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: 1e6 Accepted: [0.0; +inf] Groups: Analysis

MSK_DPAR_BASIS_REL_TOL_S
¶ Maximum relative dual bound violation allowed in an optimal basic solution.
Default: 1.0e12 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: 1.0e6 Accepted: [1.0e9; +inf] Groups: Simplex optimizer, Termination criteria

MSK_DPAR_BASIS_TOL_X
¶ Maximum absolute primal bound violation allowed in an optimal basic solution.
Default: 1.0e6 Accepted: [1.0e9; +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 nonconvex. Increasing this tolerance relaxes the criteria for declaring the problem nonconvex.
A problem is declared nonconvex 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 nonnegativity 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: 1e10 Accepted: [0; +inf] Groups: Interiorpoint 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: 1.0e12 Accepted: [1.0e16; 1.0e6] 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: 1.0e12 Accepted: [1.0e16; 1.0e6] 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: 1.0e16 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: 1.0e8 Accepted: [0.0; +inf] Groups: Data check

MSK_DPAR_INTPNT_CO_TOL_DFEAS
¶ Dual feasibility tolerance used by the conic interiorpoint optimizer.
Default: 1.0e8 Accepted: [0.0; 1.0] Groups: Interiorpoint method, Termination criteria, Conic interiorpoint method See also: MSK_DPAR_INTPNT_CO_TOL_NEAR_REL

MSK_DPAR_INTPNT_CO_TOL_INFEAS
¶ Controls when the conic interiorpoint optimizer declares the model primal or dual infeasible. A small number means the optimizer gets more conservative about declaring the model infeasible.
Default: 1.0e10 Accepted: [0.0; 1.0] Groups: Interiorpoint method, Termination criteria, Conic interiorpoint method

MSK_DPAR_INTPNT_CO_TOL_MU_RED
¶ Relative complementarity gap feasibility tolerance used by the conic interiorpoint optimizer.
Default: 1.0e8 Accepted: [0.0; 1.0] Groups: Interiorpoint method, Termination criteria, Conic interiorpoint 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: Interiorpoint method, Termination criteria, Conic interiorpoint method

MSK_DPAR_INTPNT_CO_TOL_PFEAS
¶ Primal feasibility tolerance used by the conic interiorpoint optimizer.
Default: 1.0e8 Accepted: [0.0; 1.0] Groups: Interiorpoint method, Termination criteria, Conic interiorpoint 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 interiorpoint optimizer.
Default: 1.0e7 Accepted: [0.0; 1.0] Groups: Interiorpoint method, Termination criteria, Conic interiorpoint 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: 1.0e4 Accepted: [0.0; 0.99] Groups: Interiorpoint method, Nonlinear convex method

MSK_DPAR_INTPNT_NL_TOL_DFEAS
¶ Dual feasibility tolerance used when a nonlinear model is solved.
Default: 1.0e8 Accepted: [0.0; 1.0] Groups: Interiorpoint method, Termination criteria, Nonlinear convex method

MSK_DPAR_INTPNT_NL_TOL_MU_RED
¶ Relative complementarity gap tolerance for the nonlinear solver.
Default: 1.0e12 Accepted: [0.0; 1.0] Groups: Interiorpoint method, Termination criteria, Nonlinear convex method

MSK_DPAR_INTPNT_NL_TOL_NEAR_REL
¶ If the MOSEK nonlinear interiorpoint 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: Interiorpoint method, Termination criteria, Nonlinear convex method

MSK_DPAR_INTPNT_NL_TOL_PFEAS
¶ Primal feasibility tolerance used when a nonlinear model is solved.
Default: 1.0e8 Accepted: [0.0; 1.0] Groups: Interiorpoint method, Termination criteria, Nonlinear convex method

MSK_DPAR_INTPNT_NL_TOL_REL_GAP
¶ Relative gap termination tolerance for nonlinear problems.
Default: 1.0e6 Accepted: [1.0e14; +inf] Groups: Termination criteria, Interiorpoint 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: [1.0e4; 0.9999999] Groups: Interiorpoint method, Nonlinear convex method

MSK_DPAR_INTPNT_QO_TOL_DFEAS
¶ Dual feasibility tolerance used when the interiorpoint optimizer is applied to a quadratic optimization problem..
Default: 1.0e8 Accepted: [0.0; 1.0] Groups: Interiorpoint method, Termination criteria See also: MSK_DPAR_INTPNT_QO_TOL_NEAR_REL

MSK_DPAR_INTPNT_QO_TOL_INFEAS
¶ Controls when the conic interiorpoint optimizer declares the model primal or dual infeasible. A small number means the optimizer gets more conservative about declaring the model infeasible.
Default: 1.0e10 Accepted: [0.0; 1.0] Groups: Interiorpoint method, Termination criteria

MSK_DPAR_INTPNT_QO_TOL_MU_RED
¶ Relative complementarity gap feasibility tolerance used when interiorpoint optimizer is applied to a quadratic optimization problem.
Default: 1.0e8 Accepted: [0.0; 1.0] Groups: Interiorpoint 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: Interiorpoint method, Termination criteria

MSK_DPAR_INTPNT_QO_TOL_PFEAS
¶ Primal feasibility tolerance used when the interiorpoint optimizer is applied to a quadratic optimization problem.
Default: 1.0e8 Accepted: [0.0; 1.0] Groups: Interiorpoint 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 interiorpoint optimizer is applied to a quadratic optimization problem.
Default: 1.0e8 Accepted: [0.0; 1.0] Groups: Interiorpoint 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: 1.0e8 Accepted: [0.0; 1.0] Groups: Interiorpoint method, Termination criteria

MSK_DPAR_INTPNT_TOL_DSAFE
¶ Controls the initial dual starting point used by the interiorpoint optimizer. If the interiorpoint 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: [1.0e4; +inf] Groups: Interiorpoint 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: 1.0e10 Accepted: [0.0; 1.0] Groups: Interiorpoint method, Termination criteria, Nonlinear convex method

MSK_DPAR_INTPNT_TOL_MU_RED
¶ Relative complementarity gap tolerance for linear problems.
Default: 1.0e16 Accepted: [0.0; 1.0] Groups: Interiorpoint method, Termination criteria

MSK_DPAR_INTPNT_TOL_PATH
¶ Controls how close the interiorpoint 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: 1.0e8 Accepted: [0.0; 0.9999] Groups: Interiorpoint method

MSK_DPAR_INTPNT_TOL_PFEAS
¶ Primal feasibility tolerance used for linear optimization problems.
Default: 1.0e8 Accepted: [0.0; 1.0] Groups: Interiorpoint method, Termination criteria

MSK_DPAR_INTPNT_TOL_PSAFE
¶ Controls the initial primal starting point used by the interiorpoint optimizer. If the interiorpoint 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: [1.0e4; +inf] Groups: Interiorpoint method

MSK_DPAR_INTPNT_TOL_REL_GAP
¶ Relative gap termination tolerance for linear problems.
Default: 1.0e8 Accepted: [1.0e14; +inf] Groups: Termination criteria, Interiorpoint method

MSK_DPAR_INTPNT_TOL_REL_STEP
¶ Relative step size to the boundary for linear and quadratic optimization problems.
Default: 0.9999 Accepted: [1.0e4; 0.999999] Groups: Interiorpoint method

MSK_DPAR_INTPNT_TOL_STEP_SIZE
¶ Minimal step size tolerance. If the step size falls below the value of this parameter, then the interiorpoint optimizer assumes that it is stalled. In other words the interiorpoint optimizer does not make any progress and therefore it is better stop.
Default: 1.0e6 Accepted: [0.0; 1.0] Groups: Interiorpoint 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
MSK_IPAR_MIO_MAX_NUM_RELAXS
MSK_IPAR_MIO_MAX_NUM_BRANCHES
MSK_DPAR_MIO_NEAR_TOL_ABS_GAP
MSK_DPAR_MIO_NEAR_TOL_REL_GAP
is disabled 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: Mixedinteger 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 mixedinteger optimizer. A negative number means infinity.
Default: 1.0 Accepted: [inf; +inf] Groups: Mixedinteger optimization, Termination criteria

MSK_DPAR_MIO_NEAR_TOL_ABS_GAP
¶ Relaxed absolute optimality tolerance employed by the mixedinteger optimizer. This termination criteria is delayed. See
MSK_DPAR_MIO_DISABLE_TERM_TIME
for details.Default: 0.0 Accepted: [0.0; +inf] Groups: Mixedinteger optimization See also: MSK_DPAR_MIO_DISABLE_TERM_TIME

MSK_DPAR_MIO_NEAR_TOL_REL_GAP
¶ The mixedinteger optimizer is terminated when this tolerance is satisfied. This termination criteria is delayed. See
MSK_DPAR_MIO_DISABLE_TERM_TIME
for details.Default: 1.0e3 Accepted: [0.0; +inf] Groups: Mixedinteger 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: 1.0e10 Accepted: [1.0e15; +inf] Groups: Mixedinteger optimization, Termination criteria

MSK_DPAR_MIO_TOL_ABS_GAP
¶ Absolute optimality tolerance employed by the mixedinteger optimizer.
Default: 0.0 Accepted: [0.0; +inf] Groups: Mixedinteger 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: 1.0e5 Accepted: [1e9; +inf] Groups: Mixedinteger optimization

MSK_DPAR_MIO_TOL_FEAS
¶ Feasibility tolerance for mixed integer solver.
Default: 1.0e6 Accepted: [1e9; 1e3] Groups: Mixedinteger 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: Mixedinteger optimization

MSK_DPAR_MIO_TOL_REL_GAP
¶ Relative optimality tolerance employed by the mixedinteger optimizer.
Default: 1.0e4 Accepted: [0.0; +inf] Groups: Mixedinteger 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: 1.0e6 Accepted: [0.0; +inf] Groups: Presolve

MSK_DPAR_PRESOLVE_TOL_AIJ
¶ Absolute zero tolerance employed for \(a_{ij}\) in the presolve.
Default: 1.0e12 Accepted: [1.0e15; +inf] Groups: Presolve

MSK_DPAR_PRESOLVE_TOL_REL_LINDEP
¶ Relative tolerance employed by the linear dependency checker.
Default: 1.0e10 Accepted: [0.0; +inf] Groups: Presolve

MSK_DPAR_PRESOLVE_TOL_S
¶ Absolute zero tolerance employed for \(s_i\) in the presolve.
Default: 1.0e8 Accepted: [0.0; +inf] Groups: Presolve

MSK_DPAR_PRESOLVE_TOL_X
¶ Absolute zero tolerance employed for \(x_j\) in the presolve.
Default: 1.0e8 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: 1e15 Accepted: [0; +inf] Groups: Interiorpoint method

MSK_DPAR_SEMIDEFINITE_TOL_APPROX
¶ Tolerance to define a matrix to be positive semidefinite.
Default: 1.0e10 Accepted: [1.0e15; +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: [1.0e6; 0.999999] Groups: Basis identification, Simplex optimizer

MSK_DPAR_SIMPLEX_ABS_TOL_PIV
¶ Absolute pivot tolerance employed by the simplex optimizers.
Default: 1.0e7 Accepted: [1.0e12; +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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)Groups: Simplex optimizer

MSK_IPAR_BI_CLEAN_OPTIMIZER
¶ Controls which simplex optimizer is used in the cleanup phase.
Default: FREE
Accepted: FREE
,INTPNT
,CONIC
,PRIMAL_SIMPLEX
,DUAL_SIMPLEX
,FREE_SIMPLEX
,MIXED_INT
(seeMSKoptimizertypee
)Groups: Basis identification, Overall solver

MSK_IPAR_BI_IGNORE_MAX_ITER
¶ If the parameter
MSK_IPAR_INTPNT_BASIS
has the valueMSK_BI_NO_ERROR
and the interiorpoint optimizer has terminated due to maximum number of iterations, then basis identification is performed if this parameter has the valueMSK_ON
.Default: OFF
Accepted: ON
,OFF
(seeMSKonoffkeye
)Groups: Interiorpoint method, Basis identification

MSK_IPAR_BI_IGNORE_NUM_ERROR
¶ If the parameter
MSK_IPAR_INTPNT_BASIS
has the valueMSK_BI_NO_ERROR
and the interiorpoint optimizer has terminated due to a numerical problem, then basis identification is performed if this parameter has the valueMSK_ON
.Default: OFF
Accepted: ON
,OFF
(seeMSKonoffkeye
)Groups: Interiorpoint 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
.Checkin and checkout of licenses have an overhead. Frequent communication with the license server should be avoided.
Default: ON
Accepted: ON
,OFF
(seeMSKonoffkeye
)Groups: License manager

MSK_IPAR_CHECK_CONVEXITY
¶ Specify the level of convexity check on quadratic problems.
Default: FULL
Accepted: NONE
,SIMPLE
,FULL
(seeMSKcheckconvexitytypee
)Groups: Data check, Nonlinear convex method

MSK_IPAR_COMPRESS_STATFILE
¶ Control compression of stat files.
Default: ON
Accepted: ON
,OFF
(seeMSKonoffkeye
)

MSK_IPAR_INFEAS_GENERIC_NAMES
¶ Controls whether generic names are used when an infeasible subproblem is created.
Default: OFF
Accepted: ON
,OFF
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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 interiorpoint optimizer also computes an optimal basis.
Default: ALWAYS
Accepted: NEVER
,ALWAYS
,NO_ERROR
,IF_FEASIBLE
,RESERVERED
(seeMSKbasindtypee
)Groups: Interiorpoint method, Basis identification See also: MSK_IPAR_BI_IGNORE_MAX_ITER
,MSK_IPAR_BI_IGNORE_NUM_ERROR
,MSK_IPAR_BI_MAX_ITERATIONS
,MSK_IPAR_BI_CLEAN_OPTIMIZER

MSK_IPAR_INTPNT_DIFF_STEP
¶ Controls whether different step sizes are allowed in the primal and dual space.
Default: ON
Accepted: Groups: Interiorpoint method

MSK_IPAR_INTPNT_HOTSTART
¶ Currently not in use.
Default: NONE
Accepted: NONE
,PRIMAL
,DUAL
,PRIMAL_DUAL
(seeMSKintpnthotstarte
)Groups: Interiorpoint method

MSK_IPAR_INTPNT_MAX_ITERATIONS
¶ Controls the maximum number of iterations allowed in the interiorpoint optimizer.
Default: 400 Accepted: [0; +inf] Groups: Interiorpoint 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: Interiorpoint 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: Interiorpoint method

MSK_IPAR_INTPNT_MULTI_THREAD
¶ Controls whether the interiorpoint optimizers are allowed to employ multiple threads if more threads is available.
Default: ON
Accepted: ON
,OFF
(seeMSKonoffkeye
)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: Interiorpoint method

MSK_IPAR_INTPNT_ORDER_METHOD
¶ Controls the ordering strategy used by the interiorpoint optimizer when factorizing the Newton equation system.
Default: FREE
Accepted: FREE
,APPMINLOC
,EXPERIMENTAL
,TRY_GRAPHPAR
,FORCE_GRAPHPAR
,NONE
(seeMSKorderingtypee
)Groups: Interiorpoint method

MSK_IPAR_INTPNT_REGULARIZATION_USE
¶ Controls whether regularization is allowed.
Default: ON
Accepted: ON
,OFF
(seeMSKonoffkeye
)Groups: Interiorpoint method

MSK_IPAR_INTPNT_SCALING
¶ Controls how the problem is scaled before the interiorpoint optimizer is used.
Default: FREE
Accepted: FREE
,NONE
,MODERATE
,AGGRESSIVE
(seeMSKscalingtypee
)Groups: Interiorpoint method

MSK_IPAR_INTPNT_SOLVE_FORM
¶ Controls whether the primal or the dual problem is solved.
Default: FREE
Accepted: FREE
,PRIMAL
,DUAL
(seeMSKsolveforme
)Groups: Interiorpoint method

MSK_IPAR_INTPNT_STARTING_POINT
¶ Starting point used by the interiorpoint optimizer.
Default: FREE
Accepted: FREE
,GUESS
,CONSTANT
,SATISFY_BOUNDS
(seeMSKstartpointtypee
)Groups: Interiorpoint method

MSK_IPAR_LICENSE_DEBUG
¶ This option is used to turn on debugging of the license manager.
Default: OFF
Accepted: ON
,OFF
(seeMSKonoffkeye
)Groups: License manager

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: License manager

MSK_IPAR_LICENSE_SUPPRESS_EXPIRE_WRNS
¶ Controls whether license features expire warnings are suppressed.
Default: OFF
Accepted: ON
,OFF
(seeMSKonoffkeye
)Groups: License manager, Output information

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: License manager, Output information

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
(seeMSKonoffkeye
)Groups: Overall solver, Overall system, License manager

MSK_IPAR_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
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 userdefined 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
andMSK_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
¶ 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

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 interiorpoint optimizer. A higher level implies that more information is logged.
Default: 1 Accepted: [0; +inf] Groups: Interiorpoint method, Output information, Logging

MSK_IPAR_LOG_MIO
¶ Controls the log level for the mixedinteger optimizer. A higher level implies that more information is logged.
Default: 4 Accepted: [0; +inf] Groups: Mixedinteger optimization, Output information, Logging

MSK_IPAR_LOG_MIO_FREQ
¶ Controls how frequent the mixedinteger 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: Mixedinteger 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.
 Means no logging information is produced.
 Timing information is printed.
 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 userdefined 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 mixedinteger optimizer is branching up or down by default.
Default: FREE
Accepted: FREE
,UP
,DOWN
,NEAR
,FAR
,ROOT_LP
,GUIDED
,PSEUDOCOST
(seeMSKbranchdire
)Groups: Mixedinteger 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
(seeMSKonoffkeye
)Groups: Mixedinteger optimization

MSK_IPAR_MIO_CUT_CLIQUE
¶ Controls whether clique cuts should be generated.
Default: ON
Accepted: Groups: Mixedinteger optimization

MSK_IPAR_MIO_CUT_CMIR
¶ Controls whether mixed integer rounding cuts should be generated.
Default: ON
Accepted: Groups: Mixedinteger optimization

MSK_IPAR_MIO_CUT_GMI
¶ Controls whether GMI cuts should be generated.
Default: ON
Accepted: Groups: Mixedinteger optimization

MSK_IPAR_MIO_CUT_IMPLIED_BOUND
¶ Controls whether implied bound cuts should be generated.
Default: OFF
Accepted: Groups: Mixedinteger optimization

MSK_IPAR_MIO_CUT_KNAPSACK_COVER
¶ Controls whether knapsack cover cuts should be generated.
Default: OFF
Accepted: Groups: Mixedinteger 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
 Generated cuts less likely to be added to the relaxation
 Cuts are more aggressively selected to be included in the relaxation
Default: 1 Accepted: [1; +1] Groups: Mixedinteger optimization

MSK_IPAR_MIO_HEURISTIC_LEVEL
¶ Controls the heuristic employed by the mixedinteger 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: Mixedinteger 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: Mixedinteger 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: Mixedinteger optimization See also: MSK_DPAR_MIO_DISABLE_TERM_TIME

MSK_IPAR_MIO_MAX_NUM_SOLUTIONS
¶ The mixedinteger 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 mixedinteger optimizer will be terminated when \(n\) feasible solutions have been located.
Default: 1 Accepted: [inf; +inf] Groups: Mixedinteger 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
(seeMSKmiomodee
)Groups: Overall solver

MSK_IPAR_MIO_MT_USER_CB
¶ If true user callbacks are called from each thread used by mixedinteger optimizer. Otherwise it is only called from a single thread.
Default: OFF
Accepted: ON
,OFF
(seeMSKonoffkeye
)Groups: Overall system

MSK_IPAR_MIO_NODE_OPTIMIZER
¶ Controls which optimizer is employed at the nonroot nodes in the mixedinteger optimizer.
Default: FREE
Accepted: FREE
,INTPNT
,CONIC
,PRIMAL_SIMPLEX
,DUAL_SIMPLEX
,FREE_SIMPLEX
,MIXED_INT
(seeMSKoptimizertypee
)Groups: Mixedinteger optimization

MSK_IPAR_MIO_NODE_SELECTION
¶ Controls the node selection strategy employed by the mixedinteger optimizer.
Default: FREE
Accepted: FREE
,FIRST
,BEST
,WORST
,HYBRID
,PSEUDO
(seeMSKmionodeseltypee
)Groups: Mixedinteger optimization

MSK_IPAR_MIO_PERSPECTIVE_REFORMULATE
¶ Enables or disables perspective reformulation in presolve.
Default: ON
Accepted: ON
,OFF
(seeMSKonoffkeye
)Groups: Mixedinteger optimization

MSK_IPAR_MIO_PROBING_LEVEL
¶ Controls the amount of probing employed by the mixedinteger optimizer in presolve.
1. The optimizer chooses the level of probing employed
 Probing is disabled
 A low amount of probing is employed
 A medium amount of probing is employed
 A high amount of probing is employed
Default: 1 Accepted: [1; 3] Groups: Mixedinteger 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: Mixedinteger optimization

MSK_IPAR_MIO_ROOT_OPTIMIZER
¶ Controls which optimizer is employed at the root node in the mixedinteger optimizer.
Default: FREE
Accepted: FREE
,INTPNT
,CONIC
,PRIMAL_SIMPLEX
,DUAL_SIMPLEX
,FREE_SIMPLEX
,MIXED_INT
(seeMSKoptimizertypee
)Groups: Mixedinteger 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: Mixedinteger optimization

MSK_IPAR_MIO_VB_DETECTION_LEVEL
¶ Controls how much effort is put into detecting variable bounds.
1. The optimizer chooses
 No variable bounds are detected
 Only detect variable bounds that are directly represented in the problem
 Detect variable bounds in probing
Default: 1 Accepted: [1; +2] Groups: Mixedinteger 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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)Groups: Data input/output

MSK_IPAR_OPF_WRITE_PARAMETERS
¶ Write a parameter section in an OPF file.
Default: OFF
Accepted: ON
,OFF
(seeMSKonoffkeye
)Groups: Data input/output

MSK_IPAR_OPF_WRITE_PROBLEM
¶ Write objective, constraints, bounds etc. to an OPF file.
Default: ON
Accepted: ON
,OFF
(seeMSKonoffkeye
)Groups: Data input/output

MSK_IPAR_OPF_WRITE_SOL_BAS
¶ If
MSK_IPAR_OPF_WRITE_SOLUTIONS
isMSK_ON
and a basic solution is defined, include the basic solution in OPF files.Default: ON
Accepted: ON
,OFF
(seeMSKonoffkeye
)Groups: Data input/output

MSK_IPAR_OPF_WRITE_SOL_ITG
¶ If
MSK_IPAR_OPF_WRITE_SOLUTIONS
isMSK_ON
and an integer solution is defined, write the integer solution in OPF files.Default: ON
Accepted: ON
,OFF
(seeMSKonoffkeye
)Groups: Data input/output

MSK_IPAR_OPF_WRITE_SOL_ITR
¶ If
MSK_IPAR_OPF_WRITE_SOLUTIONS
isMSK_ON
and an interior solution is defined, write the interior solution in OPF files.Default: ON
Accepted: ON
,OFF
(seeMSKonoffkeye
)Groups: Data input/output

MSK_IPAR_OPF_WRITE_SOLUTIONS
¶ Enable inclusion of solutions in the OPF files.
Default: OFF
Accepted: ON
,OFF
(seeMSKonoffkeye
)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
(seeMSKoptimizertypee
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)Groups: Data input/output

MSK_IPAR_PRESOLVE_ELIMINATOR_MAX_FILL
¶ Controls the maximum amount of fillin 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
(seeMSKpresolvemodee
)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
(seeMSKoptimizertypee
)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
(seeMSKcompresstypee
)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
(seeMSKdataformate
)Groups: Data input/output

MSK_IPAR_READ_DEBUG
¶ Turns on additional debugging information when reading files.
Default: OFF
Accepted: ON
,OFF
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKmpsformate
)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
(seeMSKonoffkeye
)Groups: Data input/output

MSK_IPAR_REMOVE_UNUSED_SOLUTIONS
¶ Removes unsued solutions before the optimization is performed.
Default: OFF
Accepted: ON
,OFF
(seeMSKonoffkeye
)Groups: Overall system

MSK_IPAR_SENSITIVITY_ALL
¶ If set to
MSK_ON
, thenMSK_sensitivityreport
analyzes all bounds and variables instead of reading a specification from the file.Default: OFF
Accepted: ON
,OFF
(seeMSKonoffkeye
)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
(seeMSKoptimizertypee
)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
(seeMSKsensitivitytypee
)Groups: Overall solver

MSK_IPAR_SIM_BASIS_FACTOR_USE
¶ Controls whether an LU factorization of the basis is used in a hotstart. 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
(seeMSKonoffkeye
)Groups: Simplex optimizer

MSK_IPAR_SIM_DEGEN
¶ Controls how aggressively degeneration is handled.
Default: FREE
Accepted: NONE
,FREE
,AGGRESSIVE
,MODERATE
,MINIMUM
(seeMSKsimdegene
)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 \((100x)\mod f_v\) 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 socalled 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
(seeMSKsimseltypee
)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
(seeMSKsimdupvece
)Groups: Simplex optimizer

MSK_IPAR_SIM_HOTSTART
¶ Controls the type of hotstart that the simplex optimizer perform.
Default: FREE
Accepted: NONE
,FREE
,STATUS_KEYS
(seeMSKsimhotstarte
)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 setbacks are allowed within a simplex optimizer. A setback 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 nonsingular basis, if possible.
Default: ON
Accepted: ON
,OFF
(seeMSKonoffkeye
)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 (100this 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 socalled 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
(seeMSKsimseltypee
)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
(seeMSKsimreforme
)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
(seeMSKonoffkeye
)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
(seeMSKscalingtypee
)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
(seeMSKscalingmethode
)Groups: Simplex optimizer

MSK_IPAR_SIM_SOLVE_FORM
¶ Controls whether the primal or the dual problem is solved by the primal/dualsimplex optimizer.
Default: FREE
Accepted: FREE
,PRIMAL
,DUAL
(seeMSKsolveforme
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKdataformate
)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
(seeMSKonoffkeye
)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 userdefined 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: 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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)Groups: Data input/output, Solution input/output

MSK_IPAR_WRITE_LP_FULL_OBJ
¶ Write all variables, including the ones with 0coefficients, in the objective.
Default: ON
Accepted: ON
,OFF
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKmpsformate
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKonoffkeye
)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
(seeMSKxmlwriteroutputtypee
)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 32byte 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 havingxc[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 havingxc[i]<0.5
should be listed, whereas0.5
means all constraints havingxc[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 havingxx[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 havingxx[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