INTPNT_FACTOR_DEBUG_LVL
  Controls factorization debug level.
• MSK_IPAR_INTPNT_FACTOR_METHOD
  Controls the method used to factor the Newton equation system.
• MSK_IPAR_INTPNT_MAX_ITERATIONS
  Controls the maximum number of iterations allowed in the interior-point optimizer.
• MSK_IPAR_INTPNT_MAX_NUM_COR
  Maximum number of correction steps.
• MSK_IPAR_INTPNT_MAX_NUM_REFINEMENT_STEPS
  Maximum number of steps to be used by the iterative search direction refinement.
• MSK_IPAR_INTPNT_NUM_THREADS
  Controls the number of threads employed by the interior-point optimizer. If set to a positive number MOSEK will use this number of threads. If zero the number of threads used will equal the number of cores detected on the machine.
• MSK_IPAR_INTPNT_OFF_COL_TRH
  Controls the aggressiveness of the offending column detection.
• MSK_IPAR_INTPNT_ORDER_METHOD
  Controls the ordering strategy.
• MSK_IPAR_INTPNT_REGULARIZATION_USE
  Controls whether regularization is allowed.
• MSK_IPAR_INTPNT_SCALING
  Controls how the problem is scaled before the interior-point optimizer is used.
• MSK_IPAR_INTPNT_SOLVE_FORM
  Controls whether the primal or the dual problem is solved.
• MSK_IPAR_INTPNT_STARTING_POINT
  Starting point used by the interior-point optimizer.
• MSK_IPAR_LIC_TRH_EXPIRY_WRN
  Controls when expiry warnings are issued.
• MSK_IPAR_LICENSE_ALLOW_OVERUSE
  Controls if license overuse is allowed when caching licenses
• MSK_IPAR_LICENSE_CACHE_TIME
  Setting this parameter no longer has any effect.
• MSK_IPAR_LICENSE_CHECK_TIME
  Controls the license manager client behavior.
• MSK_IPAR_LICENSE_DEBUG
  Controls the license manager client debugging behavior.
• MSK_IPAR_LICENSE_PAUSE_TIME
  Controls license manager client behavior.
• MSK_IPAR_LICENSE_SUPPRESS_EXPIRE_WRNS
  Controls license manager client behavior.
• MSK_IPAR_LICENSE_WAIT
  Controls if MOSEK should queue for a license if none is available.
• MSK_IPAR_LOG
  Controls the amount of log information.
• MSK_IPAR_LOG_BI
  Controls the amount of output printed by the basis identification procedure. A higher level implies that more information is logged.
• MSK_IPAR_LOG_BI_FREQ
  Controls the logging frequency.

• MSK_IPAR_LOG_CHECK_CONVEXITY
  Controls logging in convexity check on quadratic problems. Set to a positive value to turn logging on.

  If a quadratic coefficient matrix is found to violate the requirement of PSD (NSD) then a list of negative (positive) pivot elements is printed. The absolute value of the pivot elements is also shown.

• MSK_IPAR_LOG_CONCURRENT
  Controls amount of output printed by the concurrent optimizer.
• MSK_IPAR_LOG_CUT_SECOND_OPT
  Controls the reduction in the log levels for the second and any subsequent optimizations.
• MSK_IPAR_LOG_FACTOR
  If turned on, then the factor log lines are added to the log.
• MSK_IPAR_LOG_FEASREPAIR
  Controls the amount of output printed when performing feasibility repair.
• MSK_IPAR_LOG_FILE
  If turned on, then some log info is printed when a file is written or read.
• MSK_IPAR_LOG_HEAD
  If turned on, then a header line is added to the log.
• MSK_IPAR_LOG_INFEAS_ANA
  Controls log level for the infeasibility analyzer.
• MSK_IPAR_LOG_INTPNT
  Controls the amount of log information from the interior-point optimizers.
• MSK_IPAR_LOG_MIO
  Controls the amount of log information from the mixed-integer optimizers.
• MSK_IPAR_LOG_MIO_FREQ
  The mixed-integer solver logging frequency.
• MSK_IPAR_LOG_NONCONVEX
  Controls amount of output printed by the nonconvex optimizer.
• MSK_IPAR_LOG_OPTIMIZER
  Controls the amount of general optimizer information that is logged.
• MSK_IPAR_LOG_ORDER
  If turned on, then factor lines are added to the log.
• MSK_IPAR_LOG_PARAM
  Controls the amount of information printed out about parameter changes.
• MSK_IPAR_LOG_PRESOLVE
  Controls amount of output printed by the presolve procedure. A higher level implies that more information is logged.
• MSK_IPAR_LOG_RESPONSE
  Controls amount of output printed when response codes are reported. A higher level implies that more information is logged.
• MSK_IPAR_LOG_SENSITIVITY
  Control logging in sensitivity analyzer.
• MSK_IPAR_LOG_SENSITIVITY_OPT
  Control logging in sensitivity analyzer.
• MSK_IPAR_LOG_SIM
  Controls the amount of log information from the simplex optimizers.
• MSK_IPAR_LOG_SIM_FREQ
  Controls simplex logging frequency.
• MSK_IPAR_LOG_SIM_MINOR
  Currently not in use.
• MSK_IPAR_LOG_SIM_NETWORK_FREQ
  Controls the network simplex logging frequency.
• MSK_IPAR_LOG_STORAGE
  Controls the memory related log information.
• MSK_IPAR_LP_WRITE_IGNORE_INCOMPATIBLE_ITEMS
  Controls the result of writing a problem containing incompatible items to an LP file.
• MSK_IPAR_MAX_NUM_WARNINGS
  Waning level. A higher value results in more warnings.
• MSK_IPAR_MIO_BRANCH_DIR
  Controls whether the mixed-integer optimizer is branching up or down by default.
• MSK_IPAR_MIO_BRANCH_PRIORITIES_USE
  Controls whether branching priorities are used by the mixed-integer optimizer.
• MSK_IPAR_MIO_CONSTRUCT_SOL
  Controls if an initial mixed integer solution should be constructed from the values of the integer variables.
• MSK_IPAR_MIO_CONT_SOL
  Controls the meaning of interior-point and basic solutions in mixed integer problems.
• MSK_IPAR_MIO_CUT_LEVEL_ROOT
  Controls the cut level employed by the mixed-integer optimizer at the root node.
• MSK_IPAR_MIO_CUT_LEVEL_TREE
  Controls the cut level employed by the mixed-integer optimizer in the tree.
• MSK_IPAR_MIO_FEASPUMP_LEVEL
  Controls the feasibility pump heuristic which is used to construct a good initial feasible solution.
• MSK_IPAR_MIO_HEURISTIC_LEVEL
  Controls the heuristic employed by the mixed-integer optimizer to locate an initial integer feasible solution.
• MSK_IPAR_MIO_HOTSTART
  Controls whether the integer optimizer is hot-started.
• MSK_IPAR_MIO_KEEP_BASIS
  Controls whether the integer presolve keeps bases in memory.
• MSK_IPAR_MIO_LOCAL_BRANCH_NUMBER
  Controls the size of the local search space when doing local branching.
• MSK_IPAR_MIO_MAX_NUM_BRANCHES
  Maximum number of branches allowed during the branch and bound search.
• MSK_IPAR_MIO_MAX_NUM_RELAXS
  Maximum number of relaxations in branch and bound search.
• MSK_IPAR_MIO_MAX_NUM_SOLUTIONS
  Controls how many feasible solutions the mixed-integer optimizer investigates.
• MSK_IPAR_MIO_MODE
  Turns on/off the mixed-integer mode.
• MSK_IPAR_MIO_NODE_OPTIMIZER
  Controls which optimizer is employed at the non-root nodes in the mixed-integer optimizer.
• MSK_IPAR_MIO_NODE_SELECTION
  Controls the node selection strategy employed by the mixed-integer optimizer.
• MSK_IPAR_MIO_OPTIMIZER_MODE
  An exprimental feature.
• MSK_IPAR_MIO_PRESOLVE_AGGREGATE
  Controls whether problem aggregation is performed in the mixed-integer presolve.
• MSK_IPAR_MIO_PRESOLVE_PROBING
  Controls whether probing is employed by the mixed-integer presolve.
• MSK_IPAR_MIO_PRESOLVE_USE
  Controls whether presolve is performed by the mixed-integer optimizer.
• MSK_IPAR_MIO_ROOT_OPTIMIZER
  Controls which optimizer is employed at the root node in the mixed-integer optimizer.
• MSK_IPAR_MIO_STRONG_BRANCH
  The depth from the root in which strong branching is employed.
• MSK_IPAR_NONCONVEX_MAX_ITERATIONS
  Maximum number of iterations that can be used by the nonconvex optimizer.
• MSK_IPAR_OBJECTIVE_SENSE
  If the objective sense for the task is undefined, then the value of this parameter is used as the default objective sense.
• MSK_IPAR_OPF_MAX_TERMS_PER_LINE
  The maximum number of terms (linear and quadratic) per line when an OPF file is written.
• MSK_IPAR_OPF_WRITE_HEADER
  Write a text header with date and MOSEK version in an OPF file.
• MSK_IPAR_OPF_WRITE_HINTS
  Write a hint section with problem dimensions in the beginning of an OPF file.
• MSK_IPAR_OPF_WRITE_PARAMETERS
  Write a parameter section in an OPF file.
• MSK_IPAR_OPF_WRITE_PROBLEM
  Write objective, constraints, bounds etc. to an OPF file.
• MSK_IPAR_OPF_WRITE_SOL_BAS
  Controls what is written to the OPF files.
• MSK_IPAR_OPF_WRITE_SOL_ITG
  Controls what is written to the OPF files.
• MSK_IPAR_OPF_WRITE_SOL_ITR
  Controls what is written to the OPF files.
• MSK_IPAR_OPF_WRITE_SOLUTIONS
  Enable inclusion of solutions in the OPF files.
• MSK_IPAR_OPTIMIZER
  Controls which optimizer is used to optimize the task.
• MSK_IPAR_PARAM_READ_CASE_NAME
  If turned on, then names in the parameter file are case sensitive.
• MSK_IPAR_PARAM_READ_IGN_ERROR
  If turned on, then errors in paramter settings is ignored.
• MSK_IPAR_PRESOLVE_ELIM_FILL
  Maximum amount of fill-in in the elimination phase.
• MSK_IPAR_PRESOLVE_ELIMINATOR_MAX_NUM_TRIES
  Control the maximum number of times the eliminator is tried.
• MSK_IPAR_PRESOLVE_ELIMINATOR_USE
  Controls whether free or implied free variables are eliminated from the problem.
• MSK_IPAR_PRESOLVE_LEVEL
  Currently not used.
• MSK_IPAR_PRESOLVE_LINDEP_USE
  Controls whether the linear constraints are checked for linear dependencies.
• MSK_IPAR_PRESOLVE_LINDEP_WORK_LIM
  Controls linear dependency check in presolve.
• MSK_IPAR_PRESOLVE_USE
  Controls whether the presolve is applied to a problem before it is optimized.
• MSK_IPAR_QO_SEPARABLE_REFORMULATION
  Determine if Quadratic programing problems should be reformulated to separable form.
• MSK_IPAR_READ_ADD_ANZ
  Controls how the constraint matrix is extended.
• MSK_IPAR_READ_ADD_CON
  Additional number of constraints that is made room for in the problem.
• MSK_IPAR_READ_ADD_CONE
  Additional number of conic constraints that is made room for in the problem.
• MSK_IPAR_READ_ADD_QNZ
  Controls how the quadratic matrixes are extended.
• MSK_IPAR_READ_ADD_VAR
  Additional number of variables that is made room for in the problem.
• MSK_IPAR_READ_ANZ
  Controls the expected number of constraint non-zeros.
• MSK_IPAR_READ_CON
  Controls the expected number of constraints.
• MSK_IPAR_READ_CONE
  Controls the expected number of conic constraints.
• MSK_IPAR_READ_DATA_COMPRESSED
  Controls the input file decompression.
• MSK_IPAR_READ_DATA_FORMAT
  Format of the data file to be read.
• MSK_IPAR_READ_KEEP_FREE_CON
  Controls whether the free constraints are included in the problem.
• MSK_IPAR_READ_LP_DROP_NEW_VARS_IN_BOU
  Controls how the LP files are interpreted.
• MSK_IPAR_READ_LP_QUOTED_NAMES
  If a name is in quotes when reading an LP file, the quotes will be removed.
• MSK_IPAR_READ_MPS_FORMAT
  Controls how strictly the MPS file reader interprets the MPS format.
• MSK_IPAR_READ_MPS_KEEP_INT
  Controls if integer constraints are read.
• MSK_IPAR_READ_MPS_OBJ_SENSE
  Controls the MPS format extensions.
• MSK_IPAR_READ_MPS_QUOTED_NAMES
  Controls the MPS format extensions.
• MSK_IPAR_READ_MPS_RELAX
  Controls the meaning of integer constraints.
• MSK_IPAR_READ_MPS_WIDTH
  Controls the maximal number of characters allowed in one line of the MPS file.
• MSK_IPAR_READ_Q_MODE
  Controls how the Q matrices are read from the MPS file.
• MSK_IPAR_READ_QNZ
  Controls the expected number of quadratic non-zeros.
• MSK_IPAR_READ_TASK_IGNORE_PARAM
  Controls what information is used from the task files.
• MSK_IPAR_READ_VAR
  Controls the expected number of variables.
• MSK_IPAR_SENSITIVITY_ALL
  Controls sensitivity report behavior.
• MSK_IPAR_SENSITIVITY_OPTIMIZER
  Controls which optimizer is used for optimal partition sensitivity analysis.
• MSK_IPAR_SENSITIVITY_TYPE
  Controls which type of sensitivity analysis is to be performed.
• MSK_IPAR_SIM_BASIS_FACTOR_USE
  Controls whether a (LU) factorization of the basis is used in a hot-start. Forcing a refactorization sometimes improves the stability of the simplex optimizers, but in most cases there is a performance penanlty.
• MSK_IPAR_SIM_DEGEN
  Controls how aggressively degeneration is handled.
• MSK_IPAR_SIM_DUAL_CRASH
  Controls whether crashing is performed in the dual simplex optimizer.
• MSK_IPAR_SIM_DUAL_PHASEONE_METHOD
  An exprimental feature.
• MSK_IPAR_SIM_DUAL_RESTRICT_SELECTION
  Controls how aggressively restricted selection is used.
• MSK_IPAR_SIM_DUAL_SELECTION
  Controls the dual simplex strategy.
• MSK_IPAR_SIM_EXPLOIT_DUPVEC
  Controls if the simplex optimizers are allowed to exploit duplicated columns.
• MSK_IPAR_SIM_HOTSTART
  Controls the type of hot-start that the simplex optimizer perform.
• MSK_IPAR_SIM_HOTSTART_LU
  Determines if the simplex optimizer should exploit the initial factorization.
• MSK_IPAR_SIM_INTEGER
  An exprimental feature.
• MSK_IPAR_SIM_MAX_ITERATIONS
  Maximum number of iterations that can be used by a simplex optimizer.
• MSK_IPAR_SIM_MAX_NUM_SETBACKS
  Controls how many set-backs that are allowed within a simplex optimizer.
• MSK_IPAR_SIM_NETWORK_DETECT
  Level of aggressiveness of network detection.
• MSK_IPAR_SIM_NETWORK_DETECT_HOTSTART
  Level of aggressiveness of network detection in a simplex hot-start.
• MSK_IPAR_SIM_NETWORK_DETECT_METHOD
  Controls which type of detection method the network extraction should use.
• MSK_IPAR_SIM_NON_SINGULAR
  Controls if the simplex optimizer ensures a non-singular basis, if possible.
• MSK_IPAR_SIM_PRIMAL_CRASH
  Controls the simplex crash.
• MSK_IPAR_SIM_PRIMAL_PHASEONE_METHOD
  An exprimental feature.
• MSK_IPAR_SIM_PRIMAL_RESTRICT_SELECTION
  Controls how aggressively restricted selection is used.
• MSK_IPAR_SIM_PRIMAL_SELECTION
  Controls the primal simplex strategy.
• MSK_IPAR_SIM_REFACTOR_FREQ
  Controls the basis refactoring frequency.
• MSK_IPAR_SIM_REFORMULATION
  Controls if the simplex optimizers are allowed to reformulate the problem.
• MSK_IPAR_SIM_SAVE_LU
  Controls if the LU factorization stored should be replaced with the LU factorization corresponding to the initial basis.
• MSK_IPAR_SIM_SCALING
  Controls how much effort is used in scaling the problem before a simplex optimizer is used.
• MSK_IPAR_SIM_SCALING_METHOD
  Controls how the problem is scaled before a simplex optimizer is used.
• MSK_IPAR_SIM_SOLVE_FORM
  Controls whether the primal or the dual problem is solved by the primal-/dual- simplex optimizer.
• MSK_IPAR_SIM_STABILITY_PRIORITY
  Controls how high priority the numerical stability should be given.
• MSK_IPAR_SIM_SWITCH_OPTIMIZER
  Controls the simplex behavior.
• MSK_IPAR_SOL_FILTER_KEEP_BASIC
  Controls the license manager client behavior.
• MSK_IPAR_SOL_FILTER_KEEP_RANGED
  Control the contents of the solution files.
• MSK_IPAR_SOL_QUOTED_NAMES
  Controls the solution file format.
• MSK_IPAR_SOL_READ_NAME_WIDTH
  Controls the input solution file format.
• MSK_IPAR_SOL_READ_WIDTH
  Controls the input solution file format.
• MSK_IPAR_SOLUTION_CALLBACK
  Indicates whether solution call-backs will be performed during the optimization.
• MSK_IPAR_TIMING_LEVEL
  Controls the a amount of timing performed inside MOSEK.
• MSK_IPAR_WARNING_LEVEL
  Warning level.
• MSK_IPAR_WRITE_BAS_CONSTRAINTS
  Controls the basic solution file format.
• MSK_IPAR_WRITE_BAS_HEAD
  Controls the basic solution file format.
• MSK_IPAR_WRITE_BAS_VARIABLES
  Controls the basic solution file format.
• MSK_IPAR_WRITE_DATA_COMPRESSED
  Controls output file compression.
• MSK_IPAR_WRITE_DATA_FORMAT
  Controls the output file format.
• MSK_IPAR_WRITE_DATA_PARAM
  Controls output file data.
• MSK_IPAR_WRITE_FREE_CON
  Controls the output file data.
• MSK_IPAR_WRITE_GENERIC_NAMES
  Controls the output file data.
• MSK_IPAR_WRITE_GENERIC_NAMES_IO
  Index origin used in generic names.
• MSK_IPAR_WRITE_INT_CONSTRAINTS
  Controls the integer solution file format.
• MSK_IPAR_WRITE_INT_HEAD
  Controls the integer solution file format.
• MSK_IPAR_WRITE_INT_VARIABLES
  Controls the integer solution file format.
• MSK_IPAR_WRITE_LP_LINE_WIDTH
  Controls the LP output file format.
• MSK_IPAR_WRITE_LP_QUOTED_NAMES
  Controls LP output file format.
• MSK_IPAR_WRITE_LP_STRICT_FORMAT
  Controls whether LP output files satisfy the LP format strictly.
• MSK_IPAR_WRITE_LP_TERMS_PER_LINE
  Controls the LP output file format.
• MSK_IPAR_WRITE_MPS_INT
  Controls the output file data.
• MSK_IPAR_WRITE_MPS_OBJ_SENSE
  Controls the output file data.
• MSK_IPAR_WRITE_MPS_QUOTED_NAMES
  Controls the output file data.
• MSK_IPAR_WRITE_MPS_STRICT
  Controls the output MPS file format.
• MSK_IPAR_WRITE_PRECISION
  Controls data precision employed in when writing an MPS file.
• MSK_IPAR_WRITE_SOL_CONSTRAINTS
  Controls the solution file format.
• MSK_IPAR_WRITE_SOL_HEAD
  Controls solution file format.
• MSK_IPAR_WRITE_SOL_VARIABLES
  Controls the solution file format.
• MSK_IPAR_WRITE_TASK_INC_SOL
  Controls whether the solutions are stored in the task file too.
• MSK_IPAR_WRITE_XML_MODE
  Controls if linear coefficients should be written by row or column when writing in the XML file format.

• alloc_add_qnz

  Corresponding constant:

  
  MSK_IPAR_ALLOC_ADD_QNZ

  Description:

  
  Additional number of Q non-zeros that are allocated space for when numanz exceeds maxnumqnz during addition of new Q entries.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  5000

• ana_sol_basis

  Corresponding constant:

  
  MSK_IPAR_ANA_SOL_BASIS

  Description:

  
  Controls whether the basis matrix is analyzed in solaution analyzer.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• ana_sol_print_violated

  Corresponding constant:

  
  MSK_IPAR_ANA_SOL_PRINT_VIOLATED

  Description:

  
  

  Controls whether a list of violated constraints is printed.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• auto_sort_a_before_opt

  Corresponding constant:

  
  MSK_IPAR_AUTO_SORT_A_BEFORE_OPT

  Description:

  
  Controls whether the elements in each column of A are sorted before an optimization is performed. This is not required but makes the optimization more deterministic.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• auto_update_sol_info

  Corresponding constant:

  
  MSK_IPAR_AUTO_UPDATE_SOL_INFO

  Description:

  
  Controls whether the solution information items are automatically updated after an optimization is performed.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• basis_solve_use_plus_one

  Corresponding constant:

  
  MSK_IPAR_BASIS_SOLVE_USE_PLUS_ONE

  Description:

  
  If a slack variable is in the basis, then the corresponding column in the basis is a unit vector with -1 in the right position. However, if this parameter is set to MSK_ON, -1 is replaced by 1.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• bi_clean_optimizer

  Corresponding constant:

  
  MSK_IPAR_BI_CLEAN_OPTIMIZER

  Description:

  
  Controls which simplex optimizer is used in the clean-up phase.

  Possible values:

  MSK_OPTIMIZER_INTPNT

  The interior-point optimizer is used.

  MSK_OPTIMIZER_CONCURRENT

  The optimizer for nonconvex nonlinear problems.

  MSK_OPTIMIZER_MIXED_INT

  The mixed-integer optimizer.

  MSK_OPTIMIZER_DUAL_SIMPLEX

  The dual simplex optimizer is used.

  MSK_OPTIMIZER_FREE

  The optimizer is chosen automatically.

  MSK_OPTIMIZER_PRIMAL_DUAL_SIMPLEX

  The primal dual simplex optimizer is used.

  MSK_OPTIMIZER_CONIC

  The optimizer for problems having conic constraints.

  MSK_OPTIMIZER_NONCONVEX

  The optimizer for nonconvex nonlinear problems.

  MSK_OPTIMIZER_QCONE

  For internal use only.

  MSK_OPTIMIZER_PRIMAL_SIMPLEX

  The primal simplex optimizer is used.

  MSK_OPTIMIZER_FREE_SIMPLEX

  One of the simplex optimizers is used.

  Default value:

  
  MSK_OPTIMIZER_FREE

• bi_ignore_max_iter

  Corresponding constant:

  
  MSK_IPAR_BI_IGNORE_MAX_ITER

  Description:

  
  If the parameter MSK_IPAR_INTPNT_BASIS has the value MSK_BI_NO_ERROR and the interior-point optimizer has terminated due to maximum number of iterations, then basis identification is performed if this parameter has the value MSK_ON.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• bi_ignore_num_error

  Corresponding constant:

  
  MSK_IPAR_BI_IGNORE_NUM_ERROR

  Description:

  
  If the parameter MSK_IPAR_INTPNT_BASIS has the value MSK_BI_NO_ERROR and the interior-point optimizer has terminated due to a numerical problem, then basis identification is performed if this parameter has the value MSK_ON.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• bi_max_iterations

  Corresponding constant:

  
  MSK_IPAR_BI_MAX_ITERATIONS

  Description:

  
  Controls the maximum number of simplex iterations allowed to optimize a basis after the basis identification.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1000000

• cache_license

  Corresponding constant:

  
  MSK_IPAR_CACHE_LICENSE

  Description:

  
  Specifies if the license is kept checked out for the lifetime of the mosek environment (on) or returned to the server immediately after the optimization (off).

  Check-in and check-out of licenses have an overhead. Frequent communication with the license server should be avoided.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• cache_size_l1

  Corresponding constant:

  
  MSK_IPAR_CACHE_SIZE_L1

  Description:

  
  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.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  -1

• cache_size_l2

  Corresponding constant:

  
  MSK_IPAR_CACHE_SIZE_L2

  Description:

  
  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.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  -1

• check_convexity

  Corresponding constant:

  
  MSK_IPAR_CHECK_CONVEXITY

  Description:

  
  Specify the level of convexity check on quadratic problems

  Possible values:

  MSK_CHECK_CONVEXITY_SIMPLE

  Perform simple and fast convexity check.

  MSK_CHECK_CONVEXITY_NONE

  No convexity check.

  MSK_CHECK_CONVEXITY_FULL

  Perform a full convexity check.

  Default value:

  
  MSK_CHECK_CONVEXITY_FULL

• check_task_data

  Corresponding constant:

  
  MSK_IPAR_CHECK_TASK_DATA

  Description:

  
  If this feature is turned on, then the task data is checked for bad values i.e. NaNs. before an optimization is performed.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• concurrent_num_optimizers

  Corresponding constant:

  
  MSK_IPAR_CONCURRENT_NUM_OPTIMIZERS

  Description:

  
  The maximum number of simultaneous optimizations that will be started by the concurrent optimizer.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  2

• concurrent_priority_dual_simplex

  Corresponding constant:

  
  MSK_IPAR_CONCURRENT_PRIORITY_DUAL_SIMPLEX

  Description:

  
  Priority of the dual simplex algorithm when selecting solvers for concurrent optimization.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  2

• concurrent_priority_free_simplex

  Corresponding constant:

  
  MSK_IPAR_CONCURRENT_PRIORITY_FREE_SIMPLEX

  Description:

  
  Priority of the free simplex optimizer when selecting solvers for concurrent optimization.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  3

• concurrent_priority_intpnt

  Corresponding constant:

  
  MSK_IPAR_CONCURRENT_PRIORITY_INTPNT

  Description:

  
  Priority of the interior-point algorithm when selecting solvers for concurrent optimization.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  4

• concurrent_priority_primal_simplex

  Corresponding constant:

  
  MSK_IPAR_CONCURRENT_PRIORITY_PRIMAL_SIMPLEX

  Description:

  
  Priority of the primal simplex algorithm when selecting solvers for concurrent optimization.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

• cpu_type

  Corresponding constant:

  
  MSK_IPAR_CPU_TYPE

  Description:

  
  Specifies the CPU type. By default MOSEK tries to auto detect the CPU type. Therefore, we recommend to change this parameter only if the auto detection does not work properly.

  Possible values:

  MSK_CPU_POWERPC_G5

  A G5 PowerPC CPU.

  MSK_CPU_INTEL_PM

  An Intel PM cpu.

  MSK_CPU_GENERIC

  An generic CPU type for the platform

  MSK_CPU_UNKNOWN

  An unknown CPU.

  MSK_CPU_AMD_OPTERON

  An AMD Opteron (64 bit).

  MSK_CPU_INTEL_ITANIUM2

  An Intel Itanium2.

  MSK_CPU_AMD_ATHLON

  An AMD Athlon.

  MSK_CPU_HP_PARISC20

  An HP PA RISC version 2.0 CPU.

  MSK_CPU_INTEL_P4

  An Intel Pentium P4 or Intel Xeon.

  MSK_CPU_INTEL_P3

  An Intel Pentium P3.

  MSK_CPU_INTEL_CORE2

  An Intel CORE2 cpu.

  Default value:

  
  MSK_CPU_UNKNOWN

• data_check

  Corresponding constant:

  
  MSK_IPAR_DATA_CHECK

  Description:

  
  If this option is turned on, then extensive data checking is enabled. It will slow down MOSEK but on the other hand help locating bugs.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• feasrepair_optimize

  Corresponding constant:

  
  MSK_IPAR_FEASREPAIR_OPTIMIZE

  Description:

  
  Controls which type of feasibility analysis is to be performed.

  Possible values:

  MSK_FEASREPAIR_OPTIMIZE_NONE

  Do not optimize the feasibility repair problem.

  MSK_FEASREPAIR_OPTIMIZE_COMBINED

  Minimize with original objective subject to minimal weighted violation of bounds.

  MSK_FEASREPAIR_OPTIMIZE_PENALTY

  Minimize weighted sum of violations.

  Default value:

  
  MSK_FEASREPAIR_OPTIMIZE_NONE

• infeas_generic_names

  Corresponding constant:

  
  MSK_IPAR_INFEAS_GENERIC_NAMES

  Description:

  
  Controls whether generic names are used when an infeasible subproblem is created.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• infeas_prefer_primal

  Corresponding constant:

  
  MSK_IPAR_INFEAS_PREFER_PRIMAL

  Description:

  
  If both certificates of primal and dual infeasibility are supplied then only the primal is used when this option is turned on.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• infeas_report_auto

  Corresponding constant:

  
  MSK_IPAR_INFEAS_REPORT_AUTO

  Description:

  
  Controls whether an infeasibility report is automatically produced after the optimization if the problem is primal or dual infeasible.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• infeas_report_level

  Corresponding constant:

  
  MSK_IPAR_INFEAS_REPORT_LEVEL

  Description:

  
  Controls the amount of information presented in an infeasibility report. Higher values imply more information.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

• intpnt_basis

  Corresponding constant:

  
  MSK_IPAR_INTPNT_BASIS

  Description:

  
  Controls whether the interior-point optimizer also computes an optimal basis.

  Possible values:

  MSK_BI_ALWAYS

  Basis identification is always performed even if the interior-point optimizer terminates abnormally.

  MSK_BI_NO_ERROR

  Basis identification is performed if the interior-point optimizer terminates without an error.

  MSK_BI_NEVER

  Never do basis identification.

  MSK_BI_IF_FEASIBLE

  Basis identification is not performed if the interior-point optimizer terminates with a problem status saying that the problem is primal or dual infeasible.

  MSK_BI_OTHER

  Try another BI method.

  Default value:

  
  MSK_BI_ALWAYS

  See also:

   

  MSK_IPAR_BI_IGNORE_MAX_ITER

  Turns on basis identification in case the interior-point optimizer is terminated due to maximum number of iterations.

  MSK_IPAR_BI_IGNORE_NUM_ERROR

  Turns on basis identification in case the interior-point optimizer is terminated due to a numerical problem.

• intpnt_diff_step

  Corresponding constant:

  
  MSK_IPAR_INTPNT_DIFF_STEP

  Description:

  
  Controls whether different step sizes are allowed in the primal and dual space.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• intpnt_factor_debug_lvl

  Corresponding constant:

  
  MSK_IPAR_INTPNT_FACTOR_DEBUG_LVL

  Description:

  
  Controls factorization debug level.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  0

• intpnt_factor_method

  Corresponding constant:

  
  MSK_IPAR_INTPNT_FACTOR_METHOD

  Description:

  
  Controls the method used to factor the Newton equation system.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  0

• intpnt_max_iterations

  Corresponding constant:

  
  MSK_IPAR_INTPNT_MAX_ITERATIONS

  Description:

  
  Controls the maximum number of iterations allowed in the interior-point optimizer.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  400

• intpnt_max_num_cor

  Corresponding constant:

  
  MSK_IPAR_INTPNT_MAX_NUM_COR

  Description:

  
  Controls the maximum number of correctors allowed by the multiple corrector procedure. A negative value means that MOSEK is making the choice.

  Possible Values:

  
  Any number between -1 and +inf.

  Default value:

  
  -1

• intpnt_max_num_refinement_steps

  Corresponding constant:

  
  MSK_IPAR_INTPNT_MAX_NUM_REFINEMENT_STEPS

  Description:

  
  Maximum number of steps to be used by the iterative refinement of the search direction. A negative value implies that the optimizer Chooses the maximum number of iterative refinement steps.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  -1

• intpnt_num_threads

  Corresponding constant:

  
  MSK_IPAR_INTPNT_NUM_THREADS

  Description:

  
  Controls the number of threads employed by the interior-point optimizer. If set to a positive number MOSEK will use this number of threads. If zero the number of threads used will equal the number of cores detected on the machine.

  Possible Values:

  
  Any integer greater or equal to 0.

  Default value:

  
  1

• intpnt_off_col_trh

  Corresponding constant:

  
  MSK_IPAR_INTPNT_OFF_COL_TRH

  Description:

  
  Controls how many offending columns are detected in the Jacobian of the constraint matrix.

  1 means aggressive detection, higher values mean less aggressive detection.

  0 means no detection.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  40

• intpnt_order_method

  Corresponding constant:

  
  MSK_IPAR_INTPNT_ORDER_METHOD

  Description:

  
  Controls the ordering strategy used by the interior-point optimizer when factorizing the Newton equation system.

  Possible values:

  MSK_ORDER_METHOD_NONE

  No ordering is used.

  MSK_ORDER_METHOD_APPMINLOC2

  A variant of the approximate minimum local-fill-in ordering is used.

  MSK_ORDER_METHOD_APPMINLOC1

  Approximate minimum local-fill-in ordering is used.

  MSK_ORDER_METHOD_GRAPHPAR2

  An alternative graph partitioning based ordering.

  MSK_ORDER_METHOD_FREE

  The ordering method is chosen automatically.

  MSK_ORDER_METHOD_GRAPHPAR1

  Graph partitioning based ordering.

  Default value:

  
  MSK_ORDER_METHOD_FREE

• intpnt_regularization_use

  Corresponding constant:

  
  MSK_IPAR_INTPNT_REGULARIZATION_USE

  Description:

  
  Controls whether regularization is allowed.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• intpnt_scaling

  Corresponding constant:

  
  MSK_IPAR_INTPNT_SCALING

  Description:

  
  Controls how the problem is scaled before the interior-point optimizer is used.

  Possible values:

  MSK_SCALING_NONE

  No scaling is performed.

  MSK_SCALING_MODERATE

  A conservative scaling is performed.

  MSK_SCALING_AGGRESSIVE

  A very aggressive scaling is performed.

  MSK_SCALING_FREE

  The optimizer chooses the scaling heuristic.

  Default value:

  
  MSK_SCALING_FREE

• intpnt_solve_form

  Corresponding constant:

  
  MSK_IPAR_INTPNT_SOLVE_FORM

  Description:

  
  Controls whether the primal or the dual problem is solved.

  Possible values:

  MSK_SOLVE_PRIMAL

  The optimizer should solve the primal problem.

  MSK_SOLVE_DUAL

  The optimizer should solve the dual problem.

  MSK_SOLVE_FREE

  The optimizer is free to solve either the primal or the dual problem.

  Default value:

  
  MSK_SOLVE_FREE

• intpnt_starting_point

  Corresponding constant:

  
  MSK_IPAR_INTPNT_STARTING_POINT

  Description:

  
  Starting point used by the interior-point optimizer.

  Possible values:

  MSK_STARTING_POINT_GUESS

  The optimizer guesses a starting point.

  MSK_STARTING_POINT_SATISFY_BOUNDS

  The starting point is choosen to satisfy all the simple bounds on nonlinear variables. If this starting point is employed, then more care than usual should employed when choosing the bounds on the nonlinear variables. In particular very tight bounds should be avoided.

  MSK_STARTING_POINT_CONSTANT

  The optimizer constructs a starting point by assigning a constant value to all primal and dual variables. This starting point is normally robust.

  MSK_STARTING_POINT_FREE

  The starting point is chosen automatically.

  Default value:

  
  MSK_STARTING_POINT_FREE

• lic_trh_expiry_wrn

  Corresponding constant:

  
  MSK_IPAR_LIC_TRH_EXPIRY_WRN

  Description:

  
  If a license feature expires in a numbers days less than the value of this parameter then a warning will be issued.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  7

• license_allow_overuse

  Corresponding constant:

  
  MSK_IPAR_LICENSE_ALLOW_OVERUSE

  Description:

  
  Controls if license overuse is allowed when caching licenses

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• license_cache_time

  Corresponding constant:

  
  MSK_IPAR_LICENSE_CACHE_TIME

  Description:

  
  Setting this parameter no longer has any effect. Please see MSK_IPAR_CACHE_LICENSE for an alternative.

  Possible Values:

  
  Any number between 0 and 65555.

  Default value:

  
  5

• license_check_time

  Corresponding constant:

  
  MSK_IPAR_LICENSE_CHECK_TIME

  Description:

  
  The parameter specifies the number of seconds between the checks of all the active licenses in the MOSEK environment license cache. These checks are performed to determine if the licenses should be returned to the server.

  Possible Values:

  
  Any number between 1 and 120.

  Default value:

  
  1

• license_debug

  Corresponding constant:

  
  MSK_IPAR_LICENSE_DEBUG

  Description:

  
  This option is used to turn on debugging of the incense manager.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• license_pause_time

  Corresponding constant:

  
  MSK_IPAR_LICENSE_PAUSE_TIME

  Description:

  
  If MSK_IPAR_LICENSE_WAIT=MSK_ON and no license is available, then MOSEK sleeps a number of milliseconds between each check of whether a license has become free.

  Possible Values:

  
  Any number between 0 and 1000000.

  Default value:

  
  100

• license_suppress_expire_wrns

  Corresponding constant:

  
  MSK_IPAR_LICENSE_SUPPRESS_EXPIRE_WRNS

  Description:

  
  Controls whether license features expire warnings are suppressed.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• license_wait

  Corresponding constant:

  
  MSK_IPAR_LICENSE_WAIT

  Description:

  
  If all licenses are in use MOSEK returns with an error code. However, by turning on this parameter MOSEK will wait for an available license.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• log

  Corresponding constant:

  
  MSK_IPAR_LOG

  Description:

  
  Controls the amount of log information. The value 0 implies that all log information is suppressed. A higher level implies that more information is logged.

  Please note that if a task is employed to solve a sequence of optimization problems the value of this parameter is reduced by the value of MSK_IPAR_LOG_CUT_SECOND_OPT for the second and any subsequent optimizations.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  10

  See also:

   

  MSK_IPAR_LOG_CUT_SECOND_OPT

  Controls the reduction in the log levels for the second and any subsequent optimizations.

• log_bi

  Corresponding constant:

  
  MSK_IPAR_LOG_BI

  Description:

  
  Controls the amount of output printed by the basis identification procedure. A higher level implies that more information is logged.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  4

• log_bi_freq

  Corresponding constant:

  
  MSK_IPAR_LOG_BI_FREQ

  Description:

  
  Controls how frequent the optimizer outputs information about the basis identification and how frequent the user-defined call-back function is called.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  2500

• log_check_convexity

  Corresponding constant:

  
  MSK_IPAR_LOG_CHECK_CONVEXITY

  Description:

  
  Controls logging in convexity check on quadratic problems. Set to a positive value to turn logging on.

  If a quadratic coefficient matrix is found to violate the requirement of PSD (NSD) then a list of negative (positive) pivot elements is printed. The absolute value of the pivot elements is also shown.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  0

• log_concurrent

  Corresponding constant:

  
  MSK_IPAR_LOG_CONCURRENT

  Description:

  
  Controls amount of output printed by the concurrent optimizer.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

• log_cut_second_opt

  Corresponding constant:

  
  MSK_IPAR_LOG_CUT_SECOND_OPT

  Description:

  
  If a task is employed to solve a sequence of optimization problems, then the value of the log levels is reduced by the value of this parameter. E.g MSK_IPAR_LOG and MSK_IPAR_LOG_SIM are reduced by the value of this parameter for the second and any subsequent optimizations.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

  See also:

   

  MSK_IPAR_LOG

  Controls the amount of log information.

  MSK_IPAR_LOG_INTPNT

  Controls the amount of log information from the interior-point optimizers.

  MSK_IPAR_LOG_MIO

  Controls the amount of log information from the mixed-integer optimizers.

  MSK_IPAR_LOG_SIM

  Controls the amount of log information from the simplex optimizers.

• log_factor

  Corresponding constant:

  
  MSK_IPAR_LOG_FACTOR

  Description:

  
  If turned on, then the factor log lines are added to the log.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

• log_feasrepair

  Corresponding constant:

  
  MSK_IPAR_LOG_FEASREPAIR

  Description:

  
  Controls the amount of output printed when performing feasibility repair.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  0

• log_file

  Corresponding constant:

  
  MSK_IPAR_LOG_FILE

  Description:

  
  If turned on, then some log info is printed when a file is written or read.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

• log_head

  Corresponding constant:

  
  MSK_IPAR_LOG_HEAD

  Description:

  
  If turned on, then a header line is added to the log.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

• log_infeas_ana

  Corresponding constant:

  
  MSK_IPAR_LOG_INFEAS_ANA

  Description:

  
  Controls amount of output printed by the infeasibility analyzer procedures. A higher level implies that more information is logged.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

• log_intpnt

  Corresponding constant:

  
  MSK_IPAR_LOG_INTPNT

  Description:

  
  Controls amount of output printed printed by the interior-point optimizer. A higher level implies that more information is logged.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  4

• log_mio

  Corresponding constant:

  
  MSK_IPAR_LOG_MIO

  Description:

  
  Controls the log level for the mixed-integer optimizer. A higher level implies that more information is logged.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  4

• log_mio_freq

  Corresponding constant:

  
  MSK_IPAR_LOG_MIO_FREQ

  Description:

  
  Controls how frequent the mixed-integer optimizer prints the log line. It will print line every time MSK_IPAR_LOG_MIO_FREQ relaxations have been solved.

  Possible Values:

  
  A integer value.

  Default value:

  
  1000

• log_nonconvex

  Corresponding constant:

  
  MSK_IPAR_LOG_NONCONVEX

  Description:

  
  Controls amount of output printed by the nonconvex optimizer.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

• log_optimizer

  Corresponding constant:

  
  MSK_IPAR_LOG_OPTIMIZER

  Description:

  
  Controls the amount of general optimizer information that is logged.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

• log_order

  Corresponding constant:

  
  MSK_IPAR_LOG_ORDER

  Description:

  
  If turned on, then factor lines are added to the log.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

• log_param

  Corresponding constant:

  
  MSK_IPAR_LOG_PARAM

  Description:

  
  Controls the amount of information printed out about parameter changes.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  0

• log_presolve

  Corresponding constant:

  
  MSK_IPAR_LOG_PRESOLVE

  Description:

  
  Controls amount of output printed by the presolve procedure. A higher level implies that more information is logged.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

• log_response

  Corresponding constant:

  
  MSK_IPAR_LOG_RESPONSE

  Description:

  
  Controls amount of output printed when response codes are reported. A higher level implies that more information is logged.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  0

• log_sensitivity

  Corresponding constant:

  
  MSK_IPAR_LOG_SENSITIVITY

  Description:

  
  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.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

• log_sensitivity_opt

  Corresponding constant:

  
  MSK_IPAR_LOG_SENSITIVITY_OPT

  Description:

  
  Controls the amount of logging from the optimizers employed during the sensitivity analysis. 0 means no logging information is produced.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  0

• log_sim

  Corresponding constant:

  
  MSK_IPAR_LOG_SIM

  Description:

  
  Controls amount of output printed by the simplex optimizer. A higher level implies that more information is logged.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  4

• log_sim_freq

  Corresponding constant:

  
  MSK_IPAR_LOG_SIM_FREQ

  Description:

  
  Controls how frequent the simplex optimizer outputs information about the optimization and how frequent the user-defined call-back function is called.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  500

• log_sim_minor

  Corresponding constant:

  
  MSK_IPAR_LOG_SIM_MINOR

  Description:

  
  Currently not in use.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

• log_sim_network_freq

  Corresponding constant:

  
  MSK_IPAR_LOG_SIM_NETWORK_FREQ

  Description:

  
  Controls how frequent the network simplex optimizer outputs information about the optimization and how frequent the user-defined call-back function is called. The network optimizer will use a logging frequency equal to MSK_IPAR_LOG_SIM_FREQ times MSK_IPAR_LOG_SIM_NETWORK_FREQ.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  50

• log_storage

  Corresponding constant:

  
  MSK_IPAR_LOG_STORAGE

  Description:

  
  When turned on, MOSEK prints messages regarding the storage usage and allocation.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  0

• lp_write_ignore_incompatible_items

  Corresponding constant:

  
  MSK_IPAR_LP_WRITE_IGNORE_INCOMPATIBLE_ITEMS

  Description:

  
  Controls the result of writing a problem containing incompatible items to an LP file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• max_num_warnings

  Corresponding constant:

  
  MSK_IPAR_MAX_NUM_WARNINGS

  Description:

  
  Waning level. A higher value results in more warnings.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  10

• mio_branch_dir

  Corresponding constant:

  
  MSK_IPAR_MIO_BRANCH_DIR

  Description:

  
  Controls whether the mixed-integer optimizer is branching up or down by default.

  Possible values:

  MSK_BRANCH_DIR_DOWN

  The mixed-integer optimizer always chooses the down branch first.

  MSK_BRANCH_DIR_UP

  The mixed-integer optimizer always chooses the up branch first.

  MSK_BRANCH_DIR_FREE

  The mixed-integer optimizer decides which branch to choose.

  Default value:

  
  MSK_BRANCH_DIR_FREE

• mio_branch_priorities_use

  Corresponding constant:

  
  MSK_IPAR_MIO_BRANCH_PRIORITIES_USE

  Description:

  
  Controls whether branching priorities are used by the mixed-integer optimizer.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• mio_construct_sol

  Corresponding constant:

  
  MSK_IPAR_MIO_CONSTRUCT_SOL

  Description:

  
  If set to MSK_ON and all integer variables have been given a value for which a feasible mixed integer solution exists, then MOSEK generates an initial solution to the mixed integer problem by fixing all integer values and solving the remaining problem.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• mio_cont_sol

  Corresponding constant:

  
  MSK_IPAR_MIO_CONT_SOL

  Description:

  
  Controls the meaning of the interior-point and basic solutions in mixed integer problems.

  Possible values:

  MSK_MIO_CONT_SOL_ITG

  The reported interior-point and basic solutions are a solution to the problem with all integer variables fixed at the value they have in the integer solution. A solution is only reported in case the problem has a primal feasible solution.

  MSK_MIO_CONT_SOL_NONE

  No interior-point or basic solution are reported when the mixed-integer optimizer is used.

  MSK_MIO_CONT_SOL_ROOT

  The reported interior-point and basic solutions are a solution to the root node problem when mixed-integer optimizer is used.

  MSK_MIO_CONT_SOL_ITG_REL

  In case the problem is primal feasible then the reported interior-point and basic solutions are a solution to the problem with all integer variables fixed at the value they have in the integer solution. If the problem is primal infeasible, then the solution to the root node problem is reported.

  Default value:

  
  MSK_MIO_CONT_SOL_NONE

• mio_cut_level_root

  Corresponding constant:

  
  MSK_IPAR_MIO_CUT_LEVEL_ROOT

  Description:

  
  Controls the cut level employed by the mixed-integer optimizer at the root node. 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

  Possible Values:

  
  Any value.

  Default value:

  
  -1

• mio_cut_level_tree

  Corresponding constant:

  
  MSK_IPAR_MIO_CUT_LEVEL_TREE

  Description:

  
  Controls the cut level employed by the mixed-integer optimizer at the tree. See MSK_IPAR_MIO_CUT_LEVEL_ROOT for an explanation of the parameter values.

  Possible Values:

  
  Any value.

  Default value:

  
  -1

• mio_feaspump_level

  Corresponding constant:

  
  MSK_IPAR_MIO_FEASPUMP_LEVEL

  Description:

  
  Feasibility pump is a heuristic designed to compute an initial feasible solution. A value of 0 implies that the feasibility pump heuristic is not used. A value of -1 implies that the mixed-integer optimizer decides how the feasibility pump heuristic is used. A larger value than 1 implies that the feasibility pump is employed more aggressively. Normally a value beyond 3 is not worthwhile.

  Possible Values:

  
  Any number between -inf and 3.

  Default value:

  
  -1

• mio_heuristic_level

  Corresponding constant:

  
  MSK_IPAR_MIO_HEURISTIC_LEVEL

  Description:

  
  Controls the heuristic employed by the mixed-integer optimizer to locate an initial good integer feasible solution. A value of zero means the heuristic is not used at all. A larger value than 0 means that a gradually more sophisticated heuristic is used which is computationally more expensive. A negative value implies that the optimizer chooses the heuristic. Normally a value around 3 to 5 should be optimal.

  Possible Values:

  
  Any value.

  Default value:

  
  -1

• mio_hotstart

  Corresponding constant:

  
  MSK_IPAR_MIO_HOTSTART

  Description:

  
  Controls whether the integer optimizer is hot-started.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• mio_keep_basis

  Corresponding constant:

  
  MSK_IPAR_MIO_KEEP_BASIS

  Description:

  
  Controls whether the integer presolve keeps bases in memory. This speeds on the solution process at cost of bigger memory consumption.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• mio_local_branch_number

  Corresponding constant:

  
  MSK_IPAR_MIO_LOCAL_BRANCH_NUMBER

  Description:

  
  Controls the size of the local search space when doing local branching.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  -1

• mio_max_num_branches

  Corresponding constant:

  
  MSK_IPAR_MIO_MAX_NUM_BRANCHES

  Description:

  
  Maximum number of branches allowed during the branch and bound search. A negative value means infinite.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  -1

  See also:

   

  MSK_DPAR_MIO_DISABLE_TERM_TIME

  Certain termination criteria is disabled within the mixed-integer optimizer for period time specified by the parameter.

• mio_max_num_relaxs

  Corresponding constant:

  
  MSK_IPAR_MIO_MAX_NUM_RELAXS

  Description:

  
  Maximum number of relaxations allowed during the branch and bound search. A negative value means infinite.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  -1

  See also:

   

  MSK_DPAR_MIO_DISABLE_TERM_TIME

  Certain termination criteria is disabled within the mixed-integer optimizer for period time specified by the parameter.

• mio_max_num_solutions

  Corresponding constant:

  
  MSK_IPAR_MIO_MAX_NUM_SOLUTIONS

  Description:

  
  The mixed-integer optimizer can be terminated after a certain number of different feasible solutions has been located. If this parameter has the value n and n is strictly positive, then the mixed-integer optimizer will be terminated when n feasible solutions have been located.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  -1

  See also:

   

  MSK_DPAR_MIO_DISABLE_TERM_TIME

  Certain termination criteria is disabled within the mixed-integer optimizer for period time specified by the parameter.

• mio_mode

  Corresponding constant:

  
  MSK_IPAR_MIO_MODE

  Description:

  
  Controls whether the optimizer includes the integer restrictions when solving a (mixed) integer optimization problem.

  Possible values:

  MSK_MIO_MODE_IGNORED

  The integer constraints are ignored and the problem is solved as a continuous problem.

  MSK_MIO_MODE_LAZY

  Integer restrictions should be satisfied if an optimizer is available for the problem.

  MSK_MIO_MODE_SATISFIED

  Integer restrictions should be satisfied.

  Default value:

  
  MSK_MIO_MODE_SATISFIED

• mio_node_optimizer

  Corresponding constant:

  
  MSK_IPAR_MIO_NODE_OPTIMIZER

  Description:

  
  Controls which optimizer is employed at the non-root nodes in the mixed-integer optimizer.

  Possible values:

  MSK_OPTIMIZER_INTPNT

  The interior-point optimizer is used.

  MSK_OPTIMIZER_CONCURRENT

  The optimizer for nonconvex nonlinear problems.

  MSK_OPTIMIZER_MIXED_INT

  The mixed-integer optimizer.

  MSK_OPTIMIZER_DUAL_SIMPLEX

  The dual simplex optimizer is used.

  MSK_OPTIMIZER_FREE

  The optimizer is chosen automatically.

  MSK_OPTIMIZER_PRIMAL_DUAL_SIMPLEX

  The primal dual simplex optimizer is used.

  MSK_OPTIMIZER_CONIC

  The optimizer for problems having conic constraints.

  MSK_OPTIMIZER_NONCONVEX

  The optimizer for nonconvex nonlinear problems.

  MSK_OPTIMIZER_QCONE

  For internal use only.

  MSK_OPTIMIZER_PRIMAL_SIMPLEX

  The primal simplex optimizer is used.

  MSK_OPTIMIZER_FREE_SIMPLEX

  One of the simplex optimizers is used.

  Default value:

  
  MSK_OPTIMIZER_FREE

• mio_node_selection

  Corresponding constant:

  
  MSK_IPAR_MIO_NODE_SELECTION

  Description:

  
  Controls the node selection strategy employed by the mixed-integer optimizer.

  Possible values:

  MSK_MIO_NODE_SELECTION_PSEUDO

  The optimizer employs selects the node based on a pseudo cost estimate.

  MSK_MIO_NODE_SELECTION_HYBRID

  The optimizer employs a hybrid strategy.

  MSK_MIO_NODE_SELECTION_FREE

  The optimizer decides the node selection strategy.

  MSK_MIO_NODE_SELECTION_WORST

  The optimizer employs a worst bound node selection strategy.

  MSK_MIO_NODE_SELECTION_BEST

  The optimizer employs a best bound node selection strategy.

  MSK_MIO_NODE_SELECTION_FIRST

  The optimizer employs a depth first node selection strategy.

  Default value:

  
  MSK_MIO_NODE_SELECTION_FREE

• mio_optimizer_mode

  Corresponding constant:

  
  MSK_IPAR_MIO_OPTIMIZER_MODE

  Description:

  
  An exprimental feature.

  Possible Values:

  
  Any number between 0 and 1.

  Default value:

  
  0

• mio_presolve_aggregate

  Corresponding constant:

  
  MSK_IPAR_MIO_PRESOLVE_AGGREGATE

  Description:

  
  Controls whether the presolve used by the mixed-integer optimizer tries to aggregate the constraints.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• mio_presolve_probing

  Corresponding constant:

  
  MSK_IPAR_MIO_PRESOLVE_PROBING

  Description:

  
  Controls whether the mixed-integer presolve performs probing. Probing can be very time consuming.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• mio_presolve_use

  Corresponding constant:

  
  MSK_IPAR_MIO_PRESOLVE_USE

  Description:

  
  Controls whether presolve is performed by the mixed-integer optimizer.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• mio_root_optimizer

  Corresponding constant:

  
  MSK_IPAR_MIO_ROOT_OPTIMIZER

  Description:

  
  Controls which optimizer is employed at the root node in the mixed-integer optimizer.

  Possible values:

  MSK_OPTIMIZER_INTPNT

  The interior-point optimizer is used.

  MSK_OPTIMIZER_CONCURRENT

  The optimizer for nonconvex nonlinear problems.

  MSK_OPTIMIZER_MIXED_INT

  The mixed-integer optimizer.

  MSK_OPTIMIZER_DUAL_SIMPLEX

  The dual simplex optimizer is used.

  MSK_OPTIMIZER_FREE

  The optimizer is chosen automatically.

  MSK_OPTIMIZER_PRIMAL_DUAL_SIMPLEX

  The primal dual simplex optimizer is used.

  MSK_OPTIMIZER_CONIC

  The optimizer for problems having conic constraints.

  MSK_OPTIMIZER_NONCONVEX

  The optimizer for nonconvex nonlinear problems.

  MSK_OPTIMIZER_QCONE

  For internal use only.

  MSK_OPTIMIZER_PRIMAL_SIMPLEX

  The primal simplex optimizer is used.

  MSK_OPTIMIZER_FREE_SIMPLEX

  One of the simplex optimizers is used.

  Default value:

  
  MSK_OPTIMIZER_FREE

• mio_strong_branch

  Corresponding constant:

  
  MSK_IPAR_MIO_STRONG_BRANCH

  Description:

  
  The value specifies the depth from the root in which strong branching is used. A negative value means that the optimizer chooses a default value automatically.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  -1

• nonconvex_max_iterations

  Corresponding constant:

  
  MSK_IPAR_NONCONVEX_MAX_ITERATIONS

  Description:

  
  Maximum number of iterations that can be used by the nonconvex optimizer.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  100000

• objective_sense

  Corresponding constant:

  
  MSK_IPAR_OBJECTIVE_SENSE

  Description:

  
  If the objective sense for the task is undefined, then the value of this parameter is used as the default objective sense.

  Possible values:

  MSK_OBJECTIVE_SENSE_MINIMIZE

  The problem should be minimized.

  MSK_OBJECTIVE_SENSE_UNDEFINED

  The objective sense is undefined.

  MSK_OBJECTIVE_SENSE_MAXIMIZE

  The problem should be maximized.

  Default value:

  
  MSK_OBJECTIVE_SENSE_MINIMIZE

• opf_max_terms_per_line

  Corresponding constant:

  
  MSK_IPAR_OPF_MAX_TERMS_PER_LINE

  Description:

  
  The maximum number of terms (linear and quadratic) per line when an OPF file is written.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  5

• opf_write_header

  Corresponding constant:

  
  MSK_IPAR_OPF_WRITE_HEADER

  Description:

  
  Write a text header with date and MOSEK version in an OPF file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• opf_write_hints

  Corresponding constant:

  
  MSK_IPAR_OPF_WRITE_HINTS

  Description:

  
  Write a hint section with problem dimensions in the beginning of an OPF file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• opf_write_parameters

  Corresponding constant:

  
  MSK_IPAR_OPF_WRITE_PARAMETERS

  Description:

  
  Write a parameter section in an OPF file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• opf_write_problem

  Corresponding constant:

  
  MSK_IPAR_OPF_WRITE_PROBLEM

  Description:

  
  Write objective, constraints, bounds etc. to an OPF file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• opf_write_sol_bas

  Corresponding constant:

  
  MSK_IPAR_OPF_WRITE_SOL_BAS

  Description:

  
  If MSK_IPAR_OPF_WRITE_SOLUTIONS is MSK_ON and a basic solution is defined, include the basic solution in OPF files.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• opf_write_sol_itg

  Corresponding constant:

  
  MSK_IPAR_OPF_WRITE_SOL_ITG

  Description:

  
  If MSK_IPAR_OPF_WRITE_SOLUTIONS is MSK_ON and an integer solution is defined, write the integer solution in OPF files.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• opf_write_sol_itr

  Corresponding constant:

  
  MSK_IPAR_OPF_WRITE_SOL_ITR

  Description:

  
  If MSK_IPAR_OPF_WRITE_SOLUTIONS is MSK_ON and an interior solution is defined, write the interior solution in OPF files.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• opf_write_solutions

  Corresponding constant:

  
  MSK_IPAR_OPF_WRITE_SOLUTIONS

  Description:

  
  Enable inclusion of solutions in the OPF files.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• optimizer

  Corresponding constant:

  
  MSK_IPAR_OPTIMIZER

  Description:

  
  The paramter controls which optimizer is used to optimize the task.

  Possible values:

  MSK_OPTIMIZER_INTPNT

  The interior-point optimizer is used.

  MSK_OPTIMIZER_CONCURRENT

  The optimizer for nonconvex nonlinear problems.

  MSK_OPTIMIZER_MIXED_INT

  The mixed-integer optimizer.

  MSK_OPTIMIZER_DUAL_SIMPLEX

  The dual simplex optimizer is used.

  MSK_OPTIMIZER_FREE

  The optimizer is chosen automatically.

  MSK_OPTIMIZER_PRIMAL_DUAL_SIMPLEX

  The primal dual simplex optimizer is used.

  MSK_OPTIMIZER_CONIC

  The optimizer for problems having conic constraints.

  MSK_OPTIMIZER_NONCONVEX

  The optimizer for nonconvex nonlinear problems.

  MSK_OPTIMIZER_QCONE

  For internal use only.

  MSK_OPTIMIZER_PRIMAL_SIMPLEX

  The primal simplex optimizer is used.

  MSK_OPTIMIZER_FREE_SIMPLEX

  One of the simplex optimizers is used.

  Default value:

  
  MSK_OPTIMIZER_FREE

• param_read_case_name

  Corresponding constant:

  
  MSK_IPAR_PARAM_READ_CASE_NAME

  Description:

  
  If turned on, then names in the parameter file are case sensitive.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• param_read_ign_error

  Corresponding constant:

  
  MSK_IPAR_PARAM_READ_IGN_ERROR

  Description:

  
  If turned on, then errors in paramter settings is ignored.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• presolve_elim_fill

  Corresponding constant:

  
  MSK_IPAR_PRESOLVE_ELIM_FILL

  Description:

  
  Controls the maximum amount of fill-in that can be created during the elimination phase of the presolve. This parameter times (numcon+numvar) denotes the amount of fill-in.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

• presolve_eliminator_max_num_tries

  Corresponding constant:

  
  MSK_IPAR_PRESOLVE_ELIMINATOR_MAX_NUM_TRIES

  Description:

  
  Control the maximum number of times the eliminator is tried.

  Possible Values:

  
  A negative value implies MOSEK decides maximum number of times.

  Default value:

  
  -1

• presolve_eliminator_use

  Corresponding constant:

  
  MSK_IPAR_PRESOLVE_ELIMINATOR_USE

  Description:

  
  Controls whether free or implied free variables are eliminated from the problem.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• presolve_level

  Corresponding constant:

  
  MSK_IPAR_PRESOLVE_LEVEL

  Description:

  
  Currently not used.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  -1

• presolve_lindep_use

  Corresponding constant:

  
  MSK_IPAR_PRESOLVE_LINDEP_USE

  Description:

  
  Controls whether the linear constraints are checked for linear dependencies.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• presolve_lindep_work_lim

  Corresponding constant:

  
  MSK_IPAR_PRESOLVE_LINDEP_WORK_LIM

  Description:

  
  Is used to limit the amount of work that can done to locate linear dependencies. In general the higher value this parameter is given the less work can be used. However, a value of 0 means no limit on the amount work that can be used.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

• presolve_use

  Corresponding constant:

  
  MSK_IPAR_PRESOLVE_USE

  Description:

  
  Controls whether the presolve is applied to a problem before it is optimized.

  Possible values:

  MSK_PRESOLVE_MODE_ON

  The problem is presolved before it is optimized.

  MSK_PRESOLVE_MODE_OFF

  The problem is not presolved before it is optimized.

  MSK_PRESOLVE_MODE_FREE

  It is decided automatically whether to presolve before the problem is optimized.

  Default value:

  
  MSK_PRESOLVE_MODE_FREE

• qo_separable_reformulation

  Corresponding constant:

  
  MSK_IPAR_QO_SEPARABLE_REFORMULATION

  Description:

  
  Determine if Quadratic programing problems should be reformulated to separable form.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• read_add_anz

  Corresponding constant:

  
  MSK_IPAR_READ_ADD_ANZ

  Description:

  
  Additional number of non-zeros in A that is made room for in the problem.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  0

• read_add_con

  Corresponding constant:

  
  MSK_IPAR_READ_ADD_CON

  Description:

  
  Additional number of constraints that is made room for in the problem.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  0

• read_add_cone

  Corresponding constant:

  
  MSK_IPAR_READ_ADD_CONE

  Description:

  
  Additional number of conic constraints that is made room for in the problem.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  0

• read_add_qnz

  Corresponding constant:

  
  MSK_IPAR_READ_ADD_QNZ

  Description:

  
  Additional number of non-zeros in the Q matrices that is made room for in the problem.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  0

• read_add_var

  Corresponding constant:

  
  MSK_IPAR_READ_ADD_VAR

  Description:

  
  Additional number of variables that is made room for in the problem.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  0

• read_anz

  Corresponding constant:

  
  MSK_IPAR_READ_ANZ

  Description:

  
  Expected maximum number of A non-zeros to be read. The option is used only by fast MPS and LP file readers.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  100000

• read_con

  Corresponding constant:

  
  MSK_IPAR_READ_CON

  Description:

  
  Expected maximum number of constraints to be read. The option is only used by fast MPS and LP file readers.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  10000

• read_cone

  Corresponding constant:

  
  MSK_IPAR_READ_CONE

  Description:

  
  Expected maximum number of conic constraints to be read. The option is used only by fast MPS and LP file readers.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  2500

• read_data_compressed

  Corresponding constant:

  
  MSK_IPAR_READ_DATA_COMPRESSED

  Description:

  
  If this option is turned on,it is assumed that the data file is compressed.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• read_data_format

  Corresponding constant:

  
  MSK_IPAR_READ_DATA_FORMAT

  Description:

  
  Format of the data file to be read.

  Possible values:

  MSK_DATA_FORMAT_XML

  The data file is an XML formatted file.

  MSK_DATA_FORMAT_FREE_MPS

  The data data a free MPS formatted file.

  MSK_DATA_FORMAT_EXTENSION

  The file extension is used to determine the data file format.

  MSK_DATA_FORMAT_MPS

  The data file is MPS formatted.

  MSK_DATA_FORMAT_LP

  The data file is LP formatted.

  MSK_DATA_FORMAT_MBT

  The data file is a MOSEK binary task file.

  MSK_DATA_FORMAT_OP

  The data file is an optimization problem formatted file.

  Default value:

  
  MSK_DATA_FORMAT_EXTENSION

• read_keep_free_con

  Corresponding constant:

  
  MSK_IPAR_READ_KEEP_FREE_CON

  Description:

  
  Controls whether the free constraints are included in the problem.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• read_lp_drop_new_vars_in_bou

  Corresponding constant:

  
  MSK_IPAR_READ_LP_DROP_NEW_VARS_IN_BOU

  Description:

  
  If this option is turned on, MOSEK will drop variables that are defined for the first time in the bounds section.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• read_lp_quoted_names

  Corresponding constant:

  
  MSK_IPAR_READ_LP_QUOTED_NAMES

  Description:

  
  If a name is in quotes when reading an LP file, the quotes will be removed.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• read_mps_format

  Corresponding constant:

  
  MSK_IPAR_READ_MPS_FORMAT

  Description:

  
  Controls how strictly the MPS file reader interprets the MPS format.

  Possible values:

  MSK_MPS_FORMAT_STRICT

  It is assumed that the input file satisfies the MPS format strictly.

  MSK_MPS_FORMAT_RELAXED

  It is assumed that the input file satisfies a slightly relaxed version of the MPS format.

  MSK_MPS_FORMAT_FREE

  It is assumed that the input file satisfies the free MPS format. This implies that spaces are not allowed in names. Otherwise the format is free.

  Default value:

  
  MSK_MPS_FORMAT_RELAXED

• read_mps_keep_int

  Corresponding constant:

  
  MSK_IPAR_READ_MPS_KEEP_INT

  Description:

  
  Controls whether MOSEK should keep the integer restrictions on the variables while reading the MPS file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• read_mps_obj_sense

  Corresponding constant:

  
  MSK_IPAR_READ_MPS_OBJ_SENSE

  Description:

  
  If turned on, the MPS reader uses the objective sense section. Otherwise the MPS reader ignores it.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• read_mps_quoted_names

  Corresponding constant:

  
  MSK_IPAR_READ_MPS_QUOTED_NAMES

  Description:

  
  If a name is in quotes when reading an MPS file, then the quotes will be removed.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• read_mps_relax

  Corresponding constant:

  
  MSK_IPAR_READ_MPS_RELAX

  Description:

  
  If this option is turned on, then mixed integer constraints are ignored when a problem is read.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• read_mps_width

  Corresponding constant:

  
  MSK_IPAR_READ_MPS_WIDTH

  Description:

  
  Controls the maximal number of characters allowed in one line of the MPS file.

  Possible Values:

  
  Any positive number greater than 80.

  Default value:

  
  1024

• read_q_mode

  Corresponding constant:

  
  MSK_IPAR_READ_Q_MODE

  Description:

  
  Controls how the Q matrices are read from the MPS file.

  Possible values:

  MSK_Q_READ_ADD

  All elements in a Q matrix are assumed to belong to the lower triangular part. Duplicate elements in a Q matrix are added together.

  MSK_Q_READ_DROP_LOWER

  All elements in the strict lower triangular part of the Q matrices are dropped.

  MSK_Q_READ_DROP_UPPER

  All elements in the strict upper triangular part of the Q matrices are dropped.

  Default value:

  
  MSK_Q_READ_ADD

• read_qnz

  Corresponding constant:

  
  MSK_IPAR_READ_QNZ

  Description:

  
  Expected maximum number of Q non-zeros to be read. The option is used only by MPS and LP file readers.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  20000

• read_task_ignore_param

  Corresponding constant:

  
  MSK_IPAR_READ_TASK_IGNORE_PARAM

  Description:

  
  Controls whether MOSEK should ignore the parameter setting defined in the task file and use the default parameter setting instead.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• read_var

  Corresponding constant:

  
  MSK_IPAR_READ_VAR

  Description:

  
  Expected maximum number of variable to be read. The option is used only by MPS and LP file readers.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  10000

• sensitivity_all

  Corresponding constant:

  
  MSK_IPAR_SENSITIVITY_ALL

  Description:

  
  Not applicable.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• sensitivity_optimizer

  Corresponding constant:

  
  MSK_IPAR_SENSITIVITY_OPTIMIZER

  Description:

  
  Controls which optimizer is used for optimal partition sensitivity analysis.

  Possible values:

  MSK_OPTIMIZER_INTPNT

  The interior-point optimizer is used.

  MSK_OPTIMIZER_CONCURRENT

  The optimizer for nonconvex nonlinear problems.

  MSK_OPTIMIZER_MIXED_INT

  The mixed-integer optimizer.

  MSK_OPTIMIZER_DUAL_SIMPLEX

  The dual simplex optimizer is used.

  MSK_OPTIMIZER_FREE

  The optimizer is chosen automatically.

  MSK_OPTIMIZER_PRIMAL_DUAL_SIMPLEX

  The primal dual simplex optimizer is used.

  MSK_OPTIMIZER_CONIC

  The optimizer for problems having conic constraints.

  MSK_OPTIMIZER_NONCONVEX

  The optimizer for nonconvex nonlinear problems.

  MSK_OPTIMIZER_QCONE

  For internal use only.

  MSK_OPTIMIZER_PRIMAL_SIMPLEX

  The primal simplex optimizer is used.

  MSK_OPTIMIZER_FREE_SIMPLEX

  One of the simplex optimizers is used.

  Default value:

  
  MSK_OPTIMIZER_FREE_SIMPLEX

• sensitivity_type

  Corresponding constant:

  
  MSK_IPAR_SENSITIVITY_TYPE

  Description:

  
  Controls which type of sensitivity analysis is to be performed.

  Possible values:

  MSK_SENSITIVITY_TYPE_OPTIMAL_PARTITION

  Optimal partition sensitivity analysis is performed.

  MSK_SENSITIVITY_TYPE_BASIS

  Basis sensitivity analysis is performed.

  Default value:

  
  MSK_SENSITIVITY_TYPE_BASIS

• sim_basis_factor_use

  Corresponding constant:

  
  MSK_IPAR_SIM_BASIS_FACTOR_USE

  Description:

  
  Controls whether a (LU) factorization of the basis is used in a hot-start. Forcing a refactorization sometimes improves the stability of the simplex optimizers, but in most cases there is a performance penanlty.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• sim_degen

  Corresponding constant:

  
  MSK_IPAR_SIM_DEGEN

  Description:

  
  Controls how aggressively degeneration is handled.

  Possible values:

  MSK_SIM_DEGEN_NONE

  The simplex optimizer should use no degeneration strategy.

  MSK_SIM_DEGEN_MODERATE

  The simplex optimizer should use a moderate degeneration strategy.

  MSK_SIM_DEGEN_MINIMUM

  The simplex optimizer should use a minimum degeneration strategy.

  MSK_SIM_DEGEN_AGGRESSIVE

  The simplex optimizer should use an aggressive degeneration strategy.

  MSK_SIM_DEGEN_FREE

  The simplex optimizer chooses the degeneration strategy.

  Default value:

  
  MSK_SIM_DEGEN_FREE

• sim_dual_crash

  Corresponding constant:

  
  MSK_IPAR_SIM_DUAL_CRASH

  Description:

  
  Controls whether crashing is performed in the dual simplex optimizer.

  In general if a basis consists of more than (100-this parameter value)% fixed variables, then a crash will be performed.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  90

• sim_dual_phaseone_method

  Corresponding constant:

  
  MSK_IPAR_SIM_DUAL_PHASEONE_METHOD

  Description:

  
  An exprimental feature.

  Possible Values:

  
  Any number between 0 and 10.

  Default value:

  
  0

• sim_dual_restrict_selection

  Corresponding constant:

  
  MSK_IPAR_SIM_DUAL_RESTRICT_SELECTION

  Description:

  
  The dual simplex optimizer can use a so-called restricted selection/pricing strategy to chooses the outgoing variable. Hence, if restricted selection is applied, then the dual simplex optimizer first choose a subset of all the potential outgoing variables. Next, for some time it will choose the outgoing variable only among the subset. From time to time the subset is redefined.

  A larger value of this parameter implies that the optimizer will be more aggressive in its restriction strategy, i.e. a value of 0 implies that the restriction strategy is not applied at all.

  Possible Values:

  
  Any number between 0 and 100.

  Default value:

  
  50

• sim_dual_selection

  Corresponding constant:

  
  MSK_IPAR_SIM_DUAL_SELECTION

  Description:

  
  Controls the choice of the incoming variable, known as the selection strategy, in the dual simplex optimizer.

  Possible values:

  MSK_SIM_SELECTION_FULL

  The optimizer uses full pricing.

  MSK_SIM_SELECTION_PARTIAL

  The optimizer uses a partial selection approach. The approach is usually beneficial if the number of variables is much larger than the number of constraints.

  MSK_SIM_SELECTION_FREE

  The optimizer chooses the pricing strategy.

  MSK_SIM_SELECTION_ASE

  The optimizer uses approximate steepest-edge pricing.

  MSK_SIM_SELECTION_DEVEX

  The optimizer uses devex steepest-edge pricing (or if it is not available an approximate steep-edge selection).

  MSK_SIM_SELECTION_SE

  The optimizer uses steepest-edge selection (or if it is not available an approximate steep-edge selection).

  Default value:

  
  MSK_SIM_SELECTION_FREE

• sim_exploit_dupvec

  Corresponding constant:

  
  MSK_IPAR_SIM_EXPLOIT_DUPVEC

  Description:

  
  Controls if the simplex optimizers are allowed to exploit duplicated columns.

  Possible values:

  MSK_SIM_EXPLOIT_DUPVEC_ON

  Allow the simplex optimizer to exploit duplicated columns.

  MSK_SIM_EXPLOIT_DUPVEC_OFF

  Disallow the simplex optimizer to exploit duplicated columns.

  MSK_SIM_EXPLOIT_DUPVEC_FREE

  The simplex optimizer can choose freely.

  Default value:

  
  MSK_SIM_EXPLOIT_DUPVEC_OFF

• sim_hotstart

  Corresponding constant:

  
  MSK_IPAR_SIM_HOTSTART

  Description:

  
  Controls the type of hot-start that the simplex optimizer perform.

  Possible values:

  MSK_SIM_HOTSTART_NONE

  The simplex optimizer performs a coldstart.

  MSK_SIM_HOTSTART_STATUS_KEYS

  Only the status keys of the constraints and variables are used to choose the type of hot-start.

  MSK_SIM_HOTSTART_FREE

  The simplex optimize chooses the hot-start type.

  Default value:

  
  MSK_SIM_HOTSTART_FREE

• sim_hotstart_lu

  Corresponding constant:

  
  MSK_IPAR_SIM_HOTSTART_LU

  Description:

  
  Determines if the simplex optimizer should exploit the initial factorization.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• sim_integer

  Corresponding constant:

  
  MSK_IPAR_SIM_INTEGER

  Description:

  
  An exprimental feature.

  Possible Values:

  
  Any number between 0 and 10.

  Default value:

  
  0

• sim_max_iterations

  Corresponding constant:

  
  MSK_IPAR_SIM_MAX_ITERATIONS

  Description:

  
  Maximum number of iterations that can be used by a simplex optimizer.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  10000000

• sim_max_num_setbacks

  Corresponding constant:

  
  MSK_IPAR_SIM_MAX_NUM_SETBACKS

  Description:

  
  Controls how many set-backs are allowed within a simplex optimizer. A set-back is an event where the optimizer moves in the wrong direction. This is impossible in theory but may happen due to numerical problems.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  250

• sim_network_detect

  Corresponding constant:

  
  MSK_IPAR_SIM_NETWORK_DETECT

  Description:

  
  The simplex optimizer is capable of exploiting a network flow component in a problem. However it is only worthwhile to exploit the network flow component if it is sufficiently large. This parameter controls how large the network component has to be in “relative” terms before it is exploited. For instance a value of 20 means at least 20% of the model should be a network before it is exploited. If this value is larger than 100 the network flow component is never detected or exploited.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  101

• sim_network_detect_hotstart

  Corresponding constant:

  
  MSK_IPAR_SIM_NETWORK_DETECT_HOTSTART

  Description:

  
  This parameter controls has large the network component in “relative” terms has to be before it is exploited in a simplex hot-start. The network component should be equal or larger than

  max(MSK_IPAR_SIM_NETWORK_DETECT,MSK_IPAR_SIM_NETWORK_DETECT_HOTSTART)
  

  before it is exploited. If this value is larger than 100 the network flow component is never detected or exploited.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  100

• sim_network_detect_method

  Corresponding constant:

  
  MSK_IPAR_SIM_NETWORK_DETECT_METHOD

  Description:

  
  Controls which type of detection method the network extraction should use.

  Possible values:

  MSK_NETWORK_DETECT_SIMPLE

  The network detection should use a very simple heuristic.

  MSK_NETWORK_DETECT_ADVANCED

  The network detection should use a more advanced heuristic.

  MSK_NETWORK_DETECT_FREE

  The network detection is free.

  Default value:

  
  MSK_NETWORK_DETECT_FREE

• sim_non_singular

  Corresponding constant:

  
  MSK_IPAR_SIM_NON_SINGULAR

  Description:

  
  Controls if the simplex optimizer ensures a non-singular basis, if possible.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• sim_primal_crash

  Corresponding constant:

  
  MSK_IPAR_SIM_PRIMAL_CRASH

  Description:

  
  Controls whether crashing is performed in the primal simplex optimizer.

  In general, if a basis consists of more than (100-this parameter value)% fixed variables, then a crash will be performed.

  Possible Values:

  
  Any nonnegative integer value.

  Default value:

  
  90

• sim_primal_phaseone_method

  Corresponding constant:

  
  MSK_IPAR_SIM_PRIMAL_PHASEONE_METHOD

  Description:

  
  An exprimental feature.

  Possible Values:

  
  Any number between 0 and 10.

  Default value:

  
  0

• sim_primal_restrict_selection

  Corresponding constant:

  
  MSK_IPAR_SIM_PRIMAL_RESTRICT_SELECTION

  Description:

  
  The primal simplex optimizer can use a so-called restricted selection/pricing strategy to chooses the outgoing variable. Hence, if restricted selection is applied, then the primal simplex optimizer first choose a subset of all the potential incoming variables. Next, for some time it will choose the incoming variable only among the subset. From time to time the subset is redefined.

  A larger value of this parameter implies that the optimizer will be more aggressive in its restriction strategy, i.e. a value of 0 implies that the restriction strategy is not applied at all.

  Possible Values:

  
  Any number between 0 and 100.

  Default value:

  
  50

• sim_primal_selection

  Corresponding constant:

  
  MSK_IPAR_SIM_PRIMAL_SELECTION

  Description:

  
  Controls the choice of the incoming variable, known as the selection strategy, in the primal simplex optimizer.

  Possible values:

  MSK_SIM_SELECTION_FULL

  The optimizer uses full pricing.

  MSK_SIM_SELECTION_PARTIAL

  The optimizer uses a partial selection approach. The approach is usually beneficial if the number of variables is much larger than the number of constraints.

  MSK_SIM_SELECTION_FREE

  The optimizer chooses the pricing strategy.

  MSK_SIM_SELECTION_ASE

  The optimizer uses approximate steepest-edge pricing.

  MSK_SIM_SELECTION_DEVEX

  The optimizer uses devex steepest-edge pricing (or if it is not available an approximate steep-edge selection).

  MSK_SIM_SELECTION_SE

  The optimizer uses steepest-edge selection (or if it is not available an approximate steep-edge selection).

  Default value:

  
  MSK_SIM_SELECTION_FREE

• sim_refactor_freq

  Corresponding constant:

  
  MSK_IPAR_SIM_REFACTOR_FREQ

  Description:

  
  Controls how frequent the basis is refactorized. The value 0 means that the optimizer determines the best point of refactorization.

  It is strongly recommended NOT to change this parameter.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  0

• sim_reformulation

  Corresponding constant:

  
  MSK_IPAR_SIM_REFORMULATION

  Description:

  
  Controls if the simplex optimizers are allowed to reformulate the problem.

  Possible values:

  MSK_SIM_REFORMULATION_ON

  Allow the simplex optimizer to reformulate the problem.

  MSK_SIM_REFORMULATION_AGGRESSIVE

  The simplex optimizer should use an aggressive reformulation strategy.

  MSK_SIM_REFORMULATION_OFF

  Disallow the simplex optimizer to reformulate the problem.

  MSK_SIM_REFORMULATION_FREE

  The simplex optimizer can choose freely.

  Default value:

  
  MSK_SIM_REFORMULATION_OFF

• sim_save_lu

  Corresponding constant:

  
  MSK_IPAR_SIM_SAVE_LU

  Description:

  
  Controls if the LU factorization stored should be replaced with the LU factorization corresponding to the initial basis.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• sim_scaling

  Corresponding constant:

  
  MSK_IPAR_SIM_SCALING

  Description:

  
  Controls how much effort is used in scaling the problem before a simplex optimizer is used.

  Possible values:

  MSK_SCALING_NONE

  No scaling is performed.

  MSK_SCALING_MODERATE

  A conservative scaling is performed.

  MSK_SCALING_AGGRESSIVE

  A very aggressive scaling is performed.

  MSK_SCALING_FREE

  The optimizer chooses the scaling heuristic.

  Default value:

  
  MSK_SCALING_FREE

• sim_scaling_method

  Corresponding constant:

  
  MSK_IPAR_SIM_SCALING_METHOD

  Description:

  
  Controls how the problem is scaled before a simplex optimizer is used.

  Possible values:

  MSK_SCALING_METHOD_POW2

  Scales only with power of 2 leaving the mantissa untouched.

  MSK_SCALING_METHOD_FREE

  The optimizer chooses the scaling heuristic.

  Default value:

  
  MSK_SCALING_METHOD_POW2

• sim_solve_form

  Corresponding constant:

  
  MSK_IPAR_SIM_SOLVE_FORM

  Description:

  
  Controls whether the primal or the dual problem is solved by the primal-/dual- simplex optimizer.

  Possible values:

  MSK_SOLVE_PRIMAL

  The optimizer should solve the primal problem.

  MSK_SOLVE_DUAL

  The optimizer should solve the dual problem.

  MSK_SOLVE_FREE

  The optimizer is free to solve either the primal or the dual problem.

  Default value:

  
  MSK_SOLVE_FREE

• sim_stability_priority

  Corresponding constant:

  
  MSK_IPAR_SIM_STABILITY_PRIORITY

  Description:

  
  Controls how high priority the numerical stability should be given.

  Possible Values:

  
  Any number between 0 and 100.

  Default value:

  
  50

• sim_switch_optimizer

  Corresponding constant:

  
  MSK_IPAR_SIM_SWITCH_OPTIMIZER

  Description:

  
  The simplex optimizer sometimes chooses to solve the dual problem instead of the primal problem. This implies that if you have chosen to use the dual simplex optimizer and the problem is dualized, then it actually makes sense to use the primal simplex optimizer instead. If this parameter is on and the problem is dualized and furthermore the simplex optimizer is chosen to be the primal (dual) one, then it is switched to the dual (primal).

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• sol_filter_keep_basic

  Corresponding constant:

  
  MSK_IPAR_SOL_FILTER_KEEP_BASIC

  Description:

  
  If turned on, then basic and super basic constraints and variables are written to the solution file independent of the filter setting.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• sol_filter_keep_ranged

  Corresponding constant:

  
  MSK_IPAR_SOL_FILTER_KEEP_RANGED

  Description:

  
  If turned on, then ranged constraints and variables are written to the solution file independent of the filter setting.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• sol_quoted_names

  Corresponding constant:

  
  MSK_IPAR_SOL_QUOTED_NAMES

  Description:

  
  If this options is turned on, then MOSEK will quote names that contains blanks while writing the solution file. Moreover when reading leading and trailing quotes will be stripped of.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• sol_read_name_width

  Corresponding constant:

  
  MSK_IPAR_SOL_READ_NAME_WIDTH

  Description:

  
  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.

  Possible Values:

  
  Any number between -inf and +inf.

  Default value:

  
  -1

• sol_read_width

  Corresponding constant:

  
  MSK_IPAR_SOL_READ_WIDTH

  Description:

  
  Controls the maximal acceptable width of line in the solutions when read by MOSEK.

  Possible Values:

  
  Any positive number greater than 80.

  Default value:

  
  1024

• solution_callback

  Corresponding constant:

  
  MSK_IPAR_SOLUTION_CALLBACK

  Description:

  
  Indicates whether solution call-backs will be performed during the optimization.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• timing_level

  Corresponding constant:

  
  MSK_IPAR_TIMING_LEVEL

  Description:

  
  Controls the a amount of timing performed inside MOSEK.

  Possible Values:

  
  Any integer greater or equal to 0.

  Default value:

  
  1

• warning_level

  Corresponding constant:

  
  MSK_IPAR_WARNING_LEVEL

  Description:

  
  Warning level.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

• write_bas_constraints

  Corresponding constant:

  
  MSK_IPAR_WRITE_BAS_CONSTRAINTS

  Description:

  
  Controls whether the constraint section is written to the basic solution file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• write_bas_head

  Corresponding constant:

  
  MSK_IPAR_WRITE_BAS_HEAD

  Description:

  
  Controls whether the header section is written to the basic solution file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• write_bas_variables

  Corresponding constant:

  
  MSK_IPAR_WRITE_BAS_VARIABLES

  Description:

  
  Controls whether the variables section is written to the basic solution file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• write_data_compressed

  Corresponding constant:

  
  MSK_IPAR_WRITE_DATA_COMPRESSED

  Description:

  
  Controls whether the data file is compressed while it is written. 0 means no compression while higher values mean more compression.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  0

• write_data_format

  Corresponding constant:

  
  MSK_IPAR_WRITE_DATA_FORMAT

  Description:

  
  Controls the file format when writing task data to a file.

  Possible values:

  MSK_DATA_FORMAT_XML

  The data file is an XML formatted file.

  MSK_DATA_FORMAT_FREE_MPS

  The data data a free MPS formatted file.

  MSK_DATA_FORMAT_EXTENSION

  The file extension is used to determine the data file format.

  MSK_DATA_FORMAT_MPS

  The data file is MPS formatted.

  MSK_DATA_FORMAT_LP

  The data file is LP formatted.

  MSK_DATA_FORMAT_MBT

  The data file is a MOSEK binary task file.

  MSK_DATA_FORMAT_OP

  The data file is an optimization problem formatted file.

  Default value:

  
  MSK_DATA_FORMAT_EXTENSION

• write_data_param

  Corresponding constant:

  
  MSK_IPAR_WRITE_DATA_PARAM

  Description:

  
  If this option is turned on the parameter settings are written to the data file as parameters.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• write_free_con

  Corresponding constant:

  
  MSK_IPAR_WRITE_FREE_CON

  Description:

  
  Controls whether the free constraints are written to the data file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• write_generic_names

  Corresponding constant:

  
  MSK_IPAR_WRITE_GENERIC_NAMES

  Description:

  
  Controls whether the generic names or user-defined names are used in the data file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• write_generic_names_io

  Corresponding constant:

  
  MSK_IPAR_WRITE_GENERIC_NAMES_IO

  Description:

  
  Index origin used in generic names.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  1

• write_int_constraints

  Corresponding constant:

  
  MSK_IPAR_WRITE_INT_CONSTRAINTS

  Description:

  
  Controls whether the constraint section is written to the integer solution file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• write_int_head

  Corresponding constant:

  
  MSK_IPAR_WRITE_INT_HEAD

  Description:

  
  Controls whether the header section is written to the integer solution file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• write_int_variables

  Corresponding constant:

  
  MSK_IPAR_WRITE_INT_VARIABLES

  Description:

  
  Controls whether the variables section is written to the integer solution file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• write_lp_line_width

  Corresponding constant:

  
  MSK_IPAR_WRITE_LP_LINE_WIDTH

  Description:

  
  Maximum width of line in an LP file written by MOSEK.

  Possible Values:

  
  Any positive number.

  Default value:

  
  80

• write_lp_quoted_names

  Corresponding constant:

  
  MSK_IPAR_WRITE_LP_QUOTED_NAMES

  Description:

  
  If this option is turned on, then MOSEK will quote invalid LP names when writing an LP file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• write_lp_strict_format

  Corresponding constant:

  
  MSK_IPAR_WRITE_LP_STRICT_FORMAT

  Description:

  
  Controls whether LP output files satisfy the LP format strictly.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• write_lp_terms_per_line

  Corresponding constant:

  
  MSK_IPAR_WRITE_LP_TERMS_PER_LINE

  Description:

  
  Maximum number of terms on a single line in an LP file written by MOSEK. 0 means unlimited.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  10

• write_mps_int

  Corresponding constant:

  
  MSK_IPAR_WRITE_MPS_INT

  Description:

  
  Controls if marker records are written to the MPS file to indicate whether variables are integer restricted.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• write_mps_obj_sense

  Corresponding constant:

  
  MSK_IPAR_WRITE_MPS_OBJ_SENSE

  Description:

  
  If turned off, the objective sense section is not written to the MPS file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• write_mps_quoted_names

  Corresponding constant:

  
  MSK_IPAR_WRITE_MPS_QUOTED_NAMES

  Description:

  
  If a name contains spaces (blanks) when writing an MPS file, then the quotes will be removed.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• write_mps_strict

  Corresponding constant:

  
  MSK_IPAR_WRITE_MPS_STRICT

  Description:

  
  Controls whether the written MPS file satisfies the MPS format strictly or not.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_OFF

• write_precision

  Corresponding constant:

  
  MSK_IPAR_WRITE_PRECISION

  Description:

  
  Controls the precision with which double numbers are printed in the MPS data file. In general it is not worthwhile to use a value higher than 15.

  Possible Values:

  
  Any number between 0 and +inf.

  Default value:

  
  8

• write_sol_constraints

  Corresponding constant:

  
  MSK_IPAR_WRITE_SOL_CONSTRAINTS

  Description:

  
  Controls whether the constraint section is written to the solution file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• write_sol_head

  Corresponding constant:

  
  MSK_IPAR_WRITE_SOL_HEAD

  Description:

  
  Controls whether the header section is written to the solution file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• write_sol_variables

  Corresponding constant:

  
  MSK_IPAR_WRITE_SOL_VARIABLES

  Description:

  
  Controls whether the variables section is written to the solution file.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• write_task_inc_sol

  Corresponding constant:

  
  MSK_IPAR_WRITE_TASK_INC_SOL

  Description:

  
  Controls whether the solutions are stored in the task file too.

  Possible values:

  MSK_ON

  Switch the option on.

  MSK_OFF

  Switch the option off.

  Default value:

  
  MSK_ON

• write_xml_mode

  Corresponding constant:

  
  MSK_IPAR_WRITE_XML_MODE

  Description:

  
  Controls if linear coefficients should be written by row or column when writing in the XML file format.

  Possible values:

  MSK_WRITE_XML_MODE_COL

  Write in column order.

  MSK_WRITE_XML_MODE_ROW

  Write in row order.

  Default value:

  
  MSK_WRITE_XML_MODE_ROW