14.4 Parameters (alphabetical list sorted by type)

14.4.1 Double parameters

"anaSolInfeasTol"

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
"basisRelTolS"

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

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

Maximum absolute dual bound violation in an optimal basic solution.

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

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
"intpntCoTolDfeas"

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:
 intpntCoTolNearRel
"intpntCoTolInfeas"

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
"intpntCoTolMuRed"

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
"intpntCoTolNearRel"

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
"intpntCoTolPfeas"

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:
 intpntCoTolNearRel
"intpntCoTolRelGap"

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:
 intpntCoTolNearRel
"intpntQoTolDfeas"

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:
 intpntQoTolNearRel
"intpntQoTolInfeas"

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
"intpntQoTolMuRed"

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
"intpntQoTolNearRel"

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
"intpntQoTolPfeas"

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:
 intpntQoTolNearRel
"intpntQoTolRelGap"

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:
 intpntQoTolNearRel
"intpntTolDfeas"

Dual feasibility tolerance used for linear optimization problems.

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

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
"intpntTolInfeas"

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
"intpntTolMuRed"

Relative complementarity gap tolerance for linear problems.

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

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
"intpntTolPfeas"

Primal feasibility tolerance used for linear optimization problems.

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

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
"intpntTolRelGap"

Relative gap termination tolerance for linear problems.

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

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
"intpntTolStepSize"

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
"lowerObjCut"

If either a primal or dual feasible solution is found proving that the optimal objective value is outside, the interval \([\) lowerObjCut, upperObjCut \(]\), then MOSEK is terminated.

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

If the lower objective cut is less than the value of this parameter value, then the lower objective cut i.e. lowerObjCut is treated as \(-\infty\).

Default:
 -0.5e30
Accepted:
 [-inf; +inf]
Groups:
 Termination criteria
"mioDisableTermTime"
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:
 mioMaxNumRelaxs, mioMaxNumBranches, mioNearTolAbsGap, mioNearTolRelGap
"mioMaxTime"

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
"mioNearTolAbsGap"

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

Default:
 0.0
Accepted:
 [0.0; +inf]
Groups:
 Mixed-integer optimization
See also:
 mioDisableTermTime
"mioNearTolRelGap"

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

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

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
"mioTolAbsGap"

Absolute optimality tolerance employed by the mixed-integer optimizer.

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

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
"mioTolFeas"

Feasibility tolerance for mixed integer solver.

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

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
"mioTolRelGap"

Relative optimality tolerance employed by the mixed-integer optimizer.

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

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
"presolveTolAbsLindep"

Absolute tolerance employed by the linear dependency checker.

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

Absolute zero tolerance employed for \(a_{ij}\) in the presolve.

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

Relative tolerance employed by the linear dependency checker.

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

Absolute zero tolerance employed for \(s_i\) in the presolve.

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

Absolute zero tolerance employed for \(x_j\) in the presolve.

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

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
"simplexAbsTolPiv"

Absolute pivot tolerance employed by the simplex optimizers.

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

If either a primal or dual feasible solution is found proving that the optimal objective value is outside, the interval \([\) lowerObjCut, upperObjCut \(]\), then MOSEK is terminated.

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

If the upper objective cut is greater than the value of this parameter, then the upper objective cut upperObjCut is treated as \(\infty\).

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

14.4.2 Integer parameters

"autoUpdateSolInfo"

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

Default:
 "off"
Accepted:
 "on", "off"
Groups:
 Overall system
"biCleanOptimizer"

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

Default:
 "free"
Accepted:
 "free", "intpnt", "conic", "primalSimplex", "dualSimplex", "freeSimplex", "mixedInt"
Groups:
 Basis identification, Overall solver
"biIgnoreMaxIter"

If the parameter intpntBasis has the value "noError" and the interior-point optimizer has terminated due to maximum number of iterations, then basis identification is performed if this parameter has the value "on".

Default:
 "off"
Accepted:
 "on", "off"
Groups:
 Interior-point method, Basis identification
"biIgnoreNumError"

If the parameter intpntBasis has the value "noError" and the interior-point optimizer has terminated due to a numerical problem, then basis identification is performed if this parameter has the value "on".

Default:
 "off"
Accepted:
 "on", "off"
Groups:
 Interior-point method, Basis identification
"biMaxIterations"

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
"cacheLicense"

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").

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

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

Default:
 "on"
Accepted:
 "on", "off"
Groups:
 License manager
"infeasPreferPrimal"

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"
Groups:
 Overall solver
"intpntBasis"

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

Default:
 "always"
Accepted:
 "never", "always", "noError", "ifFeasible", "reservered"
Groups:
 Interior-point method, Basis identification
See also:
 biIgnoreMaxIter, biIgnoreNumError, biMaxIterations, biCleanOptimizer
"intpntDiffStep"

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

Default:
 "on"
Accepted:
 
  • "on": Different step sizes are allowed.
  • "off": Different step sizes are not allowed.
Groups:
 Interior-point method
"intpntMaxIterations"

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

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

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
"intpntMultiThread"

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

Default:
 "on"
Accepted:
 "on", "off"
Groups:
 Overall system
"intpntOffColTrh"

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
"intpntOrderMethod"

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

Default:
 "free"
Accepted:
 "free", "appminloc", "experimental", "tryGraphpar", "forceGraphpar", "none"
Groups:
 Interior-point method
"intpntRegularizationUse"

Controls whether regularization is allowed.

Default:
 "on"
Accepted:
 "on", "off"
Groups:
 Interior-point method
"intpntScaling"

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

Default:
 "free"
Accepted:
 "free", "none", "moderate", "aggressive"
Groups:
 Interior-point method
"intpntSolveForm"

Controls whether the primal or the dual problem is solved.

Default:
 "free"
Accepted:
 "free", "primal", "dual"
Groups:
 Interior-point method
"intpntStartingPoint"

Starting point used by the interior-point optimizer.

Default:
 "free"
Accepted:
 "free", "guess", "constant", "satisfyBounds"
Groups:
 Interior-point method
"licenseDebug"

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

Default:
 "off"
Accepted:
 "on", "off"
Groups:
 License manager
"licensePauseTime"

If licenseWait= "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:
 License manager
"licenseSuppressExpireWrns"

Controls whether license features expire warnings are suppressed.

Default:
 "off"
Accepted:
 "on", "off"
Groups:
 License manager, Output information
"licenseTrhExpiryWrn"

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:
 License manager, Output information
"licenseWait"

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"
Groups:
 Overall solver, Overall system, License manager
"log"

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 logCutSecondOpt for the second and any subsequent optimizations.

Default:
 10
Accepted:
 [0; +inf]
Groups:
 Output information, Logging
See also:
 logCutSecondOpt
"logAnaPro"

Controls amount of output from the problem analyzer.

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

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
"logBiFreq"

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
"logCutSecondOpt"

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 log and logSim 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:
 log, logIntpnt, logMio, logSim
"logExpand"

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
"logFile"

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

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

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
"logIntpnt"

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
"logMio"

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
"logMioFreq"

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

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

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

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

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
"logResponse"

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
"logSim"

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
"logSimFreq"

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
"logSimMinor"

Currently not in use.

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

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

Default:
 "free"
Accepted:
 "free", "up", "down", "near", "far", "rootLp", "guided", "pseudocost"
Groups:
 Mixed-integer optimization
"mioConstructSol"

If set to "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"
Groups:
 Mixed-integer optimization
"mioCutClique"

Controls whether clique cuts should be generated.

Default:
 "on"
Accepted:
 
  • "on": Turns generation of this cut class on.
  • "off": Turns generation of this cut class off.
Groups:
 Mixed-integer optimization
"mioCutCmir"

Controls whether mixed integer rounding cuts should be generated.

Default:
 "on"
Accepted:
 
  • "on": Turns generation of this cut class on.
  • "off": Turns generation of this cut class off.
Groups:
 Mixed-integer optimization
"mioCutGmi"

Controls whether GMI cuts should be generated.

Default:
 "on"
Accepted:
 
  • "on": Turns generation of this cut class on.
  • "off": Turns generation of this cut class off.
Groups:
 Mixed-integer optimization
"mioCutImpliedBound"

Controls whether implied bound cuts should be generated.

Default:
 "off"
Accepted:
 
  • "on": Turns generation of this cut class on.
  • "off": Turns generation of this cut class off.
Groups:
 Mixed-integer optimization
"mioCutKnapsackCover"

Controls whether knapsack cover cuts should be generated.

Default:
 "off"
Accepted:
 
  • "on": Turns generation of this cut class on.
  • "off": Turns generation of this cut class off.
Groups:
 Mixed-integer optimization
"mioCutSelectionLevel"

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
"mioHeuristicLevel"

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
"mioMaxNumBranches"

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:
 mioDisableTermTime
"mioMaxNumRelaxs"

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:
 mioDisableTermTime
"mioMaxNumSolutions"

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:
 mioDisableTermTime
"mioMode"

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

Default:
 "satisfied"
Accepted:
 "ignored", "satisfied"
Groups:
 Overall solver
"mioNodeOptimizer"

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

Default:
 "free"
Accepted:
 "free", "intpnt", "conic", "primalSimplex", "dualSimplex", "freeSimplex", "mixedInt"
Groups:
 Mixed-integer optimization
"mioNodeSelection"

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

Default:
 "free"
Accepted:
 "free", "first", "best", "worst", "hybrid", "pseudo"
Groups:
 Mixed-integer optimization
"mioPerspectiveReformulate"

Enables or disables perspective reformulation in presolve.

Default:
 "on"
Accepted:
 "on", "off"
Groups:
 Mixed-integer optimization
"mioProbingLevel"

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
"mioRinsMaxNodes"

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
"mioRootOptimizer"

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

Default:
 "free"
Accepted:
 "free", "intpnt", "conic", "primalSimplex", "dualSimplex", "freeSimplex", "mixedInt"
Groups:
 Mixed-integer optimization
"mioRootRepeatPresolveLevel"

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
"mioVbDetectionLevel"

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
"mtSpincount"

Set the number of iterations to spin before sleeping.

Default:
 0
Accepted:
 [0; 1000000000]
Groups:
 Overall system
"numThreads"

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
"optimizer"

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

Default:
 "free"
Accepted:
 "free", "intpnt", "conic", "primalSimplex", "dualSimplex", "freeSimplex", "mixedInt"
Groups:
 Overall solver
"presolveEliminatorMaxFill"

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
"presolveEliminatorMaxNumTries"

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

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

Currently not used.

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

The linear dependency check is potentially computationally expensive.

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

The linear dependency check is potentially computationally expensive.

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

Controls whether the linear constraints are checked for linear dependencies.

Default:
 "on"
Accepted:
 
  • "on": Turns the linear dependency check on.
  • "off": Turns the linear dependency check off.
Groups:
 Presolve
"presolveUse"

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

Default:
 "free"
Accepted:
 "off", "on", "free"
Groups:
 Overall solver, Presolve
"removeUnusedSolutions"

Removes unsued solutions before the optimization is performed.

Default:
 "off"
Accepted:
 "on", "off"
Groups:
 Overall system
"simBasisFactorUse"

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"
Groups:
 Simplex optimizer
"simDegen"

Controls how aggressively degeneration is handled.

Default:
 "free"
Accepted:
 "none", "free", "aggressive", "moderate", "minimum"
Groups:
 Simplex optimizer
"simDualCrash"

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
"simDualPhaseoneMethod"

An experimental feature.

Default:
 0
Accepted:
 [0; 10]
Groups:
 Simplex optimizer
"simDualRestrictSelection"

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
"simDualSelection"

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"
Groups:
 Dual simplex
"simExploitDupvec"

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

Default:
 "off"
Accepted:
 "on", "off", "free"
Groups:
 Simplex optimizer
"simHotstart"

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

Default:
 "free"
Accepted:
 "none", "free", "statusKeys"
Groups:
 Simplex optimizer
"simHotstartLu"

Determines if the simplex optimizer should exploit the initial factorization.

Default:
 "on"
Accepted:
 
  • "on": Factorization is reused if possible.
  • "off": Factorization is recomputed.
Groups:
 Simplex optimizer
"simMaxIterations"

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

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

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
"simNonSingular"

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

Default:
 "on"
Accepted:
 "on", "off"
Groups:
 Simplex optimizer
"simPrimalCrash"

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
"simPrimalPhaseoneMethod"

An experimental feature.

Default:
 0
Accepted:
 [0; 10]
Groups:
 Simplex optimizer
"simPrimalRestrictSelection"

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
"simPrimalSelection"

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"
Groups:
 Primal simplex
"simRefactorFreq"

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
"simReformulation"

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

Default:
 "off"
Accepted:
 "on", "off", "free", "aggressive"
Groups:
 Simplex optimizer
"simSaveLu"

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

Default:
 "off"
Accepted:
 "on", "off"
Groups:
 Simplex optimizer
"simScaling"

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

Default:
 "free"
Accepted:
 "free", "none", "moderate", "aggressive"
Groups:
 Simplex optimizer
"simScalingMethod"

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

Default:
 "pow2"
Accepted:
 "pow2", "free"
Groups:
 Simplex optimizer
"simSolveForm"

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

Default:
 "free"
Accepted:
 "free", "primal", "dual"
Groups:
 Simplex optimizer
"simSwitchOptimizer"

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"
Groups:
 Simplex optimizer
"writeLpFullObj"

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

Default:
 "on"
Accepted:
 "on", "off"
Groups:
 Data input/output
"writeLpLineWidth"

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

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

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

Default:
 "on"
Accepted:
 "on", "off"
Groups:
 Data input/output
"writeLpTermsPerLine"

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

14.4.3 String parameters

"basSolFileName"

Name of the bas solution file.

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

Data are read and written to this file.

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

Name of the int solution file.

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

Name of the itr solution file.

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

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
"writeLpGenVarName"

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