18 Interface changes

The section shows interface-specific changes to the MOSEK Optimizer API for Rust in version 12.0 compared to version 11. See the release notes for general changes and new features of the MOSEK Optimization Suite.

18.1 New features in version 12.0 compared to 11

18.2 Important changes compared to version 11

• Parameters. Users who set parameters to tune the performance and numerical properties of the solver (termination criteria, tolerances, solving primal or dual, presolve etc.) are recommended to reevaluate such tuning. It may be that other, or default, parameter settings will be more beneficial in the current version. The hints in Sec. 8 (Debugging Tutorials) may be useful for some cases.

• Interior-point solutions for linear problems. The interior-point optimizer for linear problems will by default only return the basic solution (obtained from basis identification a.k.a. crossover), as opposed to the previous versions where both the interior-point and basic solution were returned. To get both the interior-point and basic solution set the parameter Iparam::REQUEST_INTPNT to Onoffkey::ON. To get only the interior-point solutiion disable basis identification with Iparam::INTPNT_BASIS. More information in Sec. 7.2.2 (Available solutions).

• Choosing dualization. The parameters MSK_IPAR_INTPNT_SOLVE_FORM and MSK_IPAR_SIM_SOLVE_FORM used to force the primal or dual form have been removed. Their role is taken over by a single MSK_IPAR_SOLVE_FORM, available here as Iparam::SOLVE_FORM.

18.3 Changes compared to version 11

18.3.1 Functions compared to version 11

Added

• Task.put_max_num_con_64

• Task.put_max_num_var_64

• Task.read_b_update

• Task.to_fixed_problem

• Task.write_b

18.3.2 Parameters compared to version 11

Added

• Dparam::HEARTBEAT_SIM_FREQ_TICKS

• Dparam::INTPNT_TOL_NEAR_REL

• Dparam::LOG_SIM_FREQ_TICKS

• Dparam::PRESOLVE_TOL_DUAL_INFEAS_PERTURBATION

• Iparam::BI_OPTIMIZER

• Iparam::CONCURRENT_DETERMINISTIC

• Iparam::FIXING_METHOD

• Iparam::FIXING_REQUIRE_FEAS

• Iparam::INTPNT_NOT_IN_USE

• Iparam::LOG_CONCURRENT

• Iparam::REQUEST_INTPNT

• Iparam::SIM_CACHE

• Iparam::SIM_SOLUTION_REFINEMENT

• Iparam::SOLVE_FORM

• Iparam::WRITE_LP_IGNORE_FREE_CONSTRAINTS

Removed

• iparam.bi_clean_optimizer

• iparam.heartbeat_sim_freq_ticks

• iparam.intpnt_diff_step

• iparam.intpnt_solve_form

• iparam.log_sim_freq_giga_ticks

• iparam.log_storage

• iparam.ptf_write_transform

• iparam.sim_exploit_dupvec

• iparam.sim_non_singular

• iparam.sim_reformulation

• iparam.sim_save_lu

• iparam.sim_solve_form

18.3.3 Constants compared to version 11

Added

• Callbackcode::BEGIN_BI_DUAL

• Callbackcode::BEGIN_BI_INITIALIZE

• Callbackcode::BEGIN_BI_OPTIMIZER

• Callbackcode::BEGIN_BI_OPTIMIZER_PRIMAL_DUAL_SIMPLEX

• Callbackcode::BEGIN_BI_PRIMAL

• Callbackcode::BEGIN_BI_PRIMAL_SIMPLEX

• Callbackcode::BEGIN_CONCURRENT

• Callbackcode::BEGIN_DUALIZER

• Callbackcode::BEGIN_GP_ORDER

• Callbackcode::BEGIN_INTPNT_SETUP

• Callbackcode::BEGIN_LOCAL_ORDER

• Callbackcode::BEGIN_ORDER

• Callbackcode::BEGIN_PRESOLVE_ELIMINATOR

• Callbackcode::BEGIN_PRESOLVE_LINEAR_DEPENDENCIES

• Callbackcode::BEGIN_PRIMAL_DUAL_SIMPLEX

• Callbackcode::BEGIN_UNDUALIZE_BI

• Callbackcode::BEGIN_UNDUALIZE_BI_DUAL

• Callbackcode::BEGIN_UNDUALIZE_BI_INITIALIZE

• Callbackcode::BEGIN_UNDUALIZE_BI_OPTIMIZE

• Callbackcode::BEGIN_UNDUALIZE_BI_OPTIMIZER_PRIMAL_DUAL_SIMPLEX

• Callbackcode::BEGIN_UNDUALIZE_BI_PRIMAL

• Callbackcode::BEGIN_UNDUALIZING

• Callbackcode::BEGIN_UNFOLD_BI

• Callbackcode::BEGIN_UNFOLD_BI_DUAL

• Callbackcode::BEGIN_UNFOLD_BI_INITIALIZE

• Callbackcode::BEGIN_UNFOLD_BI_OPTIMIZER

• Callbackcode::BEGIN_UNFOLD_BI_OPTIMIZER_PRIMAL_DUAL_SIMPLEX

• Callbackcode::BEGIN_UNFOLD_BI_PRIMAL

• Callbackcode::BEGIN_UNFOLDING

• Callbackcode::BI_OPTIMIZER_PRIMAL_DUAL_SIMPLEX

• Callbackcode::END_BI_DUAL

• Callbackcode::END_BI_INITIALIZE

• Callbackcode::END_BI_OPTIMIZER

• Callbackcode::END_BI_OPTIMIZER_PRIMAL_DUAL_SIMPLEX

• Callbackcode::END_BI_PRIMAL

• Callbackcode::END_CONCURRENT

• Callbackcode::END_DUALIZER

• Callbackcode::END_GP_ORDER

• Callbackcode::END_INTPNT_SETUP

• Callbackcode::END_LOCAL_ORDER

• Callbackcode::END_ORDER

• Callbackcode::END_PRESOLVE_ELIMINATOR

• Callbackcode::END_PRESOLVE_LINEAR_DEPENDENCIES

• Callbackcode::END_PRIMAL_DUAL_SIMPLEX

• Callbackcode::END_UNDUALIZE_BI

• Callbackcode::END_UNDUALIZE_BI_DUAL

• Callbackcode::END_UNDUALIZE_BI_INITIALIZE

• Callbackcode::END_UNDUALIZE_BI_OPIMIZER_PRIMAL_DUAL_SIMPLEX

• Callbackcode::END_UNDUALIZE_BI_OPTIMIZE

• Callbackcode::END_UNDUALIZE_BI_OPTIMIZE_128BIT

• Callbackcode::END_UNDUALIZE_BI_PRIMAL

• Callbackcode::END_UNDUALIZING

• Callbackcode::END_UNFOLD_BI

• Callbackcode::END_UNFOLD_BI_DUAL

• Callbackcode::END_UNFOLD_BI_INITIALIZE

• Callbackcode::END_UNFOLD_BI_OPTIMIZER

• Callbackcode::END_UNFOLD_BI_OPTIMIZER_PRIMAL_DUAL_SIMPLEX

• Callbackcode::END_UNFOLD_BI_PRIMAL

• Callbackcode::END_UNFOLDING

• Callbackcode::GP_ORDER

• Callbackcode::ITERATING_SIMPLEX

• Callbackcode::LOCAL_ORDER

• Callbackcode::ORDER

• Callbackcode::PRECISION_SIMPLEX

• Callbackcode::PRIMAL_DUAL_SIMPLEX

• Callbackcode::SIMPLEX

• Callbackcode::UNDUALIZE_BI_DUAL

• Callbackcode::UNDUALIZE_BI_OPTIMIZER_PRIMAL_DUAL_SIMPLEX

• Callbackcode::UNDUALIZE_BI_PRIMAL

• Callbackcode::UNFOLD_BI_DUAL

• Callbackcode::UNFOLD_BI_OPTIMIZER_PRIMAL_DUAL_SIMPLEX

• Callbackcode::UNFOLD_BI_PRIMAL

• Callbackcode::UPDATE_BI_DUAL

• Callbackcode::UPDATE_BI_PRIMAL

• Callbackcode::UPDATE_BI_PRIMAL_SIMPLEX

• Dinfitem::BI_OPTIMIZE_128BIT_TIME

• Dinfitem::BI_OPTIMIZE_TIME

• Dinfitem::CONCURRENT_TIME

• Dinfitem::FIXING_MAX_PERTURBATION

• Dinfitem::FIXING_TOTAL_PERTURBATION

• Dinfitem::INTPNT_SETUP_TIME

• Dinfitem::UNDUALIZE_BI_DUAL_TIME

• Dinfitem::UNDUALIZE_BI_INITIALIZE_TIME

• Dinfitem::UNDUALIZE_BI_OPTIMIZE_128BIT_TIME

• Dinfitem::UNDUALIZE_BI_OPTIMIZE_TIME

• Dinfitem::UNDUALIZE_BI_PRIMAL_TIME

• Dinfitem::UNDUALIZE_BI_TIME

• Dinfitem::UNFOLD_BI_DUAL_TIME

• Dinfitem::UNFOLD_BI_INITIALIZE_TIME

• Dinfitem::UNFOLD_BI_OPTIMIZE_128BIT_TIME

• Dinfitem::UNFOLD_BI_OPTIMIZE_TIME

• Dinfitem::UNFOLD_BI_PRIMAL_TIME

• Dinfitem::UNFOLD_BI_TIME

• Iinfitem::CONCURRENT_WINNING_OPTIMIZER

• Liinfitem::UNDUALIZE_BI_DUAL_ITER

• Liinfitem::UNDUALIZE_BI_OPTIMIZE_ITER

• Liinfitem::UNDUALIZE_BI_OPTIMIZE_ITER_128BIT

• Liinfitem::UNDUALIZE_BI_PRIMAL_ITER

• Liinfitem::UNFOLD_BI_DUAL_ITER

• Liinfitem::UNFOLD_BI_OPTIMIZE_128BIT_ITER

• Liinfitem::UNFOLD_BI_OPTIMIZE_ITER

• Liinfitem::UNFOLD_BI_OPTIMIZER_ITER

• Liinfitem::UNFOLD_BI_PRIMAL_ITER

• Optimizertype::CONCURRENT

• Optimizertype::DEPRECATED_INTPNT

• Optimizertype::PRIMAL_DUAL_SIMPLEX

Removed

• constant.basindtype.reservered

• constant.callbackcode.begin_dual_bi

• constant.callbackcode.begin_folding_bi

• constant.callbackcode.begin_folding_bi_dual

• constant.callbackcode.begin_folding_bi_initialize

• constant.callbackcode.begin_folding_bi_optimizer

• constant.callbackcode.begin_folding_bi_primal

• constant.callbackcode.begin_initialize_bi

• constant.callbackcode.begin_optimize_bi

• constant.callbackcode.begin_primal_bi

• constant.callbackcode.begin_primal_simplex_bi

• constant.callbackcode.end_dual_bi

• constant.callbackcode.end_folding_bi

• constant.callbackcode.end_folding_bi_dual

• constant.callbackcode.end_folding_bi_initialize

• constant.callbackcode.end_folding_bi_optimizer

• constant.callbackcode.end_folding_bi_primal

• constant.callbackcode.end_initialize_bi

• constant.callbackcode.end_optimize_bi

• constant.callbackcode.end_primal_bi

• constant.callbackcode.folding_bi_dual

• constant.callbackcode.folding_bi_optimizer

• constant.callbackcode.folding_bi_primal

• constant.callbackcode.im_order

• constant.callbackcode.optimize_bi

• constant.callbackcode.update_dual_bi

• constant.callbackcode.update_primal_bi

• constant.callbackcode.update_primal_simplex_bi

• constant.callbackcode.update_simplex

• constant.dinfitem.folding_bi_optimize_time

• constant.dinfitem.folding_bi_unfold_dual_time

• constant.dinfitem.folding_bi_unfold_initialize_time

• constant.dinfitem.folding_bi_unfold_primal_time

• constant.dinfitem.folding_bi_unfold_time

• constant.foldingmode.free_unless_basic

• constant.liinfitem.folding_bi_dual_iter

• constant.liinfitem.folding_bi_optimizer_iter

• constant.liinfitem.folding_bi_primal_iter

• constant.optimizertype.new_dual_simplex

• constant.optimizertype.new_primal_simplex

18.3.4 Response Codes compared to version 11

Added

• Rescode::ERR_B_FORMAT

• Rescode::ERR_CBF_INVALID_INDEX

• Rescode::ERR_FIXING_NOT_POSSIBLE

• Rescode::ERR_INCONSISTENT_UPDATE

• Rescode::ERR_MAX_NUM_CON_EXCEEDED

• Rescode::ERR_MAX_NUM_VAR_EXCEEDED

• Rescode::ERR_NUMERICAL_FAILURE

• Rescode::ERR_PRECISION_UNVAILABLE

• Rescode::ERR_SERVER_TLS_HANDSHAKE

• Rescode::ERR_SERVER_VERSION_MISMATCH

• Rescode::ERR_SIM_PRECISION_BOOSTING_IS_UNVAILABLE

• Rescode::ERR_TLS_CONFIGURATION

• Rescode::ERR_TLS_FAIL

• Rescode::TRM_ILL_CONDITIONED_BASIS

• Rescode::TRM_MAX_TICKS

• Rescode::WRN_SIM_PRECISION_BOOSTING_IS_UNVAILABLE

Removed

• rescode.err_numconlim

• rescode.err_numvarlim

• rescode.wrn_no_global_optimizer