16.5 Parameters (alphabetical list sorted by type)¶

16.5.1 Double parameters¶

MSKdparame

The enumeration type containing all 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.

Default:
1e-6
Accepted:
[0.0; +inf]
Groups:
Analysis
MSK_DPAR_BASIS_REL_TOL_S

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

Default:
1.0e-12
Accepted:
[0.0; +inf]
Groups:
Simplex optimizer, Termination criteria
MSK_DPAR_BASIS_TOL_S

Maximum absolute dual bound violation in an optimal basic solution.

Default:
1.0e-6
Accepted:
[1.0e-9; +inf]
Groups:
Simplex optimizer, Termination criteria
MSK_DPAR_BASIS_TOL_X

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

Default:
1.0e-6
Accepted:
[1.0e-9; +inf]
Groups:
Simplex optimizer, Termination criteria
MSK_DPAR_CHECK_CONVEXITY_REL_TOL

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 controls how much this non-negativity requirement may be violated.

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

$d_i \leq - |Q_{ii}| \mathtt{check\_convexity\_rel\_tol}$
Default:
1e-10
Accepted:
[0; +inf]
Groups:
Interior-point method
MSK_DPAR_DATA_SYM_MAT_TOL

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

Default:
1.0e-12
Accepted:
[1.0e-16; 1.0e-6]
Groups:
Data check
MSK_DPAR_DATA_SYM_MAT_TOL_HUGE

An element in a symmetric matrix which is larger than this value in absolute size causes an error.

Default:
1.0e20
Accepted:
[0.0; +inf]
Groups:
Data check
MSK_DPAR_DATA_SYM_MAT_TOL_LARGE

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

Default:
1.0e10
Accepted:
[0.0; +inf]
Groups:
Data check
MSK_DPAR_DATA_TOL_AIJ

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

Default:
1.0e-12
Accepted:
[1.0e-16; 1.0e-6]
Groups:
Data check
MSK_DPAR_DATA_TOL_AIJ_HUGE

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

Default:
1.0e20
Accepted:
[0.0; +inf]
Groups:
Data check
MSK_DPAR_DATA_TOL_AIJ_LARGE

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

Default:
1.0e10
Accepted:
[0.0; +inf]
Groups:
Data check
MSK_DPAR_DATA_TOL_BOUND_INF

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

Default:
1.0e16
Accepted:
[0.0; +inf]
Groups:
Data check
MSK_DPAR_DATA_TOL_BOUND_WRN

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

Default:
1.0e8
Accepted:
[0.0; +inf]
Groups:
Data check
MSK_DPAR_DATA_TOL_C_HUGE

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.

Default:
1.0e16
Accepted:
[0.0; +inf]
Groups:
Data check
MSK_DPAR_DATA_TOL_CJ_LARGE

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

Default:
1.0e8
Accepted:
[0.0; +inf]
Groups:
Data check
MSK_DPAR_DATA_TOL_QIJ

Absolute zero tolerance for elements in $$Q$$ matrices.

Default:
1.0e-16
Accepted:
[0.0; +inf]
Groups:
Data check
MSK_DPAR_DATA_TOL_X

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 upper bound is considered identical.

Default:
1.0e-8
Accepted:
[0.0; +inf]
Groups:
Data check
MSK_DPAR_INTPNT_CO_TOL_DFEAS

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

Default:
1.0e-8
Accepted:
[0.0; 1.0]
Groups:
Interior-point method, Termination criteria, Conic interior-point method
See also:
MSK_DPAR_INTPNT_CO_TOL_NEAR_REL
MSK_DPAR_INTPNT_CO_TOL_INFEAS

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.

Default:
1.0e-10
Accepted:
[0.0; 1.0]
Groups:
Interior-point method, Termination criteria, Conic interior-point method
MSK_DPAR_INTPNT_CO_TOL_MU_RED

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

Default:
1.0e-8
Accepted:
[0.0; 1.0]
Groups:
Interior-point method, Termination criteria, Conic interior-point method
MSK_DPAR_INTPNT_CO_TOL_NEAR_REL

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.

Default:
1000
Accepted:
[1.0; +inf]
Groups:
Interior-point method, Termination criteria, Conic interior-point method
MSK_DPAR_INTPNT_CO_TOL_PFEAS

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

Default:
1.0e-8
Accepted:
[0.0; 1.0]
Groups:
Interior-point method, Termination criteria, Conic interior-point method
See also:
MSK_DPAR_INTPNT_CO_TOL_NEAR_REL
MSK_DPAR_INTPNT_CO_TOL_REL_GAP

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

Default:
1.0e-7
Accepted:
[0.0; 1.0]
Groups:
Interior-point method, Termination criteria, Conic interior-point method
See also:
MSK_DPAR_INTPNT_CO_TOL_NEAR_REL
MSK_DPAR_INTPNT_NL_MERIT_BAL

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

Default:
1.0e-4
Accepted:
[0.0; 0.99]
Groups:
Interior-point method, Nonlinear convex method
MSK_DPAR_INTPNT_NL_TOL_DFEAS

Dual feasibility tolerance used when a nonlinear model is solved.

Default:
1.0e-8
Accepted:
[0.0; 1.0]
Groups:
Interior-point method, Termination criteria, Nonlinear convex method
MSK_DPAR_INTPNT_NL_TOL_MU_RED

Relative complementarity gap tolerance for the nonlinear solver.

Default:
1.0e-12
Accepted:
[0.0; 1.0]
Groups:
Interior-point method, Termination criteria, Nonlinear convex method
MSK_DPAR_INTPNT_NL_TOL_NEAR_REL

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.

Default:
1000.0
Accepted:
[1.0; +inf]
Groups:
Interior-point method, Termination criteria, Nonlinear convex method
MSK_DPAR_INTPNT_NL_TOL_PFEAS

Primal feasibility tolerance used when a nonlinear model is solved.

Default:
1.0e-8
Accepted:
[0.0; 1.0]
Groups:
Interior-point method, Termination criteria, Nonlinear convex method
MSK_DPAR_INTPNT_NL_TOL_REL_GAP

Relative gap termination tolerance for nonlinear problems.

Default:
1.0e-6
Accepted:
[1.0e-14; +inf]
Groups:
Termination criteria, Interior-point method, Nonlinear convex method
MSK_DPAR_INTPNT_NL_TOL_REL_STEP

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

Default:
0.995
Accepted:
[1.0e-4; 0.9999999]
Groups:
Interior-point method, Nonlinear convex method
MSK_DPAR_INTPNT_QO_TOL_DFEAS

Dual feasibility tolerance used when the interior-point optimizer is applied to a quadratic optimization problem..

Default:
1.0e-8
Accepted:
[0.0; 1.0]
Groups:
Interior-point method, Termination criteria
See also:
MSK_DPAR_INTPNT_QO_TOL_NEAR_REL
MSK_DPAR_INTPNT_QO_TOL_INFEAS

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.

Default:
1.0e-10
Accepted:
[0.0; 1.0]
Groups:
Interior-point method, Termination criteria
MSK_DPAR_INTPNT_QO_TOL_MU_RED

Relative complementarity gap feasibility tolerance used when interior-point optimizer is applied to a quadratic optimization problem.

Default:
1.0e-8
Accepted:
[0.0; 1.0]
Groups:
Interior-point method, Termination criteria
MSK_DPAR_INTPNT_QO_TOL_NEAR_REL

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.

Default:
1000
Accepted:
[1.0; +inf]
Groups:
Interior-point method, Termination criteria
MSK_DPAR_INTPNT_QO_TOL_PFEAS

Primal feasibility tolerance used when the interior-point optimizer is applied to a quadratic optimization problem.

Default:
1.0e-8
Accepted:
[0.0; 1.0]
Groups:
Interior-point method, Termination criteria
See also:
MSK_DPAR_INTPNT_QO_TOL_NEAR_REL
MSK_DPAR_INTPNT_QO_TOL_REL_GAP

Relative gap termination tolerance used when the interior-point optimizer is applied to a quadratic optimization problem.

Default:
1.0e-8
Accepted:
[0.0; 1.0]
Groups:
Interior-point method, Termination criteria
See also:
MSK_DPAR_INTPNT_QO_TOL_NEAR_REL
MSK_DPAR_INTPNT_TOL_DFEAS

Dual feasibility tolerance used for linear optimization problems.

Default:
1.0e-8
Accepted:
[0.0; 1.0]
Groups:
Interior-point method, Termination criteria
MSK_DPAR_INTPNT_TOL_DSAFE

Controls the initial dual 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 might be worthwhile to increase this value.

Default:
1.0
Accepted:
[1.0e-4; +inf]
Groups:
Interior-point method
MSK_DPAR_INTPNT_TOL_INFEAS

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.

Default:
1.0e-10
Accepted:
[0.0; 1.0]
Groups:
Interior-point method, Termination criteria, Nonlinear convex method
MSK_DPAR_INTPNT_TOL_MU_RED

Relative complementarity gap tolerance for linear problems.

Default:
1.0e-16
Accepted:
[0.0; 1.0]
Groups:
Interior-point method, Termination criteria
MSK_DPAR_INTPNT_TOL_PATH

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.

Default:
1.0e-8
Accepted:
[0.0; 0.9999]
Groups:
Interior-point method
MSK_DPAR_INTPNT_TOL_PFEAS

Primal feasibility tolerance used for linear optimization problems.

Default:
1.0e-8
Accepted:
[0.0; 1.0]
Groups:
Interior-point method, Termination criteria
MSK_DPAR_INTPNT_TOL_PSAFE

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.

Default:
1.0
Accepted:
[1.0e-4; +inf]
Groups:
Interior-point method
MSK_DPAR_INTPNT_TOL_REL_GAP

Relative gap termination tolerance for linear problems.

Default:
1.0e-8
Accepted:
[1.0e-14; +inf]
Groups:
Termination criteria, Interior-point method
MSK_DPAR_INTPNT_TOL_REL_STEP

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

Default:
0.9999
Accepted:
[1.0e-4; 0.999999]
Groups:
Interior-point method
MSK_DPAR_INTPNT_TOL_STEP_SIZE

Minimal step size tolerance. If the step size falls below the value of this parameter, then the interior-point optimizer assumes that it is stalled. In other words the interior-point optimizer does not make any progress and therefore it is better stop.

Default:
1.0e-6
Accepted:
[0.0; 1.0]
Groups:
Interior-point method
MSK_DPAR_LOWER_OBJ_CUT

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.

Default:
-1.0e30
Accepted:
[-inf; +inf]
Groups:
Termination criteria
See also:
MSK_DPAR_LOWER_OBJ_CUT_FINITE_TRH
MSK_DPAR_LOWER_OBJ_CUT_FINITE_TRH

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 $$-\infty$$.

Default:
-0.5e30
Accepted:
[-inf; +inf]
Groups:
Termination criteria
MSK_DPAR_MIO_DISABLE_TERM_TIME
This parameter specifies the number of seconds $$n$$ during which the termination criteria governed by

is disabled since the beginning of the optimization.

A negative value is identical to infinity i.e. the termination criteria are never checked.

Default:
-1.0
Accepted:
[-inf; +inf]
Groups:
Mixed-integer optimization, Termination criteria
See also:
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
MSK_DPAR_MIO_MAX_TIME

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

Default:
-1.0
Accepted:
[-inf; +inf]
Groups:
Mixed-integer optimization, Termination criteria
MSK_DPAR_MIO_NEAR_TOL_ABS_GAP

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

Default:
0.0
Accepted:
[0.0; +inf]
Groups:
Mixed-integer optimization
See also:
MSK_DPAR_MIO_DISABLE_TERM_TIME
MSK_DPAR_MIO_NEAR_TOL_REL_GAP

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.

Default:
1.0e-3
Accepted:
[0.0; +inf]
Groups:
Mixed-integer optimization, Termination criteria
See also:
MSK_DPAR_MIO_DISABLE_TERM_TIME
MSK_DPAR_MIO_REL_GAP_CONST

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

Default:
1.0e-10
Accepted:
[1.0e-15; +inf]
Groups:
Mixed-integer optimization, Termination criteria
MSK_DPAR_MIO_TOL_ABS_GAP

Absolute optimality tolerance employed by the mixed-integer optimizer.

Default:
0.0
Accepted:
[0.0; +inf]
Groups:
Mixed-integer optimization
MSK_DPAR_MIO_TOL_ABS_RELAX_INT

Absolute integer feasibility tolerance. If the distance to the nearest integer is less than this tolerance then an integer constraint is assumed to be satisfied.

Default:
1.0e-5
Accepted:
[1e-9; +inf]
Groups:
Mixed-integer optimization
MSK_DPAR_MIO_TOL_FEAS

Feasibility tolerance for mixed integer solver.

Default:
1.0e-6
Accepted:
[1e-9; 1e-3]
Groups:
Mixed-integer optimization
MSK_DPAR_MIO_TOL_REL_DUAL_BOUND_IMPROVEMENT

If the relative improvement of the dual bound is smaller than this value, the solver will terminate the root cut generation. A value of 0.0 means that the value is selected automatically.

Default:
0.0
Accepted:
[0.0; 1.0]
Groups:
Mixed-integer optimization
MSK_DPAR_MIO_TOL_REL_GAP

Relative optimality tolerance employed by the mixed-integer optimizer.

Default:
1.0e-4
Accepted:
[0.0; +inf]
Groups:
Mixed-integer optimization, Termination criteria
MSK_DPAR_OPTIMIZER_MAX_TIME

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

Default:
-1.0
Accepted:
[-inf; +inf]
Groups:
Termination criteria
MSK_DPAR_PRESOLVE_TOL_ABS_LINDEP

Absolute tolerance employed by the linear dependency checker.

Default:
1.0e-6
Accepted:
[0.0; +inf]
Groups:
Presolve
MSK_DPAR_PRESOLVE_TOL_AIJ

Absolute zero tolerance employed for $$a_{ij}$$ in the presolve.

Default:
1.0e-12
Accepted:
[1.0e-15; +inf]
Groups:
Presolve
MSK_DPAR_PRESOLVE_TOL_REL_LINDEP

Relative tolerance employed by the linear dependency checker.

Default:
1.0e-10
Accepted:
[0.0; +inf]
Groups:
Presolve
MSK_DPAR_PRESOLVE_TOL_S

Absolute zero tolerance employed for $$s_i$$ in the presolve.

Default:
1.0e-8
Accepted:
[0.0; +inf]
Groups:
Presolve
MSK_DPAR_PRESOLVE_TOL_X

Absolute zero tolerance employed for $$x_j$$ in the presolve.

Default:
1.0e-8
Accepted:
[0.0; +inf]
Groups:
Presolve
MSK_DPAR_QCQO_REFORMULATE_REL_DROP_TOL

This parameter determines when columns are dropped in incomplete Cholesky factorization during reformulation of quadratic problems.

Default:
1e-15
Accepted:
[0; +inf]
Groups:
Interior-point method
MSK_DPAR_SEMIDEFINITE_TOL_APPROX

Tolerance to define a matrix to be positive semidefinite.

Default:
1.0e-10
Accepted:
[1.0e-15; +inf]
Groups:
Data check
MSK_DPAR_SIM_LU_TOL_REL_PIV

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.

Default:
0.01
Accepted:
[1.0e-6; 0.999999]
Groups:
Basis identification, Simplex optimizer
MSK_DPAR_SIMPLEX_ABS_TOL_PIV

Absolute pivot tolerance employed by the simplex optimizers.

Default:
1.0e-7
Accepted:
[1.0e-12; +inf]
Groups:
Simplex optimizer
MSK_DPAR_UPPER_OBJ_CUT

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.

Default:
1.0e30
Accepted:
[-inf; +inf]
Groups:
Termination criteria
See also:
MSK_DPAR_UPPER_OBJ_CUT_FINITE_TRH
MSK_DPAR_UPPER_OBJ_CUT_FINITE_TRH

If the upper objective cut is greater than the value of this parameter, then the upper objective cut MSK_DPAR_UPPER_OBJ_CUT is treated as $$\infty$$.

Default:
0.5e30
Accepted:
[-inf; +inf]
Groups:
Termination criteria

16.5.2 Integer parameters¶

MSKiparame

The enumeration type containing all integer parameters.

MSK_IPAR_ANA_SOL_BASIS

Controls whether the basis matrix is analyzed in solution analyzer.

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Analysis
MSK_IPAR_ANA_SOL_PRINT_VIOLATED

Controls whether a list of violated constraints is printed when calling MSK_analyzesolution.

All constraints violated by more than the value set by the parameter MSK_DPAR_ANA_SOL_INFEAS_TOL will be printed.

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Analysis
MSK_IPAR_AUTO_SORT_A_BEFORE_OPT

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.

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Debugging
MSK_IPAR_AUTO_UPDATE_SOL_INFO

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

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Overall system
MSK_IPAR_BASIS_SOLVE_USE_PLUS_ONE

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.

This has significance for the results returned by the MSK_solvewithbasis function.

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Simplex optimizer
MSK_IPAR_BI_CLEAN_OPTIMIZER

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

Default:
FREE
Accepted:
FREE, INTPNT, CONIC, PRIMAL_SIMPLEX, DUAL_SIMPLEX, FREE_SIMPLEX, MIXED_INT (see MSKoptimizertypee)
Groups:
Basis identification, Overall solver
MSK_IPAR_BI_IGNORE_MAX_ITER

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.

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Interior-point method, Basis identification
MSK_IPAR_BI_IGNORE_NUM_ERROR

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.

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Interior-point method, Basis identification
MSK_IPAR_BI_MAX_ITERATIONS

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

Default:
1000000
Accepted:
[0; +inf]
Groups:
Basis identification, Termination criteria
MSK_IPAR_CACHE_LICENSE

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

By default the license is checked out for the lifetime of the MOSEK environment by the first call to MSK_optimize.

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
MSK_IPAR_CHECK_CONVEXITY

Specify the level of convexity check on quadratic problems.

Default:
FULL
Accepted:
NONE, SIMPLE, FULL (see MSKcheckconvexitytypee)
Groups:
Data check, Nonlinear convex method
MSK_IPAR_COMPRESS_STATFILE

Control compression of stat files.

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
MSK_IPAR_INFEAS_GENERIC_NAMES

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

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Infeasibility report
MSK_IPAR_INFEAS_PREFER_PRIMAL

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Overall solver
MSK_IPAR_INFEAS_REPORT_AUTO

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

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output, Solution input/output
MSK_IPAR_INFEAS_REPORT_LEVEL

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

Default:
1
Accepted:
[0; +inf]
Groups:
Infeasibility report, Output information
MSK_IPAR_INTPNT_BASIS

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

MSK_IPAR_INTPNT_DIFF_STEP

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

Default:
ON
Accepted:

Groups:
Interior-point method
MSK_IPAR_INTPNT_HOTSTART

Currently not in use.

Default:
NONE
Accepted:
NONE, PRIMAL, DUAL, PRIMAL_DUAL (see MSKintpnthotstarte)
Groups:
Interior-point method
MSK_IPAR_INTPNT_MAX_ITERATIONS

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

Default:
400
Accepted:
[0; +inf]
Groups:
Interior-point method, Termination criteria
MSK_IPAR_INTPNT_MAX_NUM_COR

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

Default:
-1
Accepted:
[-1; +inf]
Groups:
Interior-point method
MSK_IPAR_INTPNT_MAX_NUM_REFINEMENT_STEPS

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.

Default:
-1
Accepted:
[-inf; +inf]
Groups:
Interior-point method
MSK_IPAR_INTPNT_MULTI_THREAD

Controls whether the interior-point optimizers are allowed to employ multiple threads if more threads is available.

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Overall system
MSK_IPAR_INTPNT_OFF_COL_TRH

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

 $$0$$ no detection $$1$$ aggressive detection $$>1$$ higher values mean less aggressive detection
Default:
40
Accepted:
[0; +inf]
Groups:
Interior-point method
MSK_IPAR_INTPNT_ORDER_METHOD

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

Default:
FREE
Accepted:
FREE, APPMINLOC, EXPERIMENTAL, TRY_GRAPHPAR, FORCE_GRAPHPAR, NONE (see MSKorderingtypee)
Groups:
Interior-point method
MSK_IPAR_INTPNT_REGULARIZATION_USE

Controls whether regularization is allowed.

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Interior-point method
MSK_IPAR_INTPNT_SCALING

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

Default:
FREE
Accepted:
FREE, NONE, MODERATE, AGGRESSIVE (see MSKscalingtypee)
Groups:
Interior-point method
MSK_IPAR_INTPNT_SOLVE_FORM

Controls whether the primal or the dual problem is solved.

Default:
FREE
Accepted:
FREE, PRIMAL, DUAL (see MSKsolveforme)
Groups:
Interior-point method
MSK_IPAR_INTPNT_STARTING_POINT

Starting point used by the interior-point optimizer.

Default:
FREE
Accepted:
FREE, GUESS, CONSTANT, SATISFY_BOUNDS (see MSKstartpointtypee)
Groups:
Interior-point method
MSK_IPAR_LICENSE_DEBUG

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

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
MSK_IPAR_LICENSE_PAUSE_TIME

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.

Default:
100
Accepted:
[0; 1000000]
Groups:
MSK_IPAR_LICENSE_SUPPRESS_EXPIRE_WRNS

Controls whether license features expire warnings are suppressed.

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
MSK_IPAR_LICENSE_TRH_EXPIRY_WRN

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

Default:
7
Accepted:
[0; +inf]
Groups:
MSK_IPAR_LICENSE_WAIT

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.

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Overall solver, Overall system, License manager
MSK_IPAR_LOG

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.

Default:
10
Accepted:
[0; +inf]
Groups:
Output information, Logging
See also:
MSK_IPAR_LOG_CUT_SECOND_OPT
MSK_IPAR_LOG_ANA_PRO

Controls amount of output from the problem analyzer.

Default:
1
Accepted:
[0; +inf]
Groups:
Analysis, Logging
MSK_IPAR_LOG_BI

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

Default:
1
Accepted:
[0; +inf]
Groups:
Basis identification, Output information, Logging
MSK_IPAR_LOG_BI_FREQ

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

Default:
2500
Accepted:
[0; +inf]
Groups:
Basis identification, Output information, Logging
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.

Default:
0
Accepted:
[0; +inf]
Groups:
Data check, Nonlinear convex method
MSK_IPAR_LOG_CUT_SECOND_OPT

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.

Default:
1
Accepted:
[0; +inf]
Groups:
Output information, Logging
See also:
MSK_IPAR_LOG, MSK_IPAR_LOG_INTPNT, MSK_IPAR_LOG_MIO, MSK_IPAR_LOG_SIM
MSK_IPAR_LOG_EXPAND

Controls the amount of logging when a data item such as the maximum number constrains is expanded.

Default:
0
Accepted:
[0; +inf]
Groups:
Output information, Logging
MSK_IPAR_LOG_FEAS_REPAIR

Controls the amount of output printed when performing feasibility repair. A value higher than one means extensive logging.

Default:
1
Accepted:
[0; +inf]
Groups:
Output information, Logging
MSK_IPAR_LOG_FILE

Default:
1
Accepted:
[0; +inf]
Groups:
Data input/output, Output information, Logging
MSK_IPAR_LOG_INFEAS_ANA

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

Default:
1
Accepted:
[0; +inf]
Groups:
Infeasibility report, Output information, Logging
MSK_IPAR_LOG_INTPNT

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

Default:
1
Accepted:
[0; +inf]
Groups:
Interior-point method, Output information, Logging
MSK_IPAR_LOG_MIO

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

Default:
4
Accepted:
[0; +inf]
Groups:
Mixed-integer optimization, Output information, Logging
MSK_IPAR_LOG_MIO_FREQ

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.

Default:
10
Accepted:
[-inf; +inf]
Groups:
Mixed-integer optimization, Output information, Logging
MSK_IPAR_LOG_ORDER

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

Default:
1
Accepted:
[0; +inf]
Groups:
Output information, Logging
MSK_IPAR_LOG_PRESOLVE

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

Default:
1
Accepted:
[0; +inf]
Groups:
Logging
MSK_IPAR_LOG_RESPONSE

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

Default:
0
Accepted:
[0; +inf]
Groups:
Output information, Logging
MSK_IPAR_LOG_SENSITIVITY

Controls the amount of logging during the sensitivity analysis.

1. Means no logging information is produced.
2. Timing information is printed.
3. Sensitivity results are printed.
Default:
1
Accepted:
[0; +inf]
Groups:
Output information, Logging
MSK_IPAR_LOG_SENSITIVITY_OPT

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

Default:
0
Accepted:
[0; +inf]
Groups:
Output information, Logging
MSK_IPAR_LOG_SIM

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

Default:
4
Accepted:
[0; +inf]
Groups:
Simplex optimizer, Output information, Logging
MSK_IPAR_LOG_SIM_FREQ

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

Default:
1000
Accepted:
[0; +inf]
Groups:
Simplex optimizer, Output information, Logging
MSK_IPAR_LOG_SIM_MINOR

Currently not in use.

Default:
1
Accepted:
[0; +inf]
Groups:
Simplex optimizer, Output information
MSK_IPAR_LOG_STORAGE

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

Default:
0
Accepted:
[0; +inf]
Groups:
Output information, Overall system, Logging
MSK_IPAR_MAX_NUM_WARNINGS

Each warning is shown a limit number times controlled by this parameter. A negative value is identical to infinite number of times.

Default:
10
Accepted:
[-inf; +inf]
Groups:
Output information
MSK_IPAR_MIO_BRANCH_DIR

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

Default:
FREE
Accepted:
FREE, UP, DOWN, NEAR, FAR, ROOT_LP, GUIDED, PSEUDOCOST (see MSKbranchdire)
Groups:
Mixed-integer optimization
MSK_IPAR_MIO_CONSTRUCT_SOL

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.

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Mixed-integer optimization
MSK_IPAR_MIO_CUT_CLIQUE

Controls whether clique cuts should be generated.

Default:
ON
Accepted:

Groups:
Mixed-integer optimization
MSK_IPAR_MIO_CUT_CMIR

Controls whether mixed integer rounding cuts should be generated.

Default:
ON
Accepted:

Groups:
Mixed-integer optimization
MSK_IPAR_MIO_CUT_GMI

Controls whether GMI cuts should be generated.

Default:
ON
Accepted:

Groups:
Mixed-integer optimization
MSK_IPAR_MIO_CUT_IMPLIED_BOUND

Controls whether implied bound cuts should be generated.

Default:
OFF
Accepted:

Groups:
Mixed-integer optimization
MSK_IPAR_MIO_CUT_KNAPSACK_COVER

Controls whether knapsack cover cuts should be generated.

Default:
OFF
Accepted:

Groups:
Mixed-integer optimization
MSK_IPAR_MIO_CUT_SELECTION_LEVEL

Controls how aggressively generated cuts are selected to be included in the relaxation.

-1. The optimizer chooses the level of cut selection

1. Generated cuts less likely to be added to the relaxation
2. Cuts are more aggressively selected to be included in the relaxation
Default:
-1
Accepted:
[-1; +1]
Groups:
Mixed-integer optimization
MSK_IPAR_MIO_HEURISTIC_LEVEL

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.

Default:
-1
Accepted:
[-inf; +inf]
Groups:
Mixed-integer optimization
MSK_IPAR_MIO_MAX_NUM_BRANCHES

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

Default:
-1
Accepted:
[-inf; +inf]
Groups:
Mixed-integer optimization, Termination criteria
See also:
MSK_DPAR_MIO_DISABLE_TERM_TIME
MSK_IPAR_MIO_MAX_NUM_RELAXS

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

Default:
-1
Accepted:
[-inf; +inf]
Groups:
Mixed-integer optimization
See also:
MSK_DPAR_MIO_DISABLE_TERM_TIME
MSK_IPAR_MIO_MAX_NUM_SOLUTIONS

The mixed-integer optimizer can be terminated after a certain number of different feasible solutions has been located. If this parameter has the value $$n>0$$, then the mixed-integer optimizer will be terminated when $$n$$ feasible solutions have been located.

Default:
-1
Accepted:
[-inf; +inf]
Groups:
Mixed-integer optimization, Termination criteria
See also:
MSK_DPAR_MIO_DISABLE_TERM_TIME
MSK_IPAR_MIO_MODE

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

Default:
SATISFIED
Accepted:
IGNORED, SATISFIED (see MSKmiomodee)
Groups:
Overall solver
MSK_IPAR_MIO_MT_USER_CB

If true user callbacks are called from each thread used by mixed-integer optimizer. Otherwise it is only called from a single thread.

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Overall system
MSK_IPAR_MIO_NODE_OPTIMIZER

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

Default:
FREE
Accepted:
FREE, INTPNT, CONIC, PRIMAL_SIMPLEX, DUAL_SIMPLEX, FREE_SIMPLEX, MIXED_INT (see MSKoptimizertypee)
Groups:
Mixed-integer optimization
MSK_IPAR_MIO_NODE_SELECTION

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

Default:
FREE
Accepted:
FREE, FIRST, BEST, WORST, HYBRID, PSEUDO (see MSKmionodeseltypee)
Groups:
Mixed-integer optimization
MSK_IPAR_MIO_PERSPECTIVE_REFORMULATE

Enables or disables perspective reformulation in presolve.

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Mixed-integer optimization
MSK_IPAR_MIO_PROBING_LEVEL

Controls the amount of probing employed by the mixed-integer optimizer in presolve.

-1. The optimizer chooses the level of probing employed

1. Probing is disabled
2. A low amount of probing is employed
3. A medium amount of probing is employed
4. A high amount of probing is employed
Default:
-1
Accepted:
[-1; 3]
Groups:
Mixed-integer optimization
MSK_IPAR_MIO_RINS_MAX_NODES

Controls the maximum number of nodes allowed in each call to the RINS heuristic. The default value of -1 means that the value is determined automatically. A value of zero turns off the heuristic.

Default:
-1
Accepted:
[-1; +inf]
Groups:
Mixed-integer optimization
MSK_IPAR_MIO_ROOT_OPTIMIZER

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

Default:
FREE
Accepted:
FREE, INTPNT, CONIC, PRIMAL_SIMPLEX, DUAL_SIMPLEX, FREE_SIMPLEX, MIXED_INT (see MSKoptimizertypee)
Groups:
Mixed-integer optimization
MSK_IPAR_MIO_ROOT_REPEAT_PRESOLVE_LEVEL

Controls whether presolve can be repeated at root node.

• -1 The optimizer chooses whether presolve is repeated
• 0 Never repeat presolve
• 1 Always repeat presolve
Default:
-1
Accepted:
[-1; 1]
Groups:
Mixed-integer optimization
MSK_IPAR_MIO_VB_DETECTION_LEVEL

Controls how much effort is put into detecting variable bounds.

-1. The optimizer chooses

1. No variable bounds are detected
2. Only detect variable bounds that are directly represented in the problem
3. Detect variable bounds in probing
Default:
-1
Accepted:
[-1; +2]
Groups:
Mixed-integer optimization
MSK_IPAR_MT_SPINCOUNT

Set the number of iterations to spin before sleeping.

Default:
0
Accepted:
[0; 1000000000]
Groups:
Overall system
MSK_IPAR_NUM_THREADS

Controls the number of threads employed by the optimizer. If set to 0 the number of threads used will be equal to the number of cores detected on the machine.

Default:
0
Accepted:
[0; +inf]
Groups:
Overall system
MSK_IPAR_OPF_MAX_TERMS_PER_LINE

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

Default:
5
Accepted:
[0; +inf]
Groups:
Data input/output
MSK_IPAR_OPF_WRITE_HEADER

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_OPF_WRITE_HINTS

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_OPF_WRITE_PARAMETERS

Write a parameter section in an OPF file.

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_OPF_WRITE_PROBLEM

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_OPF_WRITE_SOL_BAS

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_OPF_WRITE_SOL_ITG

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_OPF_WRITE_SOL_ITR

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_OPF_WRITE_SOLUTIONS

Enable inclusion of solutions in the OPF files.

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_OPTIMIZER

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

Default:
FREE
Accepted:
FREE, INTPNT, CONIC, PRIMAL_SIMPLEX, DUAL_SIMPLEX, FREE_SIMPLEX, MIXED_INT (see MSKoptimizertypee)
Groups:
Overall solver
MSK_IPAR_PARAM_READ_CASE_NAME

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_PARAM_READ_IGN_ERROR

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

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_PRESOLVE_ELIMINATOR_MAX_FILL

Controls the maximum amount of fill-in that can be created by one pivot in the elimination phase of the presolve. A negative value means the parameter value is selected automatically.

Default:
-1
Accepted:
[-inf; +inf]
Groups:
Presolve
MSK_IPAR_PRESOLVE_ELIMINATOR_MAX_NUM_TRIES

Control the maximum number of times the eliminator is tried. A negative value implies MOSEK decides.

Default:
-1
Accepted:
[-inf; +inf]
Groups:
Presolve
MSK_IPAR_PRESOLVE_LEVEL

Currently not used.

Default:
-1
Accepted:
[-inf; +inf]
Groups:
Overall solver, Presolve
MSK_IPAR_PRESOLVE_LINDEP_ABS_WORK_TRH

The linear dependency check is potentially computationally expensive.

Default:
100
Accepted:
[-inf; +inf]
Groups:
Presolve
MSK_IPAR_PRESOLVE_LINDEP_REL_WORK_TRH

The linear dependency check is potentially computationally expensive.

Default:
100
Accepted:
[-inf; +inf]
Groups:
Presolve
MSK_IPAR_PRESOLVE_LINDEP_USE

Controls whether the linear constraints are checked for linear dependencies.

Default:
ON
Accepted:

Groups:
Presolve
MSK_IPAR_PRESOLVE_MAX_NUM_REDUCTIONS

Controls the maximum number of reductions performed by the presolve. The value of the parameter is normally only changed in connection with debugging. A negative value implies that an infinite number of reductions are allowed.

Default:
-1
Accepted:
[-inf; +inf]
Groups:
Overall solver, Presolve
MSK_IPAR_PRESOLVE_USE

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

Default:
FREE
Accepted:
OFF, ON, FREE (see MSKpresolvemodee)
Groups:
Overall solver, Presolve
MSK_IPAR_PRIMAL_REPAIR_OPTIMIZER

Controls which optimizer that is used to find the optimal repair.

Default:
FREE
Accepted:
FREE, INTPNT, CONIC, PRIMAL_SIMPLEX, DUAL_SIMPLEX, FREE_SIMPLEX, MIXED_INT (see MSKoptimizertypee)
Groups:
Overall solver
MSK_IPAR_READ_DATA_COMPRESSED

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

Default:
FREE
Accepted:
NONE, FREE, GZIP (see MSKcompresstypee)
Groups:
Data input/output
MSK_IPAR_READ_DATA_FORMAT

Format of the data file to be read.

Default:
EXTENSION
Accepted:
EXTENSION, MPS, LP, OP, XML, FREE_MPS, TASK, CB, JSON_TASK (see MSKdataformate)
Groups:
Data input/output
MSK_IPAR_READ_DEBUG

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_READ_KEEP_FREE_CON

Controls whether the free constraints are included in the problem.

Default:
OFF
Accepted:

Groups:
Data input/output
MSK_IPAR_READ_LP_DROP_NEW_VARS_IN_BOU

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

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_READ_LP_QUOTED_NAMES

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_READ_MPS_FORMAT

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

Default:
FREE
Accepted:
STRICT, RELAXED, FREE, CPLEX (see MSKmpsformate)
Groups:
Data input/output
MSK_IPAR_READ_MPS_WIDTH

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

Default:
1024
Accepted:
[80; +inf]
Groups:
Data input/output
MSK_IPAR_READ_TASK_IGNORE_PARAM

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

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_REMOVE_UNUSED_SOLUTIONS

Removes unsued solutions before the optimization is performed.

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Overall system
MSK_IPAR_SENSITIVITY_ALL

If set to MSK_ON, then MSK_sensitivityreport analyzes all bounds and variables instead of reading a specification from the file.

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Overall solver
MSK_IPAR_SENSITIVITY_OPTIMIZER

Controls which optimizer is used for optimal partition sensitivity analysis.

Default:
FREE_SIMPLEX
Accepted:
FREE, INTPNT, CONIC, PRIMAL_SIMPLEX, DUAL_SIMPLEX, FREE_SIMPLEX, MIXED_INT (see MSKoptimizertypee)
Groups:
Overall solver, Simplex optimizer
MSK_IPAR_SENSITIVITY_TYPE

Controls which type of sensitivity analysis is to be performed.

Default:
BASIS
Accepted:
BASIS, OPTIMAL_PARTITION (see MSKsensitivitytypee)
Groups:
Overall solver
MSK_IPAR_SIM_BASIS_FACTOR_USE

Controls whether an 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 penalty.

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Simplex optimizer
MSK_IPAR_SIM_DEGEN

Controls how aggressively degeneration is handled.

Default:
FREE
Accepted:
NONE, FREE, AGGRESSIVE, MODERATE, MINIMUM (see MSKsimdegene)
Groups:
Simplex optimizer
MSK_IPAR_SIM_DUAL_CRASH

Controls whether crashing is performed in the dual simplex optimizer.

If this parameter is set to $$x$$, then a crash will be performed if a basis consists of more than $$(100-x)\mod f_v$$ entries, where $$f_v$$ is the number of fixed variables.

Default:
90
Accepted:
[0; +inf]
Groups:
Dual simplex
MSK_IPAR_SIM_DUAL_PHASEONE_METHOD

An experimental feature.

Default:
0
Accepted:
[0; 10]
Groups:
Simplex optimizer
MSK_IPAR_SIM_DUAL_RESTRICT_SELECTION

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.

Default:
50
Accepted:
[0; 100]
Groups:
Dual simplex
MSK_IPAR_SIM_DUAL_SELECTION

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

Default:
FREE
Accepted:
FREE, FULL, ASE, DEVEX, SE, PARTIAL (see MSKsimseltypee)
Groups:
Dual simplex
MSK_IPAR_SIM_EXPLOIT_DUPVEC

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

Default:
OFF
Accepted:
ON, OFF, FREE (see MSKsimdupvece)
Groups:
Simplex optimizer
MSK_IPAR_SIM_HOTSTART

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

Default:
FREE
Accepted:
NONE, FREE, STATUS_KEYS (see MSKsimhotstarte)
Groups:
Simplex optimizer
MSK_IPAR_SIM_HOTSTART_LU

Determines if the simplex optimizer should exploit the initial factorization.

Default:
ON
Accepted:

Groups:
Simplex optimizer
MSK_IPAR_SIM_MAX_ITERATIONS

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

Default:
10000000
Accepted:
[0; +inf]
Groups:
Simplex optimizer, Termination criteria
MSK_IPAR_SIM_MAX_NUM_SETBACKS

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.

Default:
250
Accepted:
[0; +inf]
Groups:
Simplex optimizer
MSK_IPAR_SIM_NON_SINGULAR

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Simplex optimizer
MSK_IPAR_SIM_PRIMAL_CRASH

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.

Default:
90
Accepted:
[0; +inf]
Groups:
Primal simplex
MSK_IPAR_SIM_PRIMAL_PHASEONE_METHOD

An experimental feature.

Default:
0
Accepted:
[0; 10]
Groups:
Simplex optimizer
MSK_IPAR_SIM_PRIMAL_RESTRICT_SELECTION

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.

Default:
50
Accepted:
[0; 100]
Groups:
Primal simplex
MSK_IPAR_SIM_PRIMAL_SELECTION

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

Default:
FREE
Accepted:
FREE, FULL, ASE, DEVEX, SE, PARTIAL (see MSKsimseltypee)
Groups:
Primal simplex
MSK_IPAR_SIM_REFACTOR_FREQ

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.

Default:
0
Accepted:
[0; +inf]
Groups:
Simplex optimizer
MSK_IPAR_SIM_REFORMULATION

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

Default:
OFF
Accepted:
ON, OFF, FREE, AGGRESSIVE (see MSKsimreforme)
Groups:
Simplex optimizer
MSK_IPAR_SIM_SAVE_LU

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

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Simplex optimizer
MSK_IPAR_SIM_SCALING

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

Default:
FREE
Accepted:
FREE, NONE, MODERATE, AGGRESSIVE (see MSKscalingtypee)
Groups:
Simplex optimizer
MSK_IPAR_SIM_SCALING_METHOD

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

Default:
POW2
Accepted:
POW2, FREE (see MSKscalingmethode)
Groups:
Simplex optimizer
MSK_IPAR_SIM_SOLVE_FORM

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

Default:
FREE
Accepted:
FREE, PRIMAL, DUAL (see MSKsolveforme)
Groups:
Simplex optimizer
MSK_IPAR_SIM_STABILITY_PRIORITY

Controls how high priority the numerical stability should be given.

Default:
50
Accepted:
[0; 100]
Groups:
Simplex optimizer
MSK_IPAR_SIM_SWITCH_OPTIMIZER

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).

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Simplex optimizer
MSK_IPAR_SOL_FILTER_KEEP_BASIC

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

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Solution input/output
MSK_IPAR_SOL_FILTER_KEEP_RANGED

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

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Solution input/output
MSK_IPAR_SOL_READ_NAME_WIDTH

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.

Default:
-1
Accepted:
[-inf; +inf]
Groups:
Data input/output, Solution input/output
MSK_IPAR_SOL_READ_WIDTH

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

Default:
1024
Accepted:
[80; +inf]
Groups:
Data input/output, Solution input/output
MSK_IPAR_SOLUTION_CALLBACK

Indicates whether solution callbacks will be performed during the optimization.

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Progress callback, Overall solver
MSK_IPAR_TIMING_LEVEL

Controls the amount of timing performed inside MOSEK.

Default:
1
Accepted:
[0; +inf]
Groups:
Overall system
MSK_IPAR_WRITE_BAS_CONSTRAINTS

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output, Solution input/output
MSK_IPAR_WRITE_BAS_HEAD

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output, Solution input/output
MSK_IPAR_WRITE_BAS_VARIABLES

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output, Solution input/output
MSK_IPAR_WRITE_DATA_COMPRESSED

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

Default:
0
Accepted:
[0; +inf]
Groups:
Data input/output
MSK_IPAR_WRITE_DATA_FORMAT

Controls the data format when a task is written using MSK_writedata.

Default:
EXTENSION
Accepted:
EXTENSION, MPS, LP, OP, XML, FREE_MPS, TASK, CB, JSON_TASK (see MSKdataformate)
Groups:
Data input/output
MSK_IPAR_WRITE_DATA_PARAM

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

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_WRITE_FREE_CON

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

Default:
ON
Accepted:

Groups:
Data input/output
MSK_IPAR_WRITE_GENERIC_NAMES

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

Default:
OFF
Accepted:

Groups:
Data input/output
MSK_IPAR_WRITE_GENERIC_NAMES_IO

Index origin used in generic names.

Default:
1
Accepted:
[0; +inf]
Groups:
Data input/output
MSK_IPAR_WRITE_IGNORE_INCOMPATIBLE_ITEMS

Controls if the writer ignores incompatible problem items when writing files.

Default:
OFF
Accepted:

• ON: Ignore items that cannot be written to the current output file format.
• OFF: Produce an error if the problem contains items that cannot the written to the current output file format.
Groups:
Data input/output
MSK_IPAR_WRITE_INT_CONSTRAINTS

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output, Solution input/output
MSK_IPAR_WRITE_INT_HEAD

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output, Solution input/output
MSK_IPAR_WRITE_INT_VARIABLES

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output, Solution input/output
MSK_IPAR_WRITE_LP_FULL_OBJ

Write all variables, including the ones with 0-coefficients, in the objective.

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_WRITE_LP_LINE_WIDTH

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

Default:
80
Accepted:
[40; +inf]
Groups:
Data input/output
MSK_IPAR_WRITE_LP_QUOTED_NAMES

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_WRITE_LP_STRICT_FORMAT

Controls whether LP output files satisfy the LP format strictly.

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_WRITE_LP_TERMS_PER_LINE

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

Default:
10
Accepted:
[0; +inf]
Groups:
Data input/output
MSK_IPAR_WRITE_MPS_FORMAT

Controls in which format the MPS is written.

Default:
FREE
Accepted:
STRICT, RELAXED, FREE, CPLEX (see MSKmpsformate)
Groups:
Data input/output
MSK_IPAR_WRITE_MPS_INT

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

Default:
ON
Accepted:

Groups:
Data input/output
MSK_IPAR_WRITE_PRECISION

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.

Default:
15
Accepted:
[0; +inf]
Groups:
Data input/output
MSK_IPAR_WRITE_SOL_BARVARIABLES

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output, Solution input/output
MSK_IPAR_WRITE_SOL_CONSTRAINTS

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output, Solution input/output
MSK_IPAR_WRITE_SOL_HEAD

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output, Solution input/output
MSK_IPAR_WRITE_SOL_IGNORE_INVALID_NAMES

Even if the names are invalid MPS names, then they are employed when writing the solution file.

Default:
OFF
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output, Solution input/output
MSK_IPAR_WRITE_SOL_VARIABLES

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output, Solution input/output
MSK_IPAR_WRITE_TASK_INC_SOL

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

Default:
ON
Accepted:
ON, OFF (see MSKonoffkeye)
Groups:
Data input/output
MSK_IPAR_WRITE_XML_MODE

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

Default:
ROW
Accepted:
ROW, COL (see MSKxmlwriteroutputtypee)
Groups:
Data input/output

16.5.3 String parameters¶

MSKsparame

The enumeration type containing all string parameters.

MSK_SPAR_BAS_SOL_FILE_NAME

Name of the bas solution file.

Accepted:
Any valid file name.
Groups:
Data input/output, Solution input/output
MSK_SPAR_DATA_FILE_NAME

Data are read and written to this file.

Accepted:
Any valid file name.
Groups:
Data input/output
MSK_SPAR_DEBUG_FILE_NAME

MOSEK debug file.

Accepted:
Any valid file name.
Groups:
Data input/output
MSK_SPAR_INT_SOL_FILE_NAME

Name of the int solution file.

Accepted:
Any valid file name.
Groups:
Data input/output, Solution input/output
MSK_SPAR_ITR_SOL_FILE_NAME

Name of the itr solution file.

Accepted:
Any valid file name.
Groups:
Data input/output, Solution input/output
MSK_SPAR_MIO_DEBUG_STRING

For internal debugging purposes.

Accepted:
Any valid string.
Groups:
Data input/output
MSK_SPAR_PARAM_COMMENT_SIGN

Only the first character in this string is used. It is considered as a start of comment sign in the MOSEK parameter file. Spaces are ignored in the string.

Default:
%%
Accepted:
Any valid string.
Groups:
Data input/output
MSK_SPAR_PARAM_READ_FILE_NAME

Modifications to the parameter database is read from this file.

Accepted:
Any valid file name.
Groups:
Data input/output
MSK_SPAR_PARAM_WRITE_FILE_NAME

The parameter database is written to this file.

Accepted:
Any valid file name.
Groups:
Data input/output
MSK_SPAR_READ_MPS_BOU_NAME

Name of the BOUNDS vector used. An empty name means that the first BOUNDS vector is used.

Accepted:
Any valid MPS name.
Groups:
Data input/output
MSK_SPAR_READ_MPS_OBJ_NAME

Name of the free constraint used as objective function. An empty name means that the first constraint is used as objective function.

Accepted:
Any valid MPS name.
Groups:
Data input/output
MSK_SPAR_READ_MPS_RAN_NAME

Name of the RANGE vector used. An empty name means that the first RANGE vector is used.

Accepted:
Any valid MPS name.
Groups:
Data input/output
MSK_SPAR_READ_MPS_RHS_NAME

Name of the RHS used. An empty name means that the first RHS vector is used.

Accepted:
Any valid MPS name.
Groups:
Data input/output
MSK_SPAR_REMOTE_ACCESS_TOKEN

An access token used to submit tasks to a remote MOSEK server. An access token is a random 32-byte string encoded in base64, i.e. it is a 44 character ASCII string.

Accepted:
Any valid string.
Groups:
Overall system
MSK_SPAR_SENSITIVITY_FILE_NAME

If defined MSK_sensitivityreport reads this file as a sensitivity analysis data file specifying the type of analysis to be done.

Accepted:
Any valid string.
Groups:
Data input/output
MSK_SPAR_SENSITIVITY_RES_FILE_NAME

If this is a nonempty string, then MSK_sensitivityreport writes results to this file.

Accepted:
Any valid string.
Groups:
Data input/output
MSK_SPAR_SOL_FILTER_XC_LOW

A filter used to determine which constraints should be listed in the solution file. A value of $$0.5$$ means that all constraints having xc[i]>0.5 should be listed, whereas +0.5 means that all constraints having xc[i]>=blc[i]+0.5 should be listed. An empty filter means that no filter is applied.

Accepted:
Any valid filter.
Groups:
Data input/output, Solution input/output
MSK_SPAR_SOL_FILTER_XC_UPR

A filter used to determine which constraints should be listed in the solution file. A value of 0.5 means that all constraints having xc[i]<0.5 should be listed, whereas -0.5 means all constraints having xc[i]<=buc[i]-0.5 should be listed. An empty filter means that no filter is applied.

Accepted:
Any valid filter.
Groups:
Data input/output, Solution input/output
MSK_SPAR_SOL_FILTER_XX_LOW

A filter used to determine which variables should be listed in the solution file. A value of “0.5” means that all constraints having xx[j]>=0.5 should be listed, whereas “+0.5” means that all constraints having xx[j]>=blx[j]+0.5 should be listed. An empty filter means no filter is applied.

Accepted:
Any valid filter.
Groups:
Data input/output, Solution input/output
MSK_SPAR_SOL_FILTER_XX_UPR

A filter used to determine which variables should be listed in the solution file. A value of “0.5” means that all constraints having xx[j]<0.5 should be printed, whereas “-0.5” means all constraints having xx[j]<=bux[j]-0.5 should be listed. An empty filter means no filter is applied.

Accepted:
Any valid file name.
Groups:
Data input/output, Solution input/output
MSK_SPAR_STAT_FILE_NAME

Statistics file name.

Accepted:
Any valid file name.
Groups:
Data input/output
MSK_SPAR_STAT_KEY

Key used when writing the summary file.

Accepted:
Any valid string.
Groups:
Data input/output
MSK_SPAR_STAT_NAME

Name used when writing the statistics file.

Accepted:
Any valid XML string.
Groups:
Data input/output
MSK_SPAR_WRITE_LP_GEN_VAR_NAME

Sometimes when an LP file is written additional variables must be inserted. They will have the prefix denoted by this parameter.

Default:
xmskgen
Accepted:
Any valid string.
Groups:
Data input/output