7.3 Input/Output

The logging and I/O features are provided mainly by the MOSEK task and to some extent by the MOSEK environment objects.

7.3.1 Stream logging

By default the solver runs silently and does not produce any output to the console or otherwise. However, the log output can be redirected to a user-defined output stream or stream callback function. The log output is analogous to the one produced by the command-line version of MOSEK.

The log messages are partitioned in three streams:

These streams are aggregated in the MSK_STREAM_LOG stream. A stream handler can be defined for each stream separately.

A stream handler is simply a user-defined function of type MSKstreamfunc that accepts a string, for example:

static void MSKAPI printstr(void       *handle,
                            const char *str)
{
  printf("%s", str);
}

It is attached to a stream as follows:

MSK_linkfunctotaskstream(task, MSK_STREAM_LOG, NULL, printstr);

The stream can be detached by calling

MSK_linkfunctotaskstream(task, MSK_STREAM_LOG, NULL, NULL);

A log stream can also be redirected to a file:

MSK_linkfiletotaskstream(task, MSK_STREAM_LOG, "mosek.log", 0);

After optimization is completed an additional short summary of the solution and optimization process can be printed to any stream using the method MSK_solutionsummary.

7.3.2 Log verbosity

The logging verbosity can be controlled by setting the relevant parameters, as for instance

Each parameter controls the output level of a specific functionality or algorithm. The main switch is MSK_IPAR_LOG which affect the whole output. The actual log level for a specific functionality is determined as the minimum between MSK_IPAR_LOG and the relevant parameter. For instance, the log level for the output produce by the interior-point algorithm is tuned by the MSK_IPAR_LOG_INTPNT; the actual log level is defined by the minimum between MSK_IPAR_LOG and MSK_IPAR_LOG_INTPNT.

Tuning the solver verbosity may require adjusting several parameters. It must be noticed that verbose logging is supposed to be of interest during debugging and tuning. When output is no more of interest, the user can easily disable it globally with MSK_IPAR_LOG. Larger values of MSK_IPAR_LOG do not necessarily result in increased output.

By default MOSEK will reduce the amount of log information after the first optimization on a given problem. To get full log output on subsequent re-optimizations set MSK_IPAR_LOG_CUT_SECOND_OPT to zero.

7.3.3 Saving a problem to a file

An optimization problem can be dumped to a file using the method MSK_writedata. The file format will be determined from the filename’s extension (unless the parameter MSK_IPAR_WRITE_DATA_FORMAT specifies something else). Supported formats are listed in Sec. 17 (Supported File Formats) together with a table of problem types supported by each.

For instance the problem can be written to an OPF file with

    MSK_writedata(task,"data.opf");
    MSK_optimize(task);

All formats can be compressed with gzip by appending the .gz extension, for example

    MSK_writedata(task,"data.task.gz");

Some remarks:

  • Unnamed variables are given generic names. It is therefore recommended to use meaningful variable names if the problem file is meant to be human-readable.
  • The task format is MOSEK’s native file format which contains all the problem data as well as solver settings.

7.3.4 Reading a problem from a file

A problem saved in any of the supported file formats can be read directly into a task using MSK_readdata. The task must be created in advance. Afterwards the problem can be optimized, modified, etc. If the file contained solutions, then are also imported, but the status of any solution will be set to MSK_SOL_STA_UNKNOWN (solutions can also be read separately using MSK_readsolution). If the file contains parameters, they will be set accordingly.

  res = MSK_maketask(env, 0,0, &task);
  if (res == MSK_RES_OK)
    res = MSK_readdata(task, "file.task.gz");
  if (res == MSK_RES_OK)
    res = MSK_optimize(task);