15.7 Parameters (alphabetical list sorted by type)

15.7.1 Double parameters

dparam

The enumeration type containing all double parameters.

dparam.ana_sol_infeas_tol

If a constraint violates its bound with an amount larger than this value, the constraint name, index and violation will be printed by the solution analyzer.

Default:

1e-6

Accepted:

[0.0; +inf]

Example:

task.putdouparam(dparam.ANA_SOL_INFEAS_TOL, 1e-6)

Generic name:

MSK_DPAR_ANA_SOL_INFEAS_TOL

Groups:

Analysis

dparam.basis_rel_tol_s

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

Default:

1.0e-12

Accepted:

[0.0; +inf]

Example:

task.putdouparam(dparam.BASIS_REL_TOL_S, 1.0e-12)

Generic name:

MSK_DPAR_BASIS_REL_TOL_S

Groups:

Simplex optimizer, Termination criteria

dparam.basis_tol_s

Maximum absolute dual bound violation in an optimal basic solution.

Default:

1.0e-6

Accepted:

[1.0e-9; +inf]

Example:

task.putdouparam(dparam.BASIS_TOL_S, 1.0e-6)

Generic name:

MSK_DPAR_BASIS_TOL_S

Groups:

Simplex optimizer, Termination criteria

dparam.basis_tol_x

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

Default:

1.0e-6

Accepted:

[1.0e-9; +inf]

Example:

task.putdouparam(dparam.BASIS_TOL_X, 1.0e-6)

Generic name:

MSK_DPAR_BASIS_TOL_X

Groups:

Simplex optimizer, Termination criteria

dparam.check_convexity_rel_tol

Not in use.

Default:

1e-10

Accepted:

[0; +inf]

Example:

task.putdouparam(dparam.CHECK_CONVEXITY_REL_TOL, 1e-10)

Generic name:

MSK_DPAR_CHECK_CONVEXITY_REL_TOL

Groups:

Interior-point method

dparam.data_sym_mat_tol

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

Default:

1.0e-12

Accepted:

[1.0e-16; 1.0e-6]

Example:

task.putdouparam(dparam.DATA_SYM_MAT_TOL, 1.0e-12)

Generic name:

MSK_DPAR_DATA_SYM_MAT_TOL

Groups:

Data check

dparam.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]

Example:

task.putdouparam(dparam.DATA_SYM_MAT_TOL_HUGE, 1.0e20)

Generic name:

MSK_DPAR_DATA_SYM_MAT_TOL_HUGE

Groups:

Data check

dparam.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]

Example:

task.putdouparam(dparam.DATA_SYM_MAT_TOL_LARGE, 1.0e10)

Generic name:

MSK_DPAR_DATA_SYM_MAT_TOL_LARGE

Groups:

Data check

dparam.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]

Example:

task.putdouparam(dparam.DATA_TOL_AIJ_HUGE, 1.0e20)

Generic name:

MSK_DPAR_DATA_TOL_AIJ_HUGE

Groups:

Data check

dparam.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]

Example:

task.putdouparam(dparam.DATA_TOL_AIJ_LARGE, 1.0e10)

Generic name:

MSK_DPAR_DATA_TOL_AIJ_LARGE

Groups:

Data check

dparam.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]

Example:

task.putdouparam(dparam.DATA_TOL_BOUND_INF, 1.0e16)

Generic name:

MSK_DPAR_DATA_TOL_BOUND_INF

Groups:

Data check

dparam.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]

Example:

task.putdouparam(dparam.DATA_TOL_BOUND_WRN, 1.0e8)

Generic name:

MSK_DPAR_DATA_TOL_BOUND_WRN

Groups:

Data check

dparam.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]

Example:

task.putdouparam(dparam.DATA_TOL_C_HUGE, 1.0e16)

Generic name:

MSK_DPAR_DATA_TOL_C_HUGE

Groups:

Data check

dparam.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]

Example:

task.putdouparam(dparam.DATA_TOL_CJ_LARGE, 1.0e8)

Generic name:

MSK_DPAR_DATA_TOL_CJ_LARGE

Groups:

Data check

dparam.data_tol_qij

Absolute zero tolerance for elements in \(Q\) matrices.

Default:

1.0e-16

Accepted:

[0.0; +inf]

Example:

task.putdouparam(dparam.DATA_TOL_QIJ, 1.0e-16)

Generic name:

MSK_DPAR_DATA_TOL_QIJ

Groups:

Data check

dparam.data_tol_x

Zero tolerance for constraints and variables i.e. if the distance between the lower and upper bound is less than this value, then the lower and upper bound is considered identical.

Default:

1.0e-8

Accepted:

[0.0; +inf]

Example:

task.putdouparam(dparam.DATA_TOL_X, 1.0e-8)

Generic name:

MSK_DPAR_DATA_TOL_X

Groups:

Data check

dparam.intpnt_co_tol_dfeas

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

Default:

1.0e-8

Accepted:

[0.0; 1.0]

Example:

task.putdouparam(dparam.INTPNT_CO_TOL_DFEAS, 1.0e-8)

See also:

dparam.intpnt_co_tol_near_rel

Generic name:

MSK_DPAR_INTPNT_CO_TOL_DFEAS

Groups:

Interior-point method, Termination criteria, Conic interior-point method

dparam.intpnt_co_tol_infeas

Infeasibility tolerance used by the interior-point optimizer for conic problems. Controls when the 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-12

Accepted:

[0.0; 1.0]

Example:

task.putdouparam(dparam.INTPNT_CO_TOL_INFEAS, 1.0e-12)

Generic name:

MSK_DPAR_INTPNT_CO_TOL_INFEAS

Groups:

Interior-point method, Termination criteria, Conic interior-point method

dparam.intpnt_co_tol_mu_red

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

Default:

1.0e-8

Accepted:

[0.0; 1.0]

Example:

task.putdouparam(dparam.INTPNT_CO_TOL_MU_RED, 1.0e-8)

Generic name:

MSK_DPAR_INTPNT_CO_TOL_MU_RED

Groups:

Interior-point method, Termination criteria, Conic interior-point method

dparam.intpnt_co_tol_near_rel

Optimality tolerance used by the interior-point optimizer for conic problems. If MOSEK cannot compute a solution that has the prescribed accuracy then it will check if the solution found satisfies the termination criteria with all tolerances multiplied by the value of this parameter. If yes, then the solution is also declared optimal.

Default:

1000

Accepted:

[1.0; +inf]

Example:

task.putdouparam(dparam.INTPNT_CO_TOL_NEAR_REL, 1000)

Generic name:

MSK_DPAR_INTPNT_CO_TOL_NEAR_REL

Groups:

Interior-point method, Termination criteria, Conic interior-point method

dparam.intpnt_co_tol_pfeas

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

Default:

1.0e-8

Accepted:

[0.0; 1.0]

Example:

task.putdouparam(dparam.INTPNT_CO_TOL_PFEAS, 1.0e-8)

See also:

dparam.intpnt_co_tol_near_rel

Generic name:

MSK_DPAR_INTPNT_CO_TOL_PFEAS

Groups:

Interior-point method, Termination criteria, Conic interior-point method

dparam.intpnt_co_tol_rel_gap

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

Default:

1.0e-8

Accepted:

[0.0; 1.0]

Example:

task.putdouparam(dparam.INTPNT_CO_TOL_REL_GAP, 1.0e-8)

See also:

dparam.intpnt_co_tol_near_rel

Generic name:

MSK_DPAR_INTPNT_CO_TOL_REL_GAP

Groups:

Interior-point method, Termination criteria, Conic interior-point method

dparam.intpnt_qo_tol_dfeas

Dual feasibility tolerance used by the interior-point optimizer for quadratic problems.

Default:

1.0e-8

Accepted:

[0.0; 1.0]

Example:

task.putdouparam(dparam.INTPNT_QO_TOL_DFEAS, 1.0e-8)

See also:

dparam.intpnt_qo_tol_near_rel

Generic name:

MSK_DPAR_INTPNT_QO_TOL_DFEAS

Groups:

Interior-point method, Termination criteria

dparam.intpnt_qo_tol_infeas

Infeasibility tolerance used by the interior-point optimizer for quadratic problems. Controls when the 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-12

Accepted:

[0.0; 1.0]

Example:

task.putdouparam(dparam.INTPNT_QO_TOL_INFEAS, 1.0e-12)

Generic name:

MSK_DPAR_INTPNT_QO_TOL_INFEAS

Groups:

Interior-point method, Termination criteria

dparam.intpnt_qo_tol_mu_red

Relative complementarity gap tolerance used by the interior-point optimizer for quadratic problems.

Default:

1.0e-8

Accepted:

[0.0; 1.0]

Example:

task.putdouparam(dparam.INTPNT_QO_TOL_MU_RED, 1.0e-8)

Generic name:

MSK_DPAR_INTPNT_QO_TOL_MU_RED

Groups:

Interior-point method, Termination criteria

dparam.intpnt_qo_tol_near_rel

Optimality tolerance used by the interior-point optimizer for quadratic problems. If MOSEK cannot compute a solution that has the prescribed accuracy then it will check if the solution found satisfies the termination criteria with all tolerances multiplied by the value of this parameter. If yes, then the solution is also declared optimal.

Default:

1000

Accepted:

[1.0; +inf]

Example:

task.putdouparam(dparam.INTPNT_QO_TOL_NEAR_REL, 1000)

Generic name:

MSK_DPAR_INTPNT_QO_TOL_NEAR_REL

Groups:

Interior-point method, Termination criteria

dparam.intpnt_qo_tol_pfeas

Primal feasibility tolerance used by the interior-point optimizer for quadratic problems.

Default:

1.0e-8

Accepted:

[0.0; 1.0]

Example:

task.putdouparam(dparam.INTPNT_QO_TOL_PFEAS, 1.0e-8)

See also:

dparam.intpnt_qo_tol_near_rel

Generic name:

MSK_DPAR_INTPNT_QO_TOL_PFEAS

Groups:

Interior-point method, Termination criteria

dparam.intpnt_qo_tol_rel_gap

Relative gap termination tolerance used by the interior-point optimizer for quadratic problems.

Default:

1.0e-8

Accepted:

[0.0; 1.0]

Example:

task.putdouparam(dparam.INTPNT_QO_TOL_REL_GAP, 1.0e-8)

See also:

dparam.intpnt_qo_tol_near_rel

Generic name:

MSK_DPAR_INTPNT_QO_TOL_REL_GAP

Groups:

Interior-point method, Termination criteria

dparam.intpnt_tol_dfeas

Dual feasibility tolerance used by the interior-point optimizer for linear problems.

Default:

1.0e-8

Accepted:

[0.0; 1.0]

Example:

task.putdouparam(dparam.INTPNT_TOL_DFEAS, 1.0e-8)

Generic name:

MSK_DPAR_INTPNT_TOL_DFEAS

Groups:

Interior-point method, Termination criteria

dparam.intpnt_tol_dsafe

Controls the initial dual starting point used by the interior-point optimizer. If the interior-point optimizer converges slowly and/or the constraint or variable bounds are very large, then it might be worthwhile to increase this value.

Default:

1.0

Accepted:

[1.0e-4; +inf]

Example:

task.putdouparam(dparam.INTPNT_TOL_DSAFE, 1.0)

Generic name:

MSK_DPAR_INTPNT_TOL_DSAFE

Groups:

Interior-point method

dparam.intpnt_tol_infeas

Infeasibility tolerance used by the interior-point optimizer for linear problems. Controls when the 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]

Example:

task.putdouparam(dparam.INTPNT_TOL_INFEAS, 1.0e-10)

Generic name:

MSK_DPAR_INTPNT_TOL_INFEAS

Groups:

Interior-point method, Termination criteria

dparam.intpnt_tol_mu_red

Relative complementarity gap tolerance used by the interior-point optimizer for linear problems.

Default:

1.0e-16

Accepted:

[0.0; 1.0]

Example:

task.putdouparam(dparam.INTPNT_TOL_MU_RED, 1.0e-16)

Generic name:

MSK_DPAR_INTPNT_TOL_MU_RED

Groups:

Interior-point method, Termination criteria

dparam.intpnt_tol_path

Controls how close the interior-point optimizer follows the central path. A large value of this parameter means the central path is followed very closely. On numerically unstable problems it may be worthwhile to increase this parameter.

Default:

1.0e-8

Accepted:

[0.0; 0.9999]

Example:

task.putdouparam(dparam.INTPNT_TOL_PATH, 1.0e-8)

Generic name:

MSK_DPAR_INTPNT_TOL_PATH

Groups:

Interior-point method

dparam.intpnt_tol_pfeas

Primal feasibility tolerance used by the interior-point optimizer for linear problems.

Default:

1.0e-8

Accepted:

[0.0; 1.0]

Example:

task.putdouparam(dparam.INTPNT_TOL_PFEAS, 1.0e-8)

Generic name:

MSK_DPAR_INTPNT_TOL_PFEAS

Groups:

Interior-point method, Termination criteria

dparam.intpnt_tol_psafe

Controls the initial primal starting point used by the interior-point optimizer. If the interior-point optimizer converges slowly and/or the constraint or variable bounds are very large, then it may be worthwhile to increase this value.

Default:

1.0

Accepted:

[1.0e-4; +inf]

Example:

task.putdouparam(dparam.INTPNT_TOL_PSAFE, 1.0)

Generic name:

MSK_DPAR_INTPNT_TOL_PSAFE

Groups:

Interior-point method

dparam.intpnt_tol_rel_gap

Relative gap termination tolerance used by the interior-point optimizer for linear problems.

Default:

1.0e-8

Accepted:

[1.0e-14; +inf]

Example:

task.putdouparam(dparam.INTPNT_TOL_REL_GAP, 1.0e-8)

Generic name:

MSK_DPAR_INTPNT_TOL_REL_GAP

Groups:

Termination criteria, Interior-point method

dparam.intpnt_tol_rel_step

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

Default:

0.9999

Accepted:

[1.0e-4; 0.999999]

Example:

task.putdouparam(dparam.INTPNT_TOL_REL_STEP, 0.9999)

Generic name:

MSK_DPAR_INTPNT_TOL_REL_STEP

Groups:

Interior-point method

dparam.intpnt_tol_step_size

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

Default:

1.0e-6

Accepted:

[0.0; 1.0]

Example:

task.putdouparam(dparam.INTPNT_TOL_STEP_SIZE, 1.0e-6)

Generic name:

MSK_DPAR_INTPNT_TOL_STEP_SIZE

Groups:

Interior-point method

dparam.lower_obj_cut

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

Default:

-1.0e30

Accepted:

[-inf; +inf]

Example:

task.putdouparam(dparam.LOWER_OBJ_CUT, -1.0e30)

See also:

dparam.lower_obj_cut_finite_trh

Generic name:

MSK_DPAR_LOWER_OBJ_CUT

Groups:

Termination criteria

dparam.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. dparam.lower_obj_cut is treated as \(-\infty\).

Default:

-0.5e30

Accepted:

[-inf; +inf]

Example:

task.putdouparam(dparam.LOWER_OBJ_CUT_FINITE_TRH, -0.5e30)

Generic name:

MSK_DPAR_LOWER_OBJ_CUT_FINITE_TRH

Groups:

Termination criteria

dparam.mio_djc_max_bigm

Maximum allowed big-M value when reformulating disjunctive constraints to linear constraints. Higher values make it more likely that a disjunction is reformulated to linear constraints, but also increase the risk of numerical problems.

Default:

1.0e6

Accepted:

[0; +inf]

Example:

task.putdouparam(dparam.MIO_DJC_MAX_BIGM, 1.0e6)

Generic name:

MSK_DPAR_MIO_DJC_MAX_BIGM

Groups:

Mixed-integer optimization

dparam.mio_max_time

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

Default:

-1.0

Accepted:

[-inf; +inf]

Example:

task.putdouparam(dparam.MIO_MAX_TIME, -1.0)

Generic name:

MSK_DPAR_MIO_MAX_TIME

Groups:

Mixed-integer optimization, Termination criteria

dparam.mio_rel_gap_const

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

Default:

1.0e-10

Accepted:

[1.0e-15; +inf]

Example:

task.putdouparam(dparam.MIO_REL_GAP_CONST, 1.0e-10)

Generic name:

MSK_DPAR_MIO_REL_GAP_CONST

Groups:

Mixed-integer optimization, Termination criteria

dparam.mio_tol_abs_gap

Absolute optimality tolerance employed by the mixed-integer optimizer.

Default:

0.0

Accepted:

[0.0; +inf]

Example:

task.putdouparam(dparam.MIO_TOL_ABS_GAP, 0.0)

Generic name:

MSK_DPAR_MIO_TOL_ABS_GAP

Groups:

Mixed-integer optimization

dparam.mio_tol_abs_relax_int

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

Default:

1.0e-5

Accepted:

[1e-9; +inf]

Example:

task.putdouparam(dparam.MIO_TOL_ABS_RELAX_INT, 1.0e-5)

Generic name:

MSK_DPAR_MIO_TOL_ABS_RELAX_INT

Groups:

Mixed-integer optimization

dparam.mio_tol_feas

Feasibility tolerance for mixed integer solver.

Default:

1.0e-6

Accepted:

[1e-9; 1e-3]

Example:

task.putdouparam(dparam.MIO_TOL_FEAS, 1.0e-6)

Generic name:

MSK_DPAR_MIO_TOL_FEAS

Groups:

Mixed-integer optimization

dparam.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]

Example:

task.putdouparam(dparam.MIO_TOL_REL_DUAL_BOUND_IMPROVEMENT, 0.0)

Generic name:

MSK_DPAR_MIO_TOL_REL_DUAL_BOUND_IMPROVEMENT

Groups:

Mixed-integer optimization

dparam.mio_tol_rel_gap

Relative optimality tolerance employed by the mixed-integer optimizer.

Default:

1.0e-4

Accepted:

[0.0; +inf]

Example:

task.putdouparam(dparam.MIO_TOL_REL_GAP, 1.0e-4)

Generic name:

MSK_DPAR_MIO_TOL_REL_GAP

Groups:

Mixed-integer optimization, Termination criteria

dparam.optimizer_max_ticks

CURRENTLY NOT IN USE.

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

Default:

-1.0

Accepted:

[-inf; +inf]

Example:

task.putdouparam(dparam.OPTIMIZER_MAX_TICKS, -1.0)

Generic name:

MSK_DPAR_OPTIMIZER_MAX_TICKS

Groups:

Termination criteria

dparam.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]

Example:

task.putdouparam(dparam.OPTIMIZER_MAX_TIME, -1.0)

Generic name:

MSK_DPAR_OPTIMIZER_MAX_TIME

Groups:

Termination criteria

dparam.presolve_tol_abs_lindep

Absolute tolerance employed by the linear dependency checker.

Default:

1.0e-6

Accepted:

[0.0; +inf]

Example:

task.putdouparam(dparam.PRESOLVE_TOL_ABS_LINDEP, 1.0e-6)

Generic name:

MSK_DPAR_PRESOLVE_TOL_ABS_LINDEP

Groups:

Presolve

dparam.presolve_tol_aij

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

Default:

1.0e-12

Accepted:

[1.0e-15; +inf]

Example:

task.putdouparam(dparam.PRESOLVE_TOL_AIJ, 1.0e-12)

Generic name:

MSK_DPAR_PRESOLVE_TOL_AIJ

Groups:

Presolve

dparam.presolve_tol_primal_infeas_perturbation

The presolve is allowed to perturb a bound on a constraint or variable by this amount if it removes an infeasibility.

Default:

1.0e-6

Accepted:

[0.0; +inf]

Example:

task.putdouparam(dparam.PRESOLVE_TOL_PRIMAL_INFEAS_PERTURBATION, 1.0e-6)

Generic name:

MSK_DPAR_PRESOLVE_TOL_PRIMAL_INFEAS_PERTURBATION

Groups:

Presolve

dparam.presolve_tol_rel_lindep

Relative tolerance employed by the linear dependency checker.

Default:

1.0e-10

Accepted:

[0.0; +inf]

Example:

task.putdouparam(dparam.PRESOLVE_TOL_REL_LINDEP, 1.0e-10)

Generic name:

MSK_DPAR_PRESOLVE_TOL_REL_LINDEP

Groups:

Presolve

dparam.presolve_tol_s

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

Default:

1.0e-8

Accepted:

[0.0; +inf]

Example:

task.putdouparam(dparam.PRESOLVE_TOL_S, 1.0e-8)

Generic name:

MSK_DPAR_PRESOLVE_TOL_S

Groups:

Presolve

dparam.presolve_tol_x

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

Default:

1.0e-8

Accepted:

[0.0; +inf]

Example:

task.putdouparam(dparam.PRESOLVE_TOL_X, 1.0e-8)

Generic name:

MSK_DPAR_PRESOLVE_TOL_X

Groups:

Presolve

dparam.qcqo_reformulate_rel_drop_tol

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

Default:

1e-15

Accepted:

[0; +inf]

Example:

task.putdouparam(dparam.QCQO_REFORMULATE_REL_DROP_TOL, 1e-15)

Generic name:

MSK_DPAR_QCQO_REFORMULATE_REL_DROP_TOL

Groups:

Interior-point method

dparam.semidefinite_tol_approx

Tolerance to define a matrix to be positive semidefinite.

Default:

1.0e-10

Accepted:

[1.0e-15; +inf]

Example:

task.putdouparam(dparam.SEMIDEFINITE_TOL_APPROX, 1.0e-10)

Generic name:

MSK_DPAR_SEMIDEFINITE_TOL_APPROX

Groups:

Data check

dparam.sim_lu_tol_rel_piv

Relative pivot tolerance employed when computing the LU factorization of the basis in the simplex optimizers and in the basis identification procedure. A value closer to 1.0 generally improves numerical stability but typically also implies an increase in the computational work.

Default:

0.01

Accepted:

[1.0e-6; 0.999999]

Example:

task.putdouparam(dparam.SIM_LU_TOL_REL_PIV, 0.01)

Generic name:

MSK_DPAR_SIM_LU_TOL_REL_PIV

Groups:

Basis identification, Simplex optimizer

dparam.simplex_abs_tol_piv

Absolute pivot tolerance employed by the simplex optimizers.

Default:

1.0e-7

Accepted:

[1.0e-12; +inf]

Example:

task.putdouparam(dparam.SIMPLEX_ABS_TOL_PIV, 1.0e-7)

Generic name:

MSK_DPAR_SIMPLEX_ABS_TOL_PIV

Groups:

Simplex optimizer

dparam.upper_obj_cut

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

Default:

1.0e30

Accepted:

[-inf; +inf]

Example:

task.putdouparam(dparam.UPPER_OBJ_CUT, 1.0e30)

See also:

dparam.upper_obj_cut_finite_trh

Generic name:

MSK_DPAR_UPPER_OBJ_CUT

Groups:

Termination criteria

dparam.upper_obj_cut_finite_trh

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

Default:

0.5e30

Accepted:

[-inf; +inf]

Example:

task.putdouparam(dparam.UPPER_OBJ_CUT_FINITE_TRH, 0.5e30)

Generic name:

MSK_DPAR_UPPER_OBJ_CUT_FINITE_TRH

Groups:

Termination criteria

15.7.2 Integer parameters

iparam

The enumeration type containing all integer parameters.

iparam.ana_sol_basis

Controls whether the basis matrix is analyzed in solution analyzer.

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.ANA_SOL_BASIS, onoffkey.on)

Generic name:

MSK_IPAR_ANA_SOL_BASIS

Groups:

Analysis

iparam.ana_sol_print_violated

A parameter of the problem analyzer. Controls whether a list of violated constraints is printed. All constraints violated by more than the value set by the parameter dparam.ana_sol_infeas_tol will be printed.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.ANA_SOL_PRINT_VIOLATED, onoffkey.off)

Generic name:

MSK_IPAR_ANA_SOL_PRINT_VIOLATED

Groups:

Analysis

iparam.auto_sort_a_before_opt

Controls whether the elements in each column of \(A\) are sorted before an optimization is performed. This is not required but makes the optimization more deterministic.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.AUTO_SORT_A_BEFORE_OPT, onoffkey.off)

Generic name:

MSK_IPAR_AUTO_SORT_A_BEFORE_OPT

Groups:

Debugging

iparam.auto_update_sol_info

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

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.AUTO_UPDATE_SOL_INFO, onoffkey.off)

Generic name:

MSK_IPAR_AUTO_UPDATE_SOL_INFO

Groups:

Overall system

iparam.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 onoffkey.on, -1 is replaced by 1.

This has significance for the results returned by the Task.solvewithbasis function.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.BASIS_SOLVE_USE_PLUS_ONE, onoffkey.off)

Generic name:

MSK_IPAR_BASIS_SOLVE_USE_PLUS_ONE

Groups:

Simplex optimizer

iparam.bi_clean_optimizer

Controls which simplex optimizer is used in the clean-up phase. Anything else than optimizertype.primal_simplex or optimizertype.dual_simplex is equivalent to optimizertype.free_simplex.

Default:

free

Accepted:

free, intpnt, conic, primal_simplex, dual_simplex, free_simplex, mixed_int (see optimizertype)

Example:

task.putintparam(iparam.BI_CLEAN_OPTIMIZER, optimizertype.free)

Generic name:

MSK_IPAR_BI_CLEAN_OPTIMIZER

Groups:

Basis identification, Overall solver

iparam.bi_ignore_max_iter

If the parameter iparam.intpnt_basis has the value basindtype.no_error and the interior-point optimizer has terminated due to maximum number of iterations, then basis identification is performed if this parameter has the value onoffkey.on.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.BI_IGNORE_MAX_ITER, onoffkey.off)

Generic name:

MSK_IPAR_BI_IGNORE_MAX_ITER

Groups:

Interior-point method, Basis identification

iparam.bi_ignore_num_error

If the parameter iparam.intpnt_basis has the value basindtype.no_error and the interior-point optimizer has terminated due to a numerical problem, then basis identification is performed if this parameter has the value onoffkey.on.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.BI_IGNORE_NUM_ERROR, onoffkey.off)

Generic name:

MSK_IPAR_BI_IGNORE_NUM_ERROR

Groups:

Interior-point method, Basis identification

iparam.bi_max_iterations

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

Default:

1000000

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.BI_MAX_ITERATIONS, 1000000)

Generic name:

MSK_IPAR_BI_MAX_ITERATIONS

Groups:

Basis identification, Termination criteria

iparam.cache_license

Specifies if the license is kept checked out for the lifetime of the MOSEK environment/model/process (onoffkey.on) or returned to the server immediately after the optimization (onoffkey.off).

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

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.CACHE_LICENSE, onoffkey.on)

Generic name:

MSK_IPAR_CACHE_LICENSE

Groups:

License manager

iparam.compress_statfile

Control compression of stat files.

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.COMPRESS_STATFILE, onoffkey.on)

Generic name:

MSK_IPAR_COMPRESS_STATFILE

iparam.infeas_generic_names

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

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.INFEAS_GENERIC_NAMES, onoffkey.off)

Generic name:

MSK_IPAR_INFEAS_GENERIC_NAMES

Groups:

Infeasibility report

iparam.infeas_prefer_primal

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.INFEAS_PREFER_PRIMAL, onoffkey.on)

Generic name:

MSK_IPAR_INFEAS_PREFER_PRIMAL

Groups:

Overall solver

iparam.infeas_report_auto

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

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.INFEAS_REPORT_AUTO, onoffkey.off)

Generic name:

MSK_IPAR_INFEAS_REPORT_AUTO

Groups:

Data input/output, Solution input/output

iparam.infeas_report_level

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

Default:

1

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.INFEAS_REPORT_LEVEL, 1)

Generic name:

MSK_IPAR_INFEAS_REPORT_LEVEL

Groups:

Infeasibility report, Output information

iparam.intpnt_basis

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

Default:

always

Accepted:

never, always, no_error, if_feasible, reservered (see basindtype)

Example:

task.putintparam(iparam.INTPNT_BASIS, basindtype.always)

See also:

iparam.bi_ignore_max_iter, iparam.bi_ignore_num_error, iparam.bi_max_iterations, iparam.bi_clean_optimizer

Generic name:

MSK_IPAR_INTPNT_BASIS

Groups:

Interior-point method, Basis identification

iparam.intpnt_diff_step

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.

Example:

task.putintparam(iparam.INTPNT_DIFF_STEP, onoffkey.on)

Generic name:

MSK_IPAR_INTPNT_DIFF_STEP

Groups:

Interior-point method

iparam.intpnt_hotstart

Currently not in use.

Default:

none

Accepted:

none, primal, dual, primal_dual (see intpnthotstart)

Example:

task.putintparam(iparam.INTPNT_HOTSTART, intpnthotstart.none)

Generic name:

MSK_IPAR_INTPNT_HOTSTART

Groups:

Interior-point method

iparam.intpnt_max_iterations

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

Default:

400

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.INTPNT_MAX_ITERATIONS, 400)

Generic name:

MSK_IPAR_INTPNT_MAX_ITERATIONS

Groups:

Interior-point method, Termination criteria

iparam.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]

Example:

task.putintparam(iparam.INTPNT_MAX_NUM_COR, -1)

Generic name:

MSK_IPAR_INTPNT_MAX_NUM_COR

Groups:

Interior-point method

iparam.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]

Example:

task.putintparam(iparam.INTPNT_MAX_NUM_REFINEMENT_STEPS, -1)

Generic name:

MSK_IPAR_INTPNT_MAX_NUM_REFINEMENT_STEPS

Groups:

Interior-point method

iparam.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]

Example:

task.putintparam(iparam.INTPNT_OFF_COL_TRH, 40)

Generic name:

MSK_IPAR_INTPNT_OFF_COL_TRH

Groups:

Interior-point method

iparam.intpnt_order_gp_num_seeds

The GP ordering is dependent on a random seed. Therefore, trying several random seeds may lead to a better ordering. This parameter controls the number of random seeds tried.

A value of 0 means that MOSEK makes the choice.

Default:

0

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.INTPNT_ORDER_GP_NUM_SEEDS, 0)

Generic name:

MSK_IPAR_INTPNT_ORDER_GP_NUM_SEEDS

Groups:

Interior-point method

iparam.intpnt_order_method

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

Default:

free

Accepted:

free, appminloc, experimental, try_graphpar, force_graphpar, none (see orderingtype)

Example:

task.putintparam(iparam.INTPNT_ORDER_METHOD, orderingtype.free)

Generic name:

MSK_IPAR_INTPNT_ORDER_METHOD

Groups:

Interior-point method

iparam.intpnt_purify

Currently not in use.

Default:

none

Accepted:

none, primal, dual, primal_dual, auto (see purify)

Example:

task.putintparam(iparam.INTPNT_PURIFY, purify.none)

Generic name:

MSK_IPAR_INTPNT_PURIFY

Groups:

Interior-point method

iparam.intpnt_regularization_use

Controls whether regularization is allowed.

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.INTPNT_REGULARIZATION_USE, onoffkey.on)

Generic name:

MSK_IPAR_INTPNT_REGULARIZATION_USE

Groups:

Interior-point method

iparam.intpnt_scaling

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

Default:

free

Accepted:

free, none (see scalingtype)

Example:

task.putintparam(iparam.INTPNT_SCALING, scalingtype.free)

Generic name:

MSK_IPAR_INTPNT_SCALING

Groups:

Interior-point method

iparam.intpnt_solve_form

Controls whether the primal or the dual problem is solved.

Default:

free

Accepted:

free, primal, dual (see solveform)

Example:

task.putintparam(iparam.INTPNT_SOLVE_FORM, solveform.free)

Generic name:

MSK_IPAR_INTPNT_SOLVE_FORM

Groups:

Interior-point method

iparam.intpnt_starting_point

Starting point used by the interior-point optimizer.

Default:

free

Accepted:

free, guess, constant (see startpointtype)

Example:

task.putintparam(iparam.INTPNT_STARTING_POINT, startpointtype.free)

Generic name:

MSK_IPAR_INTPNT_STARTING_POINT

Groups:

Interior-point method

iparam.license_debug

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

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.LICENSE_DEBUG, onoffkey.off)

Generic name:

MSK_IPAR_LICENSE_DEBUG

Groups:

License manager

iparam.license_pause_time

If iparam.license_wait is onoffkey.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]

Example:

task.putintparam(iparam.LICENSE_PAUSE_TIME, 100)

Generic name:

MSK_IPAR_LICENSE_PAUSE_TIME

Groups:

License manager

iparam.license_suppress_expire_wrns

Controls whether license features expire warnings are suppressed.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.LICENSE_SUPPRESS_EXPIRE_WRNS, onoffkey.off)

Generic name:

MSK_IPAR_LICENSE_SUPPRESS_EXPIRE_WRNS

Groups:

License manager, Output information

iparam.license_trh_expiry_wrn

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

Default:

7

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.LICENSE_TRH_EXPIRY_WRN, 7)

Generic name:

MSK_IPAR_LICENSE_TRH_EXPIRY_WRN

Groups:

License manager, Output information

iparam.license_wait

If all licenses are in use MOSEK returns with an error code. However, by turning on this parameter MOSEK will wait for an available license.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.LICENSE_WAIT, onoffkey.off)

Generic name:

MSK_IPAR_LICENSE_WAIT

Groups:

Overall solver, Overall system, License manager

iparam.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 iparam.log_cut_second_opt for the second and any subsequent optimizations.

Default:

10

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.LOG, 10)

See also:

iparam.log_cut_second_opt

Generic name:

MSK_IPAR_LOG

Groups:

Output information, Logging

iparam.log_ana_pro

Controls amount of output from the problem analyzer.

Default:

1

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.LOG_ANA_PRO, 1)

Generic name:

MSK_IPAR_LOG_ANA_PRO

Groups:

Analysis, Logging

iparam.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]

Example:

task.putintparam(iparam.LOG_BI, 1)

Generic name:

MSK_IPAR_LOG_BI

Groups:

Basis identification, Output information, Logging

iparam.log_bi_freq

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

Default:

2500

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.LOG_BI_FREQ, 2500)

Generic name:

MSK_IPAR_LOG_BI_FREQ

Groups:

Basis identification, Output information, Logging

iparam.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 iparam.log and iparam.log_sim are reduced by the value of this parameter for the second and any subsequent optimizations.

Default:

1

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.LOG_CUT_SECOND_OPT, 1)

See also:

iparam.log, iparam.log_intpnt, iparam.log_mio, iparam.log_sim

Generic name:

MSK_IPAR_LOG_CUT_SECOND_OPT

Groups:

Output information, Logging

iparam.log_expand

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

Default:

1

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.LOG_EXPAND, 1)

Generic name:

MSK_IPAR_LOG_EXPAND

Groups:

Output information, Logging

iparam.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]

Example:

task.putintparam(iparam.LOG_FEAS_REPAIR, 1)

Generic name:

MSK_IPAR_LOG_FEAS_REPAIR

Groups:

Output information, Logging

iparam.log_file

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

Default:

1

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.LOG_FILE, 1)

Generic name:

MSK_IPAR_LOG_FILE

Groups:

Data input/output, Output information, Logging

iparam.log_include_summary

If on, then the solution summary will be printed by Task.optimize, so a separate call to Task.solutionsummary is not necessary.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.LOG_INCLUDE_SUMMARY, onoffkey.off)

Generic name:

MSK_IPAR_LOG_INCLUDE_SUMMARY

Groups:

Output information, Logging

iparam.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]

Example:

task.putintparam(iparam.LOG_INFEAS_ANA, 1)

Generic name:

MSK_IPAR_LOG_INFEAS_ANA

Groups:

Infeasibility report, Output information, Logging

iparam.log_intpnt

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

Default:

1

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.LOG_INTPNT, 1)

Generic name:

MSK_IPAR_LOG_INTPNT

Groups:

Interior-point method, Output information, Logging

iparam.log_local_info

Controls whether local identifying information like environment variables, filenames, IP addresses etc. are printed to the log.

Note that this will only affect some functions. Some functions that specifically emit system information will not be affected.

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.LOG_LOCAL_INFO, onoffkey.on)

Generic name:

MSK_IPAR_LOG_LOCAL_INFO

Groups:

Output information, Logging

iparam.log_mio

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

Default:

4

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.LOG_MIO, 4)

Generic name:

MSK_IPAR_LOG_MIO

Groups:

Mixed-integer optimization, Output information, Logging

iparam.log_mio_freq

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

Default:

10

Accepted:

[-inf; +inf]

Example:

task.putintparam(iparam.LOG_MIO_FREQ, 10)

Generic name:

MSK_IPAR_LOG_MIO_FREQ

Groups:

Mixed-integer optimization, Output information, Logging

iparam.log_order

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

Default:

1

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.LOG_ORDER, 1)

Generic name:

MSK_IPAR_LOG_ORDER

Groups:

Output information, Logging

iparam.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]

Example:

task.putintparam(iparam.LOG_PRESOLVE, 1)

Generic name:

MSK_IPAR_LOG_PRESOLVE

Groups:

Logging

iparam.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]

Example:

task.putintparam(iparam.LOG_RESPONSE, 0)

Generic name:

MSK_IPAR_LOG_RESPONSE

Groups:

Output information, Logging

iparam.log_sensitivity

Controls the amount of logging during the sensitivity analysis.

  • \(0\). Means no logging information is produced.

  • \(1\). Timing information is printed.

  • \(2\). Sensitivity results are printed.

Default:

1

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.LOG_SENSITIVITY, 1)

Generic name:

MSK_IPAR_LOG_SENSITIVITY

Groups:

Output information, Logging

iparam.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]

Example:

task.putintparam(iparam.LOG_SENSITIVITY_OPT, 0)

Generic name:

MSK_IPAR_LOG_SENSITIVITY_OPT

Groups:

Output information, Logging

iparam.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]

Example:

task.putintparam(iparam.LOG_SIM, 4)

Generic name:

MSK_IPAR_LOG_SIM

Groups:

Simplex optimizer, Output information, Logging

iparam.log_sim_freq

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

Default:

1000

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.LOG_SIM_FREQ, 1000)

Generic name:

MSK_IPAR_LOG_SIM_FREQ

Groups:

Simplex optimizer, Output information, Logging

iparam.log_sim_minor

Currently not in use.

Default:

1

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.LOG_SIM_MINOR, 1)

Generic name:

MSK_IPAR_LOG_SIM_MINOR

Groups:

Simplex optimizer, Output information

iparam.log_storage

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

Default:

0

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.LOG_STORAGE, 0)

Generic name:

MSK_IPAR_LOG_STORAGE

Groups:

Output information, Overall system, Logging

iparam.max_num_warnings

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

Default:

10

Accepted:

[-inf; +inf]

Example:

task.putintparam(iparam.MAX_NUM_WARNINGS, 10)

Generic name:

MSK_IPAR_MAX_NUM_WARNINGS

Groups:

Output information

iparam.mio_branch_dir

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

Default:

free

Accepted:

free, up, down, near, far, root_lp, guided, pseudocost (see branchdir)

Example:

task.putintparam(iparam.MIO_BRANCH_DIR, branchdir.free)

Generic name:

MSK_IPAR_MIO_BRANCH_DIR

Groups:

Mixed-integer optimization

iparam.mio_conic_outer_approximation

If this option is turned on outer approximation is used when solving relaxations of conic problems; otherwise interior point is used.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.MIO_CONIC_OUTER_APPROXIMATION, onoffkey.off)

Generic name:

MSK_IPAR_MIO_CONIC_OUTER_APPROXIMATION

Groups:

Mixed-integer optimization

iparam.mio_construct_sol

If set to onoffkey.on and all integer variables have been given a value for which a feasible mixed integer solution exists, then MOSEK generates an initial solution to the mixed integer problem by fixing all integer values and solving the remaining problem.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.MIO_CONSTRUCT_SOL, onoffkey.off)

Generic name:

MSK_IPAR_MIO_CONSTRUCT_SOL

Groups:

Mixed-integer optimization

iparam.mio_cut_clique

Controls whether clique cuts should be generated.

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.MIO_CUT_CLIQUE, onoffkey.on)

Generic name:

MSK_IPAR_MIO_CUT_CLIQUE

Groups:

Mixed-integer optimization

iparam.mio_cut_cmir

Controls whether mixed integer rounding cuts should be generated.

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.MIO_CUT_CMIR, onoffkey.on)

Generic name:

MSK_IPAR_MIO_CUT_CMIR

Groups:

Mixed-integer optimization

iparam.mio_cut_gmi

Controls whether GMI cuts should be generated.

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.MIO_CUT_GMI, onoffkey.on)

Generic name:

MSK_IPAR_MIO_CUT_GMI

Groups:

Mixed-integer optimization

iparam.mio_cut_implied_bound

Controls whether implied bound cuts should be generated.

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.MIO_CUT_IMPLIED_BOUND, onoffkey.on)

Generic name:

MSK_IPAR_MIO_CUT_IMPLIED_BOUND

Groups:

Mixed-integer optimization

iparam.mio_cut_knapsack_cover

Controls whether knapsack cover cuts should be generated.

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.MIO_CUT_KNAPSACK_COVER, onoffkey.on)

Generic name:

MSK_IPAR_MIO_CUT_KNAPSACK_COVER

Groups:

Mixed-integer optimization

iparam.mio_cut_lipro

Controls whether lift-and-project cuts should be generated.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.MIO_CUT_LIPRO, onoffkey.off)

Generic name:

MSK_IPAR_MIO_CUT_LIPRO

Groups:

Mixed-integer optimization

iparam.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

  • \(0\). Generated cuts less likely to be added to the relaxation

  • \(1\). Cuts are more aggressively selected to be included in the relaxation

Default:

-1

Accepted:

[-1; +1]

Example:

task.putintparam(iparam.MIO_CUT_SELECTION_LEVEL, -1)

Generic name:

MSK_IPAR_MIO_CUT_SELECTION_LEVEL

Groups:

Mixed-integer optimization

iparam.mio_data_permutation_method

Controls what problem data permutation method is appplied to mixed-integer problems.

Default:

none

Accepted:

none, cyclic_shift, random (see miodatapermmethod)

Example:

task.putintparam(iparam.MIO_DATA_PERMUTATION_METHOD, miodatapermmethod.none)

Generic name:

MSK_IPAR_MIO_DATA_PERMUTATION_METHOD

Groups:

Mixed-integer optimization

iparam.mio_dual_ray_analysis_level

Controls the amount of symmetry detection and handling employed by the mixed-integer optimizer in presolve.

  • \(-1\). The optimizer chooses the level of dual ray analysis employed

  • \(0\). Dual ray analysis is disabled

  • \(1\). A lower amount of dual ray analysis is employed

  • \(2\). A higher amount of dual ray analysis is employed

Default:

-1

Accepted:

[-1; 2]

Example:

task.putintparam(iparam.MIO_DUAL_RAY_ANALYSIS_LEVEL, -1)

Generic name:

MSK_IPAR_MIO_DUAL_RAY_ANALYSIS_LEVEL

Groups:

Mixed-integer optimization

iparam.mio_feaspump_level

Controls the way the Feasibility Pump heuristic is employed by the mixed-integer optimizer.

  • \(-1\). The optimizer chooses how the Feasibility Pump is used

  • \(0\). The Feasibility Pump is disabled

  • \(1\). The Feasibility Pump is enabled with an effort to improve solution quality

  • \(2\). The Feasibility Pump is enabled with an effort to reach feasibility early

Default:

-1

Accepted:

[-1; 2]

Example:

task.putintparam(iparam.MIO_FEASPUMP_LEVEL, -1)

Generic name:

MSK_IPAR_MIO_FEASPUMP_LEVEL

Groups:

Mixed-integer optimization

iparam.mio_heuristic_level

Controls the heuristic employed by the mixed-integer optimizer to locate an initial good integer feasible solution. A value of zero means the heuristic is not used at all. A larger value than \(0\) means that a gradually more sophisticated heuristic is used which is computationally more expensive. A negative value implies that the optimizer chooses the heuristic. Normally a value around \(3\) to \(5\) should be optimal.

Default:

-1

Accepted:

[-inf; +inf]

Example:

task.putintparam(iparam.MIO_HEURISTIC_LEVEL, -1)

Generic name:

MSK_IPAR_MIO_HEURISTIC_LEVEL

Groups:

Mixed-integer optimization

iparam.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]

Example:

task.putintparam(iparam.MIO_MAX_NUM_BRANCHES, -1)

Generic name:

MSK_IPAR_MIO_MAX_NUM_BRANCHES

Groups:

Mixed-integer optimization, Termination criteria

iparam.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]

Example:

task.putintparam(iparam.MIO_MAX_NUM_RELAXS, -1)

Generic name:

MSK_IPAR_MIO_MAX_NUM_RELAXS

Groups:

Mixed-integer optimization

iparam.mio_max_num_restarts

Maximum number of restarts allowed during the branch and bound search.

Default:

0

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.MIO_MAX_NUM_RESTARTS, 0)

Generic name:

MSK_IPAR_MIO_MAX_NUM_RESTARTS

Groups:

Mixed-integer optimization

iparam.mio_max_num_root_cut_rounds

Maximum number of cut separation rounds at the root node.

Default:

100

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.MIO_MAX_NUM_ROOT_CUT_ROUNDS, 100)

Generic name:

MSK_IPAR_MIO_MAX_NUM_ROOT_CUT_ROUNDS

Groups:

Mixed-integer optimization, Termination criteria

iparam.mio_max_num_solutions

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

Default:

-1

Accepted:

[-inf; +inf]

Example:

task.putintparam(iparam.MIO_MAX_NUM_SOLUTIONS, -1)

Generic name:

MSK_IPAR_MIO_MAX_NUM_SOLUTIONS

Groups:

Mixed-integer optimization, Termination criteria

iparam.mio_memory_emphasis_level

Controls how much emphasis is put on reducing memory usage. Being more conservative about memory usage may come at the cost of decreased solution speed.

  • \(0\). The optimizer chooses

  • \(1\). More emphasis is put on reducing memory usage and less on speed

Default:

0

Accepted:

[0; +1]

Example:

task.putintparam(iparam.MIO_MEMORY_EMPHASIS_LEVEL, 0)

Generic name:

MSK_IPAR_MIO_MEMORY_EMPHASIS_LEVEL

Groups:

Mixed-integer optimization

iparam.mio_min_rel

Number of times a variable must have been branched on for its pseudocost to be considered reliable.

Default:

5

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.MIO_MIN_REL, 5)

Generic name:

MSK_IPAR_MIO_MIN_REL

Groups:

Mixed-integer optimization

iparam.mio_mode

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

Default:

satisfied

Accepted:

ignored, satisfied (see miomode)

Example:

task.putintparam(iparam.MIO_MODE, miomode.satisfied)

Generic name:

MSK_IPAR_MIO_MODE

Groups:

Overall solver

iparam.mio_node_optimizer

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

Default:

free

Accepted:

free, intpnt, conic, primal_simplex, dual_simplex, free_simplex, mixed_int (see optimizertype)

Example:

task.putintparam(iparam.MIO_NODE_OPTIMIZER, optimizertype.free)

Generic name:

MSK_IPAR_MIO_NODE_OPTIMIZER

Groups:

Mixed-integer optimization

iparam.mio_node_selection

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

Default:

free

Accepted:

free, first, best, pseudo (see mionodeseltype)

Example:

task.putintparam(iparam.MIO_NODE_SELECTION, mionodeseltype.free)

Generic name:

MSK_IPAR_MIO_NODE_SELECTION

Groups:

Mixed-integer optimization

iparam.mio_numerical_emphasis_level

Controls how much emphasis is put on reducing numerical problems possibly at the expense of solution speed.

  • \(0\). The optimizer chooses

  • \(1\). More emphasis is put on reducing numerical problems

  • \(2\). Even more emphasis

Default:

0

Accepted:

[0; +2]

Example:

task.putintparam(iparam.MIO_NUMERICAL_EMPHASIS_LEVEL, 0)

Generic name:

MSK_IPAR_MIO_NUMERICAL_EMPHASIS_LEVEL

Groups:

Mixed-integer optimization

iparam.mio_perspective_reformulate

Enables or disables perspective reformulation in presolve.

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.MIO_PERSPECTIVE_REFORMULATE, onoffkey.on)

Generic name:

MSK_IPAR_MIO_PERSPECTIVE_REFORMULATE

Groups:

Mixed-integer optimization

iparam.mio_presolve_aggregator_use

Controls if the aggregator should be used.

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.MIO_PRESOLVE_AGGREGATOR_USE, onoffkey.on)

Generic name:

MSK_IPAR_MIO_PRESOLVE_AGGREGATOR_USE

Groups:

Presolve

iparam.mio_probing_level

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

  • \(-1\). The optimizer chooses the level of probing employed

  • \(0\). Probing is disabled

  • \(1\). A low amount of probing is employed

  • \(2\). A medium amount of probing is employed

  • \(3\). A high amount of probing is employed

Default:

-1

Accepted:

[-1; 3]

Example:

task.putintparam(iparam.MIO_PROBING_LEVEL, -1)

Generic name:

MSK_IPAR_MIO_PROBING_LEVEL

Groups:

Mixed-integer optimization

iparam.mio_propagate_objective_constraint

Use objective domain propagation.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.MIO_PROPAGATE_OBJECTIVE_CONSTRAINT, onoffkey.off)

Generic name:

MSK_IPAR_MIO_PROPAGATE_OBJECTIVE_CONSTRAINT

Groups:

Mixed-integer optimization

iparam.mio_qcqo_reformulation_method

Controls what reformulation method is applied to mixed-integer quadratic problems.

Default:

free

Accepted:

free, none, linearization, eigen_val_method, diag_sdp, relax_sdp (see miqcqoreformmethod)

Example:

task.putintparam(iparam.MIO_QCQO_REFORMULATION_METHOD, miqcqoreformmethod.free)

Generic name:

MSK_IPAR_MIO_QCQO_REFORMULATION_METHOD

Groups:

Mixed-integer optimization

iparam.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]

Example:

task.putintparam(iparam.MIO_RINS_MAX_NODES, -1)

Generic name:

MSK_IPAR_MIO_RINS_MAX_NODES

Groups:

Mixed-integer optimization

iparam.mio_root_optimizer

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

Default:

free

Accepted:

free, intpnt, conic, primal_simplex, dual_simplex, free_simplex, mixed_int (see optimizertype)

Example:

task.putintparam(iparam.MIO_ROOT_OPTIMIZER, optimizertype.free)

Generic name:

MSK_IPAR_MIO_ROOT_OPTIMIZER

Groups:

Mixed-integer optimization

iparam.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]

Example:

task.putintparam(iparam.MIO_ROOT_REPEAT_PRESOLVE_LEVEL, -1)

Generic name:

MSK_IPAR_MIO_ROOT_REPEAT_PRESOLVE_LEVEL

Groups:

Mixed-integer optimization

iparam.mio_seed

Sets the random seed used for randomization in the mixed integer optimizer. Selecting a different seed can change the path the optimizer takes to the optimal solution.

Default:

42

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.MIO_SEED, 42)

Generic name:

MSK_IPAR_MIO_SEED

Groups:

Mixed-integer optimization

iparam.mio_symmetry_level

Controls the amount of symmetry detection and handling employed by the mixed-integer optimizer in presolve.

  • \(-1\). The optimizer chooses the level of symmetry detection and handling employed

  • \(0\). Symmetry detection and handling is disabled

  • \(1\). A low amount of symmetry detection and handling is employed

  • \(2\). A medium amount of symmetry detection and handling is employed

  • \(3\). A high amount of symmetry detection and handling is employed

  • \(4\). An extremely high amount of symmetry detection and handling is employed

Default:

-1

Accepted:

[-1; 4]

Example:

task.putintparam(iparam.MIO_SYMMETRY_LEVEL, -1)

Generic name:

MSK_IPAR_MIO_SYMMETRY_LEVEL

Groups:

Mixed-integer optimization

iparam.mio_var_selection

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

Default:

free

Accepted:

free, pseudocost, strong (see miovarseltype)

Example:

task.putintparam(iparam.MIO_VAR_SELECTION, miovarseltype.free)

Generic name:

MSK_IPAR_MIO_VAR_SELECTION

Groups:

Mixed-integer optimization

iparam.mio_vb_detection_level

Controls how much effort is put into detecting variable bounds.

  • \(-1\). The optimizer chooses

  • \(0\). No variable bounds are detected

  • \(1\). Only detect variable bounds that are directly represented in the problem

  • \(2\). Detect variable bounds in probing

Default:

-1

Accepted:

[-1; +2]

Example:

task.putintparam(iparam.MIO_VB_DETECTION_LEVEL, -1)

Generic name:

MSK_IPAR_MIO_VB_DETECTION_LEVEL

Groups:

Mixed-integer optimization

iparam.mt_spincount

Set the number of iterations to spin before sleeping.

Default:

0

Accepted:

[0; 1000000000]

Example:

task.putintparam(iparam.MT_SPINCOUNT, 0)

Generic name:

MSK_IPAR_MT_SPINCOUNT

Groups:

Overall system

iparam.ng

Not in use.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.NG, onoffkey.off)

Generic name:

MSK_IPAR_NG

iparam.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]

Example:

task.putintparam(iparam.NUM_THREADS, 0)

Generic name:

MSK_IPAR_NUM_THREADS

Groups:

Overall system

iparam.opf_write_header

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.OPF_WRITE_HEADER, onoffkey.on)

Generic name:

MSK_IPAR_OPF_WRITE_HEADER

Groups:

Data input/output

iparam.opf_write_hints

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.OPF_WRITE_HINTS, onoffkey.on)

Generic name:

MSK_IPAR_OPF_WRITE_HINTS

Groups:

Data input/output

iparam.opf_write_line_length

Aim to keep lines in OPF files not much longer than this.

Default:

80

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.OPF_WRITE_LINE_LENGTH, 80)

Generic name:

MSK_IPAR_OPF_WRITE_LINE_LENGTH

Groups:

Data input/output

iparam.opf_write_parameters

Write a parameter section in an OPF file.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.OPF_WRITE_PARAMETERS, onoffkey.off)

Generic name:

MSK_IPAR_OPF_WRITE_PARAMETERS

Groups:

Data input/output

iparam.opf_write_problem

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.OPF_WRITE_PROBLEM, onoffkey.on)

Generic name:

MSK_IPAR_OPF_WRITE_PROBLEM

Groups:

Data input/output

iparam.opf_write_sol_bas

If iparam.opf_write_solutions is onoffkey.on and a basic solution is defined, include the basic solution in OPF files.

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.OPF_WRITE_SOL_BAS, onoffkey.on)

Generic name:

MSK_IPAR_OPF_WRITE_SOL_BAS

Groups:

Data input/output

iparam.opf_write_sol_itg

If iparam.opf_write_solutions is onoffkey.on and an integer solution is defined, write the integer solution in OPF files.

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.OPF_WRITE_SOL_ITG, onoffkey.on)

Generic name:

MSK_IPAR_OPF_WRITE_SOL_ITG

Groups:

Data input/output

iparam.opf_write_sol_itr

If iparam.opf_write_solutions is onoffkey.on and an interior solution is defined, write the interior solution in OPF files.

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.OPF_WRITE_SOL_ITR, onoffkey.on)

Generic name:

MSK_IPAR_OPF_WRITE_SOL_ITR

Groups:

Data input/output

iparam.opf_write_solutions

Enable inclusion of solutions in the OPF files.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.OPF_WRITE_SOLUTIONS, onoffkey.off)

Generic name:

MSK_IPAR_OPF_WRITE_SOLUTIONS

Groups:

Data input/output

iparam.optimizer

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

Default:

free

Accepted:

free, intpnt, conic, primal_simplex, dual_simplex, free_simplex, mixed_int (see optimizertype)

Example:

task.putintparam(iparam.OPTIMIZER, optimizertype.free)

Generic name:

MSK_IPAR_OPTIMIZER

Groups:

Overall solver

iparam.param_read_case_name

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.PARAM_READ_CASE_NAME, onoffkey.on)

Generic name:

MSK_IPAR_PARAM_READ_CASE_NAME

Groups:

Data input/output

iparam.param_read_ign_error

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

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.PARAM_READ_IGN_ERROR, onoffkey.off)

Generic name:

MSK_IPAR_PARAM_READ_IGN_ERROR

Groups:

Data input/output

iparam.presolve_eliminator_max_fill

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

Default:

-1

Accepted:

[-inf; +inf]

Example:

task.putintparam(iparam.PRESOLVE_ELIMINATOR_MAX_FILL, -1)

Generic name:

MSK_IPAR_PRESOLVE_ELIMINATOR_MAX_FILL

Groups:

Presolve

iparam.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]

Example:

task.putintparam(iparam.PRESOLVE_ELIMINATOR_MAX_NUM_TRIES, -1)

Generic name:

MSK_IPAR_PRESOLVE_ELIMINATOR_MAX_NUM_TRIES

Groups:

Presolve

iparam.presolve_level

Currently not used.

Default:

-1

Accepted:

[-inf; +inf]

Example:

task.putintparam(iparam.PRESOLVE_LEVEL, -1)

Generic name:

MSK_IPAR_PRESOLVE_LEVEL

Groups:

Overall solver, Presolve

iparam.presolve_lindep_abs_work_trh

Controls linear dependency check in presolve. The linear dependency check is potentially computationally expensive.

Default:

100

Accepted:

[-inf; +inf]

Example:

task.putintparam(iparam.PRESOLVE_LINDEP_ABS_WORK_TRH, 100)

Generic name:

MSK_IPAR_PRESOLVE_LINDEP_ABS_WORK_TRH

Groups:

Presolve

iparam.presolve_lindep_new

Controls whether whether a new experimental linear dependency checker is employed.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.PRESOLVE_LINDEP_NEW, onoffkey.off)

Generic name:

MSK_IPAR_PRESOLVE_LINDEP_NEW

Groups:

Presolve

iparam.presolve_lindep_rel_work_trh

Controls linear dependency check in presolve. The linear dependency check is potentially computationally expensive.

Default:

100

Accepted:

[-inf; +inf]

Example:

task.putintparam(iparam.PRESOLVE_LINDEP_REL_WORK_TRH, 100)

Generic name:

MSK_IPAR_PRESOLVE_LINDEP_REL_WORK_TRH

Groups:

Presolve

iparam.presolve_lindep_use

Controls whether the linear constraints are checked for linear dependencies.

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.PRESOLVE_LINDEP_USE, onoffkey.on)

Generic name:

MSK_IPAR_PRESOLVE_LINDEP_USE

Groups:

Presolve

iparam.presolve_max_num_pass

Control the maximum number of times presolve passes over the problem. A negative value implies MOSEK decides.

Default:

-1

Accepted:

[-inf; +inf]

Example:

task.putintparam(iparam.PRESOLVE_MAX_NUM_PASS, -1)

Generic name:

MSK_IPAR_PRESOLVE_MAX_NUM_PASS

Groups:

Presolve

iparam.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]

Example:

task.putintparam(iparam.PRESOLVE_MAX_NUM_REDUCTIONS, -1)

Generic name:

MSK_IPAR_PRESOLVE_MAX_NUM_REDUCTIONS

Groups:

Overall solver, Presolve

iparam.presolve_use

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

Default:

free

Accepted:

off, on, free (see presolvemode)

Example:

task.putintparam(iparam.PRESOLVE_USE, presolvemode.free)

Generic name:

MSK_IPAR_PRESOLVE_USE

Groups:

Overall solver, Presolve

iparam.primal_repair_optimizer

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

Default:

free

Accepted:

free, intpnt, conic, primal_simplex, dual_simplex, free_simplex, mixed_int (see optimizertype)

Example:

task.putintparam(iparam.PRIMAL_REPAIR_OPTIMIZER, optimizertype.free)

Generic name:

MSK_IPAR_PRIMAL_REPAIR_OPTIMIZER

Groups:

Overall solver

iparam.ptf_write_parameters

If iparam.ptf_write_parameters is onoffkey.on, the parameters section is written.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.PTF_WRITE_PARAMETERS, onoffkey.off)

Generic name:

MSK_IPAR_PTF_WRITE_PARAMETERS

Groups:

Data input/output

iparam.ptf_write_solutions

If iparam.ptf_write_solutions is onoffkey.on, the solution section is written if any solutions are available, otherwise solution section is not written even if solutions are available.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.PTF_WRITE_SOLUTIONS, onoffkey.off)

Generic name:

MSK_IPAR_PTF_WRITE_SOLUTIONS

Groups:

Data input/output

iparam.ptf_write_transform

If iparam.ptf_write_transform is onoffkey.on, constraint blocks with identifiable conic slacks are transformed into conic constraints and the slacks are eliminated.

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.PTF_WRITE_TRANSFORM, onoffkey.on)

Generic name:

MSK_IPAR_PTF_WRITE_TRANSFORM

Groups:

Data input/output

iparam.read_debug

Turns on additional debugging information when reading files.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.READ_DEBUG, onoffkey.off)

Generic name:

MSK_IPAR_READ_DEBUG

Groups:

Data input/output

iparam.read_keep_free_con

Controls whether the free constraints are included in the problem.

Default:

off

Accepted:

  • on: The free constraints are kept.

  • off: The free constraints are discarded.

Example:

task.putintparam(iparam.READ_KEEP_FREE_CON, onoffkey.off)

Generic name:

MSK_IPAR_READ_KEEP_FREE_CON

Groups:

Data input/output

iparam.read_mps_format

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

Default:

free

Accepted:

strict, relaxed, free, cplex (see mpsformat)

Example:

task.putintparam(iparam.READ_MPS_FORMAT, mpsformat.free)

Generic name:

MSK_IPAR_READ_MPS_FORMAT

Groups:

Data input/output

iparam.read_mps_width

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

Default:

1024

Accepted:

[80; +inf]

Example:

task.putintparam(iparam.READ_MPS_WIDTH, 1024)

Generic name:

MSK_IPAR_READ_MPS_WIDTH

Groups:

Data input/output

iparam.read_task_ignore_param

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

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.READ_TASK_IGNORE_PARAM, onoffkey.off)

Generic name:

MSK_IPAR_READ_TASK_IGNORE_PARAM

Groups:

Data input/output

iparam.remote_use_compression

Use compression when sending data to an optimization server.

Default:

zstd

Accepted:

none, free, gzip, zstd (see compresstype)

Example:

task.putintparam(iparam.REMOTE_USE_COMPRESSION, compresstype.zstd)

Generic name:

MSK_IPAR_REMOTE_USE_COMPRESSION

iparam.remove_unused_solutions

Removes unused solutions before the optimization is performed.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.REMOVE_UNUSED_SOLUTIONS, onoffkey.off)

Generic name:

MSK_IPAR_REMOVE_UNUSED_SOLUTIONS

Groups:

Overall system

iparam.sensitivity_all

If set to onoffkey.on, then Task.sensitivityreport analyzes all bounds and variables instead of reading a specification from the file.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.SENSITIVITY_ALL, onoffkey.off)

Generic name:

MSK_IPAR_SENSITIVITY_ALL

Groups:

Overall solver

iparam.sensitivity_optimizer

Controls which optimizer is used for optimal partition sensitivity analysis.

Default:

free_simplex

Accepted:

free, intpnt, conic, primal_simplex, dual_simplex, free_simplex, mixed_int (see optimizertype)

Example:

task.putintparam(iparam.SENSITIVITY_OPTIMIZER, optimizertype.free_simplex)

Generic name:

MSK_IPAR_SENSITIVITY_OPTIMIZER

Groups:

Overall solver, Simplex optimizer

iparam.sensitivity_type

Controls which type of sensitivity analysis is to be performed.

Default:

basis

Accepted:

basis (see sensitivitytype)

Example:

task.putintparam(iparam.SENSITIVITY_TYPE, sensitivitytype.basis)

Generic name:

MSK_IPAR_SENSITIVITY_TYPE

Groups:

Overall solver

iparam.sim_basis_factor_use

Controls whether an LU factorization of the basis is used in a hot-start. Forcing a refactorization sometimes improves the stability of the simplex optimizers, but in most cases there is a performance penalty.

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.SIM_BASIS_FACTOR_USE, onoffkey.on)

Generic name:

MSK_IPAR_SIM_BASIS_FACTOR_USE

Groups:

Simplex optimizer

iparam.sim_degen

Controls how aggressively degeneration is handled.

Default:

free

Accepted:

none, free, aggressive, moderate, minimum (see simdegen)

Example:

task.putintparam(iparam.SIM_DEGEN, simdegen.free)

Generic name:

MSK_IPAR_SIM_DEGEN

Groups:

Simplex optimizer

iparam.sim_detect_pwl

Not in use.

Default:

on

Accepted:

  • on: PWL are detected.

  • off: PWL are not detected.

Example:

task.putintparam(iparam.SIM_DETECT_PWL, onoffkey.on)

Generic name:

MSK_IPAR_SIM_DETECT_PWL

Groups:

Simplex optimizer

iparam.sim_dual_crash

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

Default:

90

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.SIM_DUAL_CRASH, 90)

Generic name:

MSK_IPAR_SIM_DUAL_CRASH

Groups:

Dual simplex

iparam.sim_dual_phaseone_method

An experimental feature.

Default:

0

Accepted:

[0; 10]

Example:

task.putintparam(iparam.SIM_DUAL_PHASEONE_METHOD, 0)

Generic name:

MSK_IPAR_SIM_DUAL_PHASEONE_METHOD

Groups:

Simplex optimizer

iparam.sim_dual_restrict_selection

The dual simplex optimizer can use a so-called restricted selection/pricing strategy to choose 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]

Example:

task.putintparam(iparam.SIM_DUAL_RESTRICT_SELECTION, 50)

Generic name:

MSK_IPAR_SIM_DUAL_RESTRICT_SELECTION

Groups:

Dual simplex

iparam.sim_dual_selection

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

Default:

free

Accepted:

free, full, ase, devex, se, partial (see simseltype)

Example:

task.putintparam(iparam.SIM_DUAL_SELECTION, simseltype.free)

Generic name:

MSK_IPAR_SIM_DUAL_SELECTION

Groups:

Dual simplex

iparam.sim_exploit_dupvec

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

Default:

off

Accepted:

on, off, free (see simdupvec)

Example:

task.putintparam(iparam.SIM_EXPLOIT_DUPVEC, simdupvec.off)

Generic name:

MSK_IPAR_SIM_EXPLOIT_DUPVEC

Groups:

Simplex optimizer

iparam.sim_hotstart

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

Default:

free

Accepted:

none, free, status_keys (see simhotstart)

Example:

task.putintparam(iparam.SIM_HOTSTART, simhotstart.free)

Generic name:

MSK_IPAR_SIM_HOTSTART

Groups:

Simplex optimizer

iparam.sim_hotstart_lu

Determines if the simplex optimizer should exploit the initial factorization.

Default:

on

Accepted:

  • on: Factorization is reused if possible.

  • off: Factorization is recomputed.

Example:

task.putintparam(iparam.SIM_HOTSTART_LU, onoffkey.on)

Generic name:

MSK_IPAR_SIM_HOTSTART_LU

Groups:

Simplex optimizer

iparam.sim_max_iterations

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

Default:

10000000

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.SIM_MAX_ITERATIONS, 10000000)

Generic name:

MSK_IPAR_SIM_MAX_ITERATIONS

Groups:

Simplex optimizer, Termination criteria

iparam.sim_max_num_setbacks

Controls how many set-backs are allowed within a simplex optimizer. A set-back is an event where the optimizer moves in the wrong direction. This is impossible in theory but may happen due to numerical problems.

Default:

250

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.SIM_MAX_NUM_SETBACKS, 250)

Generic name:

MSK_IPAR_SIM_MAX_NUM_SETBACKS

Groups:

Simplex optimizer

iparam.sim_non_singular

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.SIM_NON_SINGULAR, onoffkey.on)

Generic name:

MSK_IPAR_SIM_NON_SINGULAR

Groups:

Simplex optimizer

iparam.sim_primal_crash

Controls whether crashing is performed in the primal simplex optimizer. In general, if a basis consists of more than (100-this parameter value)% fixed variables, then a crash will be performed.

Default:

90

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.SIM_PRIMAL_CRASH, 90)

Generic name:

MSK_IPAR_SIM_PRIMAL_CRASH

Groups:

Primal simplex

iparam.sim_primal_phaseone_method

An experimental feature.

Default:

0

Accepted:

[0; 10]

Example:

task.putintparam(iparam.SIM_PRIMAL_PHASEONE_METHOD, 0)

Generic name:

MSK_IPAR_SIM_PRIMAL_PHASEONE_METHOD

Groups:

Simplex optimizer

iparam.sim_primal_restrict_selection

The primal simplex optimizer can use a so-called restricted selection/pricing strategy to choose 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]

Example:

task.putintparam(iparam.SIM_PRIMAL_RESTRICT_SELECTION, 50)

Generic name:

MSK_IPAR_SIM_PRIMAL_RESTRICT_SELECTION

Groups:

Primal simplex

iparam.sim_primal_selection

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

Default:

free

Accepted:

free, full, ase, devex, se, partial (see simseltype)

Example:

task.putintparam(iparam.SIM_PRIMAL_SELECTION, simseltype.free)

Generic name:

MSK_IPAR_SIM_PRIMAL_SELECTION

Groups:

Primal simplex

iparam.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]

Example:

task.putintparam(iparam.SIM_REFACTOR_FREQ, 0)

Generic name:

MSK_IPAR_SIM_REFACTOR_FREQ

Groups:

Simplex optimizer

iparam.sim_reformulation

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

Default:

off

Accepted:

on, off, free, aggressive (see simreform)

Example:

task.putintparam(iparam.SIM_REFORMULATION, simreform.off)

Generic name:

MSK_IPAR_SIM_REFORMULATION

Groups:

Simplex optimizer

iparam.sim_save_lu

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

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.SIM_SAVE_LU, onoffkey.off)

Generic name:

MSK_IPAR_SIM_SAVE_LU

Groups:

Simplex optimizer

iparam.sim_scaling

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

Default:

free

Accepted:

free, none (see scalingtype)

Example:

task.putintparam(iparam.SIM_SCALING, scalingtype.free)

Generic name:

MSK_IPAR_SIM_SCALING

Groups:

Simplex optimizer

iparam.sim_scaling_method

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

Default:

pow2

Accepted:

pow2, free (see scalingmethod)

Example:

task.putintparam(iparam.SIM_SCALING_METHOD, scalingmethod.pow2)

Generic name:

MSK_IPAR_SIM_SCALING_METHOD

Groups:

Simplex optimizer

iparam.sim_seed

Sets the random seed used for randomization in the simplex optimizers.

Default:

23456

Accepted:

[0; 32749]

Example:

task.putintparam(iparam.SIM_SEED, 23456)

Generic name:

MSK_IPAR_SIM_SEED

Groups:

Simplex optimizer

iparam.sim_solve_form

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

Default:

free

Accepted:

free, primal, dual (see solveform)

Example:

task.putintparam(iparam.SIM_SOLVE_FORM, solveform.free)

Generic name:

MSK_IPAR_SIM_SOLVE_FORM

Groups:

Simplex optimizer

iparam.sim_stability_priority

Controls how high priority the numerical stability should be given.

Default:

50

Accepted:

[0; 100]

Example:

task.putintparam(iparam.SIM_STABILITY_PRIORITY, 50)

Generic name:

MSK_IPAR_SIM_STABILITY_PRIORITY

Groups:

Simplex optimizer

iparam.sim_switch_optimizer

The simplex optimizer sometimes chooses to solve the dual problem instead of the primal problem. This implies that if you have chosen to use the dual simplex optimizer and the problem is dualized, then it actually makes sense to use the primal simplex optimizer instead. If this parameter is on and the problem is dualized and furthermore the simplex optimizer is chosen to be the primal (dual) one, then it is switched to the dual (primal).

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.SIM_SWITCH_OPTIMIZER, onoffkey.off)

Generic name:

MSK_IPAR_SIM_SWITCH_OPTIMIZER

Groups:

Simplex optimizer

iparam.sol_filter_keep_basic

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

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.SOL_FILTER_KEEP_BASIC, onoffkey.off)

Generic name:

MSK_IPAR_SOL_FILTER_KEEP_BASIC

Groups:

Solution input/output

iparam.sol_filter_keep_ranged

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

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.SOL_FILTER_KEEP_RANGED, onoffkey.off)

Generic name:

MSK_IPAR_SOL_FILTER_KEEP_RANGED

Groups:

Solution input/output

iparam.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]

Example:

task.putintparam(iparam.SOL_READ_NAME_WIDTH, -1)

Generic name:

MSK_IPAR_SOL_READ_NAME_WIDTH

Groups:

Data input/output, Solution input/output

iparam.sol_read_width

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

Default:

1024

Accepted:

[80; +inf]

Example:

task.putintparam(iparam.SOL_READ_WIDTH, 1024)

Generic name:

MSK_IPAR_SOL_READ_WIDTH

Groups:

Data input/output, Solution input/output

iparam.solution_callback

Indicates whether solution callbacks will be performed during the optimization.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.SOLUTION_CALLBACK, onoffkey.off)

Generic name:

MSK_IPAR_SOLUTION_CALLBACK

Groups:

Progress callback, Overall solver

iparam.timing_level

Controls the amount of timing performed inside MOSEK.

Default:

1

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.TIMING_LEVEL, 1)

Generic name:

MSK_IPAR_TIMING_LEVEL

Groups:

Overall system

iparam.write_bas_constraints

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_BAS_CONSTRAINTS, onoffkey.on)

Generic name:

MSK_IPAR_WRITE_BAS_CONSTRAINTS

Groups:

Data input/output, Solution input/output

iparam.write_bas_head

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_BAS_HEAD, onoffkey.on)

Generic name:

MSK_IPAR_WRITE_BAS_HEAD

Groups:

Data input/output, Solution input/output

iparam.write_bas_variables

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_BAS_VARIABLES, onoffkey.on)

Generic name:

MSK_IPAR_WRITE_BAS_VARIABLES

Groups:

Data input/output, Solution input/output

iparam.write_compression

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

Default:

9

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.WRITE_COMPRESSION, 9)

Generic name:

MSK_IPAR_WRITE_COMPRESSION

Groups:

Data input/output

iparam.write_data_param

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

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_DATA_PARAM, onoffkey.off)

Generic name:

MSK_IPAR_WRITE_DATA_PARAM

Groups:

Data input/output

iparam.write_free_con

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_FREE_CON, onoffkey.on)

Generic name:

MSK_IPAR_WRITE_FREE_CON

Groups:

Data input/output

iparam.write_generic_names

Controls whether generic names should be used instead of user-defined names when writing to the data file.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_GENERIC_NAMES, onoffkey.off)

Generic name:

MSK_IPAR_WRITE_GENERIC_NAMES

Groups:

Data input/output

iparam.write_generic_names_io

Index origin used in generic names.

Default:

1

Accepted:

[0; +inf]

Example:

task.putintparam(iparam.WRITE_GENERIC_NAMES_IO, 1)

Generic name:

MSK_IPAR_WRITE_GENERIC_NAMES_IO

Groups:

Data input/output

iparam.write_ignore_incompatible_items

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

Default:

off

Accepted:

  • on: Ignore items that cannot be written to the current output file format.

  • off: Produce an error if the problem contains items that cannot the written to the current output file format.

Example:

task.putintparam(iparam.WRITE_IGNORE_INCOMPATIBLE_ITEMS, onoffkey.off)

Generic name:

MSK_IPAR_WRITE_IGNORE_INCOMPATIBLE_ITEMS

Groups:

Data input/output

iparam.write_int_constraints

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_INT_CONSTRAINTS, onoffkey.on)

Generic name:

MSK_IPAR_WRITE_INT_CONSTRAINTS

Groups:

Data input/output, Solution input/output

iparam.write_int_head

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_INT_HEAD, onoffkey.on)

Generic name:

MSK_IPAR_WRITE_INT_HEAD

Groups:

Data input/output, Solution input/output

iparam.write_int_variables

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_INT_VARIABLES, onoffkey.on)

Generic name:

MSK_IPAR_WRITE_INT_VARIABLES

Groups:

Data input/output, Solution input/output

iparam.write_json_indentation

When set, the JSON task and solution files are written with indentation for better readability.

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_JSON_INDENTATION, onoffkey.off)

Generic name:

MSK_IPAR_WRITE_JSON_INDENTATION

Groups:

Data input/output

iparam.write_lp_full_obj

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_LP_FULL_OBJ, onoffkey.on)

Generic name:

MSK_IPAR_WRITE_LP_FULL_OBJ

Groups:

Data input/output

iparam.write_lp_line_width

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

Default:

80

Accepted:

[40; +inf]

Example:

task.putintparam(iparam.WRITE_LP_LINE_WIDTH, 80)

Generic name:

MSK_IPAR_WRITE_LP_LINE_WIDTH

Groups:

Data input/output

iparam.write_mps_format

Controls in which format the MPS is written.

Default:

free

Accepted:

strict, relaxed, free, cplex (see mpsformat)

Example:

task.putintparam(iparam.WRITE_MPS_FORMAT, mpsformat.free)

Generic name:

MSK_IPAR_WRITE_MPS_FORMAT

Groups:

Data input/output

iparam.write_mps_int

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_MPS_INT, onoffkey.on)

Generic name:

MSK_IPAR_WRITE_MPS_INT

Groups:

Data input/output

iparam.write_sol_barvariables

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_SOL_BARVARIABLES, onoffkey.on)

Generic name:

MSK_IPAR_WRITE_SOL_BARVARIABLES

Groups:

Data input/output, Solution input/output

iparam.write_sol_constraints

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_SOL_CONSTRAINTS, onoffkey.on)

Generic name:

MSK_IPAR_WRITE_SOL_CONSTRAINTS

Groups:

Data input/output, Solution input/output

iparam.write_sol_head

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_SOL_HEAD, onoffkey.on)

Generic name:

MSK_IPAR_WRITE_SOL_HEAD

Groups:

Data input/output, Solution input/output

iparam.write_sol_ignore_invalid_names

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

Default:

off

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_SOL_IGNORE_INVALID_NAMES, onoffkey.off)

Generic name:

MSK_IPAR_WRITE_SOL_IGNORE_INVALID_NAMES

Groups:

Data input/output, Solution input/output

iparam.write_sol_variables

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_SOL_VARIABLES, onoffkey.on)

Generic name:

MSK_IPAR_WRITE_SOL_VARIABLES

Groups:

Data input/output, Solution input/output

iparam.write_task_inc_sol

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

Default:

on

Accepted:

on, off (see onoffkey)

Example:

task.putintparam(iparam.WRITE_TASK_INC_SOL, onoffkey.on)

Generic name:

MSK_IPAR_WRITE_TASK_INC_SOL

Groups:

Data input/output

iparam.write_xml_mode

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

Default:

row

Accepted:

row, col (see xmlwriteroutputtype)

Example:

task.putintparam(iparam.WRITE_XML_MODE, xmlwriteroutputtype.row)

Generic name:

MSK_IPAR_WRITE_XML_MODE

Groups:

Data input/output

15.7.3 String parameters

sparam

The enumeration type containing all string parameters.

sparam.bas_sol_file_name

Name of the bas solution file.

Accepted:

Any valid file name.

Example:

task.putstrparam(sparam.BAS_SOL_FILE_NAME, "somevalue")

Generic name:

MSK_SPAR_BAS_SOL_FILE_NAME

Groups:

Data input/output, Solution input/output

sparam.data_file_name

Data are read and written to this file.

Accepted:

Any valid file name.

Example:

task.putstrparam(sparam.DATA_FILE_NAME, "somevalue")

Generic name:

MSK_SPAR_DATA_FILE_NAME

Groups:

Data input/output

sparam.debug_file_name

MOSEK debug file.

Accepted:

Any valid file name.

Example:

task.putstrparam(sparam.DEBUG_FILE_NAME, "somevalue")

Generic name:

MSK_SPAR_DEBUG_FILE_NAME

Groups:

Data input/output

sparam.int_sol_file_name

Name of the int solution file.

Accepted:

Any valid file name.

Example:

task.putstrparam(sparam.INT_SOL_FILE_NAME, "somevalue")

Generic name:

MSK_SPAR_INT_SOL_FILE_NAME

Groups:

Data input/output, Solution input/output

sparam.itr_sol_file_name

Name of the itr solution file.

Accepted:

Any valid file name.

Example:

task.putstrparam(sparam.ITR_SOL_FILE_NAME, "somevalue")

Generic name:

MSK_SPAR_ITR_SOL_FILE_NAME

Groups:

Data input/output, Solution input/output

sparam.mio_debug_string

For internal debugging purposes.

Accepted:

Any valid string.

Example:

task.putstrparam(sparam.MIO_DEBUG_STRING, "somevalue")

Generic name:

MSK_SPAR_MIO_DEBUG_STRING

Groups:

Data input/output

sparam.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.

Example:

task.putstrparam(sparam.PARAM_COMMENT_SIGN, "%%")

Generic name:

MSK_SPAR_PARAM_COMMENT_SIGN

Groups:

Data input/output

sparam.param_read_file_name

Modifications to the parameter database is read from this file.

Accepted:

Any valid file name.

Example:

task.putstrparam(sparam.PARAM_READ_FILE_NAME, "somevalue")

Generic name:

MSK_SPAR_PARAM_READ_FILE_NAME

Groups:

Data input/output

sparam.param_write_file_name

The parameter database is written to this file.

Accepted:

Any valid file name.

Example:

task.putstrparam(sparam.PARAM_WRITE_FILE_NAME, "somevalue")

Generic name:

MSK_SPAR_PARAM_WRITE_FILE_NAME

Groups:

Data input/output

sparam.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.

Example:

task.putstrparam(sparam.READ_MPS_BOU_NAME, "somevalue")

Generic name:

MSK_SPAR_READ_MPS_BOU_NAME

Groups:

Data input/output

sparam.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.

Example:

task.putstrparam(sparam.READ_MPS_OBJ_NAME, "somevalue")

Generic name:

MSK_SPAR_READ_MPS_OBJ_NAME

Groups:

Data input/output

sparam.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.

Example:

task.putstrparam(sparam.READ_MPS_RAN_NAME, "somevalue")

Generic name:

MSK_SPAR_READ_MPS_RAN_NAME

Groups:

Data input/output

sparam.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.

Example:

task.putstrparam(sparam.READ_MPS_RHS_NAME, "somevalue")

Generic name:

MSK_SPAR_READ_MPS_RHS_NAME

Groups:

Data input/output

sparam.remote_optserver_host

URL of the remote optimization server in the format (http|https)://server:port. If set, all subsequent calls to any MOSEK function that involves synchronous optimization will be sent to the specified OptServer instead of being executed locally. Passing empty string deactivates this redirection.

Accepted:

Any valid URL.

Example:

task.putstrparam(sparam.REMOTE_OPTSERVER_HOST, "somevalue")

Generic name:

MSK_SPAR_REMOTE_OPTSERVER_HOST

Groups:

Overall system

sparam.remote_tls_cert

List of known server certificates in PEM format.

Accepted:

PEM files separated by new-lines.

Example:

task.putstrparam(sparam.REMOTE_TLS_CERT, "somevalue")

Generic name:

MSK_SPAR_REMOTE_TLS_CERT

Groups:

Overall system

sparam.remote_tls_cert_path

Path to known server certificates in PEM format.

Accepted:

Any valid path.

Example:

task.putstrparam(sparam.REMOTE_TLS_CERT_PATH, "somevalue")

Generic name:

MSK_SPAR_REMOTE_TLS_CERT_PATH

Groups:

Overall system

sparam.sensitivity_file_name

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

Accepted:

Any valid string.

Example:

task.putstrparam(sparam.SENSITIVITY_FILE_NAME, "somevalue")

Generic name:

MSK_SPAR_SENSITIVITY_FILE_NAME

Groups:

Data input/output

sparam.sensitivity_res_file_name

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

Accepted:

Any valid string.

Example:

task.putstrparam(sparam.SENSITIVITY_RES_FILE_NAME, "somevalue")

Generic name:

MSK_SPAR_SENSITIVITY_RES_FILE_NAME

Groups:

Data input/output

sparam.sol_filter_xc_low

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

Accepted:

Any valid filter.

Example:

task.putstrparam(sparam.SOL_FILTER_XC_LOW, "somevalue")

Generic name:

MSK_SPAR_SOL_FILTER_XC_LOW

Groups:

Data input/output, Solution input/output

sparam.sol_filter_xc_upr

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

Accepted:

Any valid filter.

Example:

task.putstrparam(sparam.SOL_FILTER_XC_UPR, "somevalue")

Generic name:

MSK_SPAR_SOL_FILTER_XC_UPR

Groups:

Data input/output, Solution input/output

sparam.sol_filter_xx_low

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

Accepted:

Any valid filter.

Example:

task.putstrparam(sparam.SOL_FILTER_XX_LOW, "somevalue")

Generic name:

MSK_SPAR_SOL_FILTER_XX_LOW

Groups:

Data input/output, Solution input/output

sparam.sol_filter_xx_upr

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

Accepted:

Any valid file name.

Example:

task.putstrparam(sparam.SOL_FILTER_XX_UPR, "somevalue")

Generic name:

MSK_SPAR_SOL_FILTER_XX_UPR

Groups:

Data input/output, Solution input/output

sparam.stat_key

Key used when writing the summary file.

Accepted:

Any valid string.

Example:

task.putstrparam(sparam.STAT_KEY, "somevalue")

Generic name:

MSK_SPAR_STAT_KEY

Groups:

Data input/output

sparam.stat_name

Name used when writing the statistics file.

Accepted:

Any valid XML string.

Example:

task.putstrparam(sparam.STAT_NAME, "somevalue")

Generic name:

MSK_SPAR_STAT_NAME

Groups:

Data input/output

sparam.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.

Example:

task.putstrparam(sparam.WRITE_LP_GEN_VAR_NAME, "xmskgen")

Generic name:

MSK_SPAR_WRITE_LP_GEN_VAR_NAME

Groups:

Data input/output