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AMPL > >Products > >Solvers > >MOSEK Directives for AMPL

MOSEK Directives for AMPL

To set these directives, assign a string specifying their values to the AMPL option mosek_options. For example:

ampl: option mosek_options 'outlev=3 msk_dpar_intpnt_tol_pfeas=1.0e-8';

List of directives

Parameter name
MSK_DPAR_BASIS_REL_TOL_S
MSK_DPAR_BASIS_TOL_S
MSK_DPAR_BASIS_TOL_X
MSK_DPAR_CALLBACK_FREQ
MSK_DPAR_DATA_TOL_AIJ
MSK_DPAR_DATA_TOL_AIJ_LARGE
MSK_DPAR_DATA_TOL_BOUND_INF
MSK_DPAR_DATA_TOL_BOUND_WRN
MSK_DPAR_DATA_TOL_QIJ
MSK_DPAR_DATA_TOL_X
MSK_DPAR_INTPNT_CO_TOL_DFEAS
MSK_DPAR_INTPNT_CO_TOL_INFEAS
MSK_DPAR_INTPNT_CO_TOL_MU_RED
MSK_DPAR_INTPNT_CO_TOL_PFEAS
MSK_DPAR_INTPNT_CO_TOL_REL_GAP
MSK_DPAR_INTPNT_NL_TOL_DFEAS
MSK_DPAR_INTPNT_NL_TOL_MU_RED
MSK_DPAR_INTPNT_NL_TOL_PFEAS
MSK_DPAR_INTPNT_NL_TOL_REL_GAP
MSK_DPAR_INTPNT_NL_TOL_REL_STEP
MSK_DPAR_INTPNT_TOL_DFEAS
MSK_DPAR_INTPNT_TOL_DSAFE
MSK_DPAR_INTPNT_TOL_INFEAS
MSK_DPAR_INTPNT_TOL_MU_RED
MSK_DPAR_INTPNT_TOL_PATH
MSK_DPAR_INTPNT_TOL_PFEAS
MSK_DPAR_INTPNT_TOL_PSAFE
MSK_DPAR_INTPNT_TOL_REL_GAP
MSK_DPAR_INTPNT_TOL_REL_STEP
MSK_DPAR_LICENSE_CHECK_PAUSE
MSK_DPAR_MIO_ADD_CUT_PER
MSK_DPAR_MIO_MAX_TIME
MSK_DPAR_MIO_MAX_TIME_APRX_OPT
MSK_DPAR_MIO_TOL_ABS_GAP
MSK_DPAR_MIO_TOL_ABS_RELAX_INT
MSK_DPAR_MIO_TOL_REL_GAP
MSK_DPAR_MIO_TOL_REL_RELAX_INT
MSK_IPAR_ALLOC_ADD_ANZ
MSK_IPAR_ALLOC_ADD_CON
MSK_IPAR_ALLOC_ADD_CONE
MSK_IPAR_ALLOC_ADD_QNZ
MSK_IPAR_ALLOC_ADD_VAR
MSK_IPAR_CACHE_SIZE_L1
MSK_IPAR_CACHE_SIZE_L2
MSK_IPAR_CHECK_CTRL_C
MSK_IPAR_FILTER_KEEP_RANGED
MSK_IPAR_FILTER_KEEP_SK_BAS
MSK_IPAR_INFEAS_REPORT_AUTO
MSK_IPAR_INFEAS_REPORT_LEVEL
MSK_IPAR_INTPNT_BASIS
MSK_IPAR_INTPNT_DIFF_STEP
MSK_IPAR_INTPNT_MAX_ITERATIONS
MSK_IPAR_INTPNT_OFF_COL_TRH
MSK_IPAR_INTPNT_ORDER_METHOD
MSK_IPAR_INTPNT_PRINT_LEVEL
MSK_IPAR_INTPNT_SCALING
MSK_IPAR_INTPNT_SOLVE_FORM
MSK_IPAR_MAX_NUM_WARNINGS
MSK_IPAR_MIO_BRANCH_DIR
MSK_IPAR_MIO_CONT_SOL
MSK_IPAR_MIO_CUT_LEVEL
MSK_IPAR_MIO_HEURISTC_LEVEL
MSK_IPAR_MIO_KEEP_BASIS
MSK_IPAR_MIO_MAX_ITERATIONS
MSK_IPAR_MIO_MODE
MSK_IPAR_MIO_NODE_OPTIMIZER
MSK_IPAR_MIO_NODE_SELECTION
MSK_IPAR_MIO_PRESOLVE_LEVEL
MSK_IPAR_MIO_PRINT_FREQ
MSK_IPAR_MIO_PRINT_LEVEL
MSK_IPAR_MIO_ROOT_OPTIMIZER
MSK_IPAR_MIO_SOLVER_TYPE
MSK_IPAR_MIO_STRONG_BRANCH
MSK_IPAR_MPS_READ_FAST
MSK_IPAR_MPS_READ_KEEP_INT
MSK_IPAR_MPS_READ_RELAX
MSK_IPAR_NUM_PROCESSORS
MSK_IPAR_OBJECTIVE_SENSE
MSK_IPAR_OPTIMIZER
MSK_IPAR_PRESOLVE_CHECK_LINDEP
MSK_IPAR_PRESOLVE_ELIMINATOR
MSK_IPAR_PRESOLVE_ELIM_FILL
MSK_IPAR_PRESOLVE_USE
MSK_IPAR_READ_ADD_ANZ
MSK_IPAR_READ_ADD_CON
MSK_IPAR_READ_ADD_CONE
MSK_IPAR_READ_ADD_QNZ
MSK_IPAR_READ_ADD_VAR
MSK_IPAR_READ_KEEP_FREE_CON
MSK_IPAR_READ_MPS_FORMAT
MSK_IPAR_READ_MPS_WIDTH
MSK_IPAR_READ_Q_MODE
MSK_IPAR_READ_SOL_WIDTH
MSK_IPAR_SIM_CRASH
MSK_IPAR_SIM_LOG_FREQ
MSK_IPAR_SIM_MAX_ITERATIONS
MSK_IPAR_SIM_PRIMAL_SELECTION
MSK_IPAR_SIM_PRINT_LEVEL
MSK_IPAR_SIM_REFACTOR_FREQ
MSK_IPAR_WAIT_FOR_LICENSE
MSK_IPAR_WRITE_BAS_CONSTRAINTS
MSK_IPAR_WRITE_BAS_HEAD
MSK_IPAR_WRITE_BAS_VARIABLES
MSK_IPAR_WRITE_COMPRESSED_MPS
MSK_IPAR_WRITE_FREE_CON
MSK_IPAR_WRITE_GENERIC_NAMES
MSK_IPAR_WRITE_INT_CONSTRAINTS
MSK_IPAR_WRITE_INT_HEAD
MSK_IPAR_WRITE_INT_MPS
MSK_IPAR_WRITE_INT_VARIABLES
MSK_IPAR_WRITE_PRECISION
MSK_IPAR_WRITE_SOL_CONSTRAINTS
MSK_IPAR_WRITE_SOL_HEAD
MSK_IPAR_WRITE_SOL_VARIABLES
MSK_IPAR_WRITE_STRICT_MPS
MSK_SPAR_BAS_SOL_FILE_NAME
MSK_SPAR_DATA_FILE_NAME
MSK_SPAR_DEBUG_FILE_NAME
MSK_SPAR_INT_SOL_FILE_NAME
MSK_SPAR_ITR_SOL_FILE_NAME
MSK_SPAR_PARAM_FILE_NAME
MSK_SPAR_SOL_FILTER_XC_LOW
MSK_SPAR_SOL_FILTER_XC_UPR
MSK_SPAR_SOL_FILTER_XX_LOW
MSK_SPAR_SOL_FILTER_XX_UPR
MSK_SPAR_STAT_FILE_NAME
OUTLEV
WANTSOL

Detailed explanations of parameters


  • MSK_DPAR_BASIS_REL_TOL_S
    (type: double, default: 1.0e-12)

    Possible values: Any positive number.

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

  • MSK_DPAR_BASIS_TOL_S
    (type: double, default: 1.0e-6)

    Possible values: Any positive number.

    Description: Maximum absolute dual bound violation in an optimal basic solution.

  • MSK_DPAR_BASIS_TOL_X
    (type: double, default: 1.0e-6)

    Possible values: Any positive number.

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

  • MSK_DPAR_CALLBACK_FREQ
    (type: double, default: -1.0)

    Possible values: Any number.

    Description: Controls the time between calls to the progress call-back function. Hence, if the value of this parameter is for example 10, then the call-back is called approximately each 10 seconds. A negative value is equivalent to infinity.

    In general frequent call-backs may hurt the performance.

  • MSK_DPAR_DATA_TOL_AIJ
    (type: double, default: 1.0e-12)

    Possible values: Any positive value.

    Description: Absolute zero tolerance for elements in \(A\).

  • MSK_DPAR_DATA_TOL_AIJ_LARGE
    (type: double, default: 1.0e10)

    Possible values: Any positive value.

    Description: An element in \(A\) which is larger than this value in absolute size causes a warning message to be printed.

  • MSK_DPAR_DATA_TOL_BOUND_INF
    (type: double, default: 1.0e16)

    Possible values: Any positive number.

    Description: Any bound which in absolute value is greater than this parameter is considered infinite.

  • MSK_DPAR_DATA_TOL_BOUND_WRN
    (type: double, default: 1.0e6)

    Possible values: Any positive number.

    Description: If a bound value is larger than this value in absolute size, then a warning message is issued.

  • MSK_DPAR_DATA_TOL_QIJ
    (type: double, default: 1.0e-16)

    Possible values: Any positive number.

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

  • MSK_DPAR_DATA_TOL_X
    (type: double, default: 1.0e-8)

    Possible values: Any positive number.

    Description: 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 lower bound is considered identical.

  • MSK_DPAR_INTPNT_CO_TOL_DFEAS
    (type: double, default: 1.0e-8)

    Possible values: Any positive number.

    Description: Dual feasibility tolerance used by the conic interior-point optimizer.

  • MSK_DPAR_INTPNT_CO_TOL_INFEAS
    (type: double, default: 1.0e-8)

    Possible values: Any positive number

    Description: Controls when the conic interior-point optimizer declares the model primal or dual infeasible. A small number means the optimizer gets more conservative about declaring the model infeasible.

  • MSK_DPAR_INTPNT_CO_TOL_MU_RED
    (type: double, default: 1.0e-12)

    Possible values: Any positive number.

    Description: Relative complementarity gap tolerance feasibility tolerance used by the conic interior-point optimizer.

  • MSK_DPAR_INTPNT_CO_TOL_PFEAS
    (type: double, default: 1.0e-8)

    Possible values: Any positive number.

    Description: Primal feasibility tolerance used by the conic interior-point optimizer.

  • MSK_DPAR_INTPNT_CO_TOL_REL_GAP
    (type: double, default: 1.0e-8)

    Possible values: Any positive number.

    Description: Relative gap termination tolerance used by the conic interior-point optimizer.

  • MSK_DPAR_INTPNT_NL_TOL_DFEAS
    (type: double, default: 1.0e-8)

    Possible values: Any positive number.

    Description: Dual feasibility tolerance used when a nonlinear model is solved.

  • MSK_DPAR_INTPNT_NL_TOL_MU_RED
    (type: double, default: 1.0e-12)

    Possible values: Any positive number.

    Description: Relative complementarity gap tolerance.

  • MSK_DPAR_INTPNT_NL_TOL_PFEAS
    (type: double, default: 1.0e-8)

    Possible values: Any positive number.

    Description: Primal feasibility tolerance used when a nonlinear model is solved.

  • MSK_DPAR_INTPNT_NL_TOL_REL_GAP
    (type: double, default: 1.0e-6)

    Possible values: Any positive number.

    Description: Relative gap termination tolerance for nonlinear problems.

  • MSK_DPAR_INTPNT_NL_TOL_REL_STEP
    (type: double, default: 0.995)

    Possible values: Any positive number less than 0.999999.

    Description: Relative step size to the boundary for general nonlinear optimization problems.

  • MSK_DPAR_INTPNT_TOL_DFEAS
    (type: double, default: 1.0e-10)

    Possible values: Any positive number.

    Description: Dual feasibility tolerance used for linear and quadratic optimization problems.

  • MSK_DPAR_INTPNT_TOL_DSAFE
    (type: double, default: 1.0)

    Possible values: Any positive value greater then 1.0e-4.

    Description: Controls the initial primal starting point used by the interior-point optimizer. If the interior-point optimizer converge slowly.

  • MSK_DPAR_INTPNT_TOL_INFEAS
    (type: double, default: 1.0e-8)

    Possible values: Any positive number

    Description: Controls when the optimizer declares the model primal or dual infeasible. A small number means the optimizer gets more conservative about declaring the model infeasible.

  • MSK_DPAR_INTPNT_TOL_MU_RED
    (type: double, default: 1.0e-16)

    Possible values: Any positive number.

    Description: Relative complementarity gap tolerance.

  • MSK_DPAR_INTPNT_TOL_PATH
    (type: double, default: 1.0e-8)

    Possible values: Any positive number less than 0.5.

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

  • MSK_DPAR_INTPNT_TOL_PFEAS
    (type: double, default: 1.0e-10)

    Possible values: Any positive number.

    Description: Primal feasibility tolerance used for linear and quadratic optimization problems.

  • MSK_DPAR_INTPNT_TOL_PSAFE
    (type: double, default: 1.0)

    Possible values: Any positive number greater than 0.01.

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

  • MSK_DPAR_INTPNT_TOL_REL_GAP
    (type: double, default: 1.0e-8)

    Possible values: Any positive number.

    Description: Relative gap termination tolerance.

  • MSK_DPAR_INTPNT_TOL_REL_STEP
    (type: double, default: 0.9999)

    Possible values: Any positive number less than 0.999999.

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

  • MSK_DPAR_LICENSE_CHECK_PAUSE
    (type: int, default: 30)

    Possible values: Any value greater than 1.

    Description: Length of the pause in the seconds between two checks of whether a license is available.

  • MSK_DPAR_MIO_ADD_CUT_PER
    (type: double, default: 1.0)

    Possible values: Any nonnegative value.

    Description: Absolute relaxation tolerance of the integer constraints. I.e. \(\min(\vert x\vert-\lfloor x \rfloor,\lceil x \rceil – \vert x\vert)\) is less than the tolerance then the integer restrictions assumed to be satisfied.

  • MSK_DPAR_MIO_MAX_TIME
    (type: double, default: -1.0)

    Possible values: Any number

    Description: This parameter limits the maximum time spend by the mixed integer optimizer. A negative number means infinity.

  • MSK_DPAR_MIO_MAX_TIME_APRX_OPT
    (type: double, default: 100)

    Possible values: Any nonnegative value.

    Description: Number of seconds spend by the mixed integer optimizer before the
    MSK_DPAR_MIO_TOL_REL_RELAX_INT is applied.

  • MSK_DPAR_MIO_TOL_ABS_GAP
    (type: double, default: 1.0e-5)

    Possible values: Any nonnegative value

    Description: Absolute optimality tolerance employed by the mixed integer optimizer.

  • MSK_DPAR_MIO_TOL_ABS_RELAX_INT
    (type: double, default: 1.0e-5)

    Possible values: Any nonnegative value.

    Description: Absolute relaxation tolerance of the integer constraints. I.e. \(\min(\vert x\vert-\lfloor x \rfloor,\lceil x \rceil – \vert x\vert)\) is less than the tolerance then the integer restrictions assumed to be satisfied.

  • MSK_DPAR_MIO_TOL_REL_GAP
    (type: double, default: 1.0e-5)

    Possible values: Any nonnegative value.

    Description: Relative optimality tolerance employed by the mixed integer optimizer.

  • MSK_DPAR_MIO_TOL_REL_RELAX_INT
    (type: double, default: 1.0e-6)

    Possible values: Any nonnegative value.

    Description: Relative relaxation tolerance of the integer constraints. I.e. \(\min(\vert x\vert-\lfloor x \rfloor,\lceil x \rceil – \vert x\vert)\) is less than the tolerance times \(\vert x\vert\) then the integer restrictions assumed to be satisfied.

  • MSK_IPAR_ALLOC_ADD_ANZ
    (type: int, default: 10000)

    Possible values: Any nonnegative integer.

    Description: Additional number of non-zeros that are made room for in \(A\) when numanz exceeds maxnumanz during the addition of new \(A\) entries.

  • MSK_IPAR_ALLOC_ADD_CON
    (type: int, default: 500)

    Possible values: Any nonnegative integer.

    Description: Additional number of constraints that is made room when numcon exceeds maxnumcon when adding constraints.

  • MSK_IPAR_ALLOC_ADD_CONE
    (type: int, default: 1000)

    Possible values: Any nonnegative integer.

    Description: Additional number of cone constraints that are made room when the number of cone constraints are increased.

  • MSK_IPAR_ALLOC_ADD_QNZ
    (type: int, default: 5000)

    Possible values: Any nonnegative integer.

    Description: Additional number of \(Q\) non-zeros that are made room for when numanz exceeds maxnumqnz during addition of new \(Q\) entries.

  • MSK_IPAR_ALLOC_ADD_VAR
    (type: int, default: 1000)

    Possible values: Any nonnegative integer.

    Description: Additional number of variables that is made room when numvar exceeds maxnumvar when adding constraints.

  • MSK_IPAR_CACHE_SIZE_L1
    (type: int, default: 0)

    Possible values: Any integer.

    Description: Specifies the size of the cache of the computer. This parameter is potentially very important for the efficiency on computers where MOSEK cannot determine the cache size automatically. If the cache size is negative, then MOSEK tries to determine the value automatically.

  • MSK_IPAR_CACHE_SIZE_L2
    (type: int, default: 0)

    Possible values: Any integer.

    Description: Specifies the size of the cache of the computer. This parameter is potentially very important for the efficiency on computers where MOSEK cannot determine the cache size automatically. If the cache size is negative, then MOSEK tries to determine the value automatically.

  • MSK_IPAR_CHECK_CTRL_C
    (type: int, default: MSK_OFF)

    Possible values:

    (1) MSK_ONSwitch the option on.
    (0) MSK_OFFSwitch the option off.

    Description: Specifies whether MOSEK should check whether <ctrl>+<c> has been pressed. In the case it has, then control is returned to the user program.

    In the case a user defined ctrl-c function is defined then that is used to check for ctrl-c. Otherwise the system procedure signal is used.

  • MSK_IPAR_FILTER_KEEP_RANGED
    (type: int, default: MSK_OFF)

    Possible values:

    (1) MSK_ONSwitch the option on.
    (0) MSK_OFFSwitch the option off.

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

  • MSK_IPAR_FILTER_KEEP_SK_BAS
    (type: int, default: MSK_OFF)

    Possible values:

    (1) MSK_ONSwitch the option on.
    (0) MSK_OFFSwitch the option off.

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

  • MSK_IPAR_INFEAS_REPORT_AUTO
    (type: int, default: MSK_OFF)

    Possible values:

    (1) MSK_ONSwitch the option on.
    (0) MSK_OFFSwitch the option off.

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

  • MSK_IPAR_INFEAS_REPORT_LEVEL
    (type: int, default: 1)

    Possible values: Any nonnegative value.

    Description: Controls the amount info presented in an infeasibility report. Higher values implies more information.

  • MSK_IPAR_INTPNT_BASIS
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONAn optimal basis is computed.
    (0) MSK_OFFAn optimal basis is not computed.

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

  • MSK_IPAR_INTPNT_DIFF_STEP
    (type: int, default: MSK_ON)

    Possible values:

    (0) MSK_OFFDifferent step sizes are not allowed.
    (1) MSK_ONDifferent step sizes are allowed.

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

  • MSK_IPAR_INTPNT_MAX_ITERATIONS
    (type: int, default: 200)

    Possible values: Any nonnegative integer.

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

  • MSK_IPAR_INTPNT_OFF_COL_TRH
    (type: int, default: 40)

    Possible values: Any nonnegative integer.

    Description: Controls how many offending there are located in the Jacobian the constraint matrix. 0 means no offending columns will be detected. 1 means many offending columns will be detected. In general by increasing the number fewer offending columns will be detected.

  • MSK_IPAR_INTPNT_ORDER_METHOD
    (type: int, default: MSK_ORDER_METHOD_FREE)

    Possible values:

    (0) MSK_ORDER_METHOD_FREEThe ordering method is automatically chosen.
    (1) MSK_ORDER_METHOD_APPMINLOC1Approximate minimum local-fill-in ordering is used.
    (2) MSK_ORDER_METHOD_APPMINLOC2A variant of the approximate minimum local-fill-in ordering is used.
    (3) MSK_ORDER_METHOD_GRAPHPARGraph partitioning based ordering.
    (4) MSK_ORDER_METHOD_EXTERNALAn ordering method provided by an external algorithm is used. This option is currently only available on the SGI platform.
    (5) MSK_ORDER_METHOD_NONENo ordering is used.

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

  • MSK_IPAR_INTPNT_PRINT_LEVEL
    (type: int, default: 1)

    Possible values: Either 0 or 1.

    Description: Controls amount of output printed by the interior-point optimizer.

  • MSK_IPAR_INTPNT_SCALING
    (type: int, default: MSK_SCALING_FREE)

    Possible values:

    (0) MSK_SCALING_FREEThe optimizer choose the scaling heuristic.
    (1) MSK_SCALING_NONENo scaling is performed.
    (2) MSK_SCALING_MODERATEA conservative scaling is performed.
    (3) MSK_SCALING_AGGRESIVEA very aggressive scaling is performed.

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

  • MSK_IPAR_INTPNT_SOLVE_FORM
    (type: int, default: MSK_SOLVE_FREE)

    Possible values:

    (0) MSK_SOLVE_FREEThe optimizer is free to solve either the primal or the dual problem.
    (1) MSK_SOLVE_PRIMALThe optimizer should solve the primal problem.
    (2) MSK_SOLVE_DUALThe optimizer should solve the dual problem.

    Description: Controls whether the primal or the dual problem is solved.

  • MSK_IPAR_MAX_NUM_WARNINGS
    (type: int, default: 100)

    Possible values: Any nonnegative integer.

    Description: Maximum number of warnings that is echoed.

  • MSK_IPAR_MIO_BRANCH_DIR
    (type: int, default: MSK_MIO_BRANCH_FREE)

    Possible values:

    (0) MSK_MIO_BRANCH_FREEThe mixed optimizer decides which branch to choose.
    (1) MSK_MIO_BRANCH_DOWNThe mixed integer optimizer always chooses the up branch.
    (2) MSK_MIO_BRANCH_UPThe mixed integer optimizer always chooses the down branch.

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

  • MSK_IPAR_MIO_CONT_SOL
    (type: int, default: MSK_MIO_CONT_SOL_NONE)

    Possible values:

    (0) MSK_MIO_CONT_SOL_NONENo interior or basis solutions are reported when the mixed integer optimizer is used.
    (1) MSK_MIO_CONT_SOL_ROOTThe reported interior-point and basis solutions are a solution to the root node problem when mixed integer optimizer is used.
    (2) MSK_MIO_CONT_SOL_INTThe reported interior-point and basis solutions are a solution to the problem with all integer variables fixed at their optimal values.

    Description: Controls which problem the interior and basis solutions are solutions too when the problem is optimized using the mixed integer optimizer.

  • MSK_IPAR_MIO_CUT_LEVEL
    (type: int, default: -1)

    Possible values: Any value.

    Description: Controls the cut level employed by the mixed integer optimizer. A negative value means a default value determined by the mixed integer optimizer is used. By adding the appropriate values from the following table the employed cut types can be controlled.

    GUB cover+2
    Flow cover+4
    Lifting+8
    Plant location+16
    Disaggregation+32
    Knapsack cover+64
    Lattice+128
    Gomory+256
    Coefficient reduction+512
    GCD+1024
    Obj. integrality+2048
  • MSK_IPAR_MIO_HEURISTC_LEVEL
    (type: int, default: -1)

    Possible values: Any value.

    Description: Controls the heuristic employed by the mixed integer optimizer to locate an integer feasible solution. A negative value means the default heuristic is used. A value of zero means no heuristic us used. A large value than 0 means a gradually more sophisticated heuristic is used which is computationally more expensive.

  • MSK_IPAR_MIO_KEEP_BASIS
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONSwitch the option on.
    (0) MSK_OFFSwitch the option off.

    Description: Controls whether the integer presolve keeps bases in memory. This speeds on the solution process at cost of bigger memory consumption.

  • MSK_IPAR_MIO_MAX_ITERATIONS
    (type: int, default: 1000000)

    Possible values: Any positive integer.

    Description: This option is currently used.

  • MSK_IPAR_MIO_MODE
    (type: int, default: MSK_MIO_MODE_LAZY)

    Possible values:

    (0) MSK_MIO_MODE_IGNOREDInteger restrictions should be ignored.
    (1) MSK_MIO_MODE_SATISFIEDInteger restrictions should be satisfied.
    (2) MSK_MIO_MODE_LAZYInteger restrictions should be satisfied if
    an optimizer is variable for the problem.

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

  • MSK_IPAR_MIO_NODE_OPTIMIZER
    (type: int, default: MSK_OPTIMIZER_FREE)

    Possible values:

    (0) MSK_OPTIMIZER_FREEThe choice is made automatically.
    (1) MSK_OPTIMIZER_INTPNTThe interior-point optimizer is used.
    (3) MSK_OPTIMIZER_PRIMAL_SIMPLEXThe primal simplex optimizer is used.
    (5) MSK_OPTIMIZER_DUAL_SIMPLEXThe dual simplex optimizer is used.

    Description: Controls which optimizer that is employed non root nodes in the mixed integer optimizer.

  • MSK_IPAR_MIO_NODE_SELECTION
    (type: int, default: MSK_MIO_NODE_SELECTION_FREE)

    Possible values:

    (0) MSK_MIO_NODE_SELECTION_FREEThe optimizer decides the node selection strategy.
    (1) MSK_MIO_NODE_SELECTION_FIRSTThe optimizer employs a depth first node selection strategy.
    (2) MSK_MIO_NODE_SELECTION_BESTThe optimizer employs a best bound node selection strategy.
    (3) MSK_MIO_NODE_SELECTION_WORSTThe optimizer employs a worst bound node selection strategy.
    (4) MSK_MIO_NODE_SELECTION_HYBRIDThe optimizer employs a hybrid strategy.
    (5) MSK_MIO_NODE_SELECTION_PSEUDOThe optimizer employs selects the node based on a pseudo cost estimate.

    Description: Controls the node selection strategy employed by the mixed integer optimizer.

  • MSK_IPAR_MIO_PRESOLVE_LEVEL
    (type: int, default: -1)

    Possible values: Any positive integer.

    Description: Controls the presolve level employed by the mixed integer optimizer.

  • MSK_IPAR_MIO_PRINT_FREQ
    (type: int, default: 250)

    Possible values: .

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

  • MSK_IPAR_MIO_PRINT_LEVEL
    (type: int, default: 1)

    Possible values: Any positive integer.

    Description: Controls the print level for the mixed integer optimizer

  • MSK_IPAR_MIO_ROOT_OPTIMIZER
    (type: int, default: MSK_OPTIMIZER_FREE)

    Possible values:

    (0) MSK_OPTIMIZER_FREEThe choice is made automatically.
    (1) MSK_OPTIMIZER_INTPNTThe interior-point optimizer is used.
    (3) MSK_OPTIMIZER_PRIMAL_SIMPLEXThe primal simplex optimizer is used.
    (5) MSK_OPTIMIZER_DUAL_SIMPLEXThe dual simplex optimizer is used.

    Description: Controls which optimizer that is employed at the root node in the mixed integer optimizer.

  • MSK_IPAR_MIO_SOLVER_TYPE
    (type: int, default: 0)

    Possible values: Any positive integer.

    Description:

  • MSK_IPAR_MIO_STRONG_BRANCH
    (type: int, default: -1)

    Possible values: Any integer value.

    Description: The value specifies the depth from the root in which strong branching is used. A negative value means the optimizer chooses a default value automatically.

  • MSK_IPAR_MPS_READ_FAST
    (type: int, default: MSK_OFF)

    Possible values:

    (1) MSK_ONSwitch the option on.
    (0) MSK_OFFSwitch the option off.

    Description: MOSEK has two MPS file readers. The fast takes about 50% of the slow one. Moreover, the slow one requires less space.

  • MSK_IPAR_MPS_READ_KEEP_INT
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONKeep the integer restrictions.
    (0) MSK_OFFDrops the integer restrictions.

    Description: Controls whether MOSEK should keep the integer restrictions on the variables while reading the MPS file.

  • MSK_IPAR_MPS_READ_RELAX
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONReads the continuous relaxation.
    (0) MSK_OFFReads the integer problem.

    Description: MOSEK cannot solve integer programming problems, but only the continuous relaxation. If this option is turned on, then the relaxation will be read.

  • MSK_IPAR_NUM_PROCESSORS
    (type: int, default: 1)

    Possible values: Any integer larger than 0.

    Description: Controls the number of processors employed by the parallel version of MOSEK.

  • MSK_IPAR_OBJECTIVE_SENSE
    (type: int, default: MSK_OBJECTIVE_SENSE_MIN)

    Possible values:

    (1) MSK_OBJECTIVE_SENSE_MAXThe problem should be maximized.
    (0) MSK_OBJECTIVE_SENSE_MINThe problem should be minimized.

    Description: Controls whether the problem is minimized or maximized.

  • MSK_IPAR_OPTIMIZER
    (type: int, default: MSK_OPTIMIZER_FREE)

    Possible values:

    (0) MSK_OPTIMIZER_FREEThe choice is made automatically.
    (1) MSK_OPTIMIZER_INTPNTThe interior-point optimizer is used.
    (2) MSK_OPTIMIZER_QCONEThe Qcone optimizer is used.
    (4) MSK_OPTIMIZER_CONICAnother cone optimizer.
    (3) MSK_OPTIMIZER_PRIMAL_SIMPLEXThe primal simplex optimizer is used.

    Description: Controls which optimizer is used to optimize the task.

  • MSK_IPAR_PRESOLVE_CHECK_LINDEP
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONTurns the check on.
    (0) MSK_OFFTurns the check off.

    Description: Controls whether the linear constraints is checked for linear dependencies.

  • MSK_IPAR_PRESOLVE_ELIMINATOR
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONTurns the eliminator on.
    (0) MSK_OFFTurns the eliminator off.

    Description: Controls whether free or implied free variables are eliminator from the problem.

  • MSK_IPAR_PRESOLVE_ELIM_FILL
    (type: int, default: 1)

    Possible values:

    Description: Controls the maximum amount of fill-in that can be created during the eliminations phase of the presolve. This parameter times (numcon+numvar) denotes the amount of fill in.

  • MSK_IPAR_PRESOLVE_USE
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONTurns the presolve on.
    (0) MSK_OFFTurns the presolve off.

    Description: Controls whether presolve is performed.

  • MSK_IPAR_READ_ADD_ANZ
    (type: int, default: 0)

    Possible values: Any nonnegative integer.

    Description: Additional number of non-zeros in \(A\) that is made room for in the problem.

  • MSK_IPAR_READ_ADD_CON
    (type: int, default: 0)

    Possible values: Any nonnegative integer.

    Description: Additional number of constraints that is made room for in the problem.

  • MSK_IPAR_READ_ADD_CONE
    (type: int, default: 0)

    Possible values: Any nonnegative integer.

    Description: Additional number of constraints that is made room for in the problem.

  • MSK_IPAR_READ_ADD_QNZ
    (type: int, default: 0)

    Possible values: Any nonnegative integer.

    Description: Additional number of non-zeros in the \(Q\) matrices that is made room for in the problem.

  • MSK_IPAR_READ_ADD_VAR
    (type: int, default: 0)

    Possible values: Any nonnegative integer.

    Description: Additional number of variables that is made room for in the problem.

  • MSK_IPAR_READ_KEEP_FREE_CON
    (type: int, default: MSK_OFF)

    Possible values:

    (1) MSK_ONThe free constraints are kept.
    (0) MSK_OFFThe free constraints are discarded.

    Description: Controls whether the free constraints are included in the problem.

  • MSK_IPAR_READ_MPS_FORMAT
    (type: int, default: MSK_MPS_FORMAT_RELAXED)

    Possible values:

    (0) MSK_MPS_FORMAT_STRICTIt is assumed that the input file satisfies the MPS format strictly.
    (1) MSK_MPS_FORMAT_RELAXEDIt is assumed that the input file satisfies a slightly relaxed version of the MPS format.
    (2) MSK_MPS_FORMAT_FREEIt is assumed the input file satisfies the free MPS format. This implies spaces are not allowed names. On the other hand the format is free.

    Description: Controls how strict the MPS file reader is regarding the MPS format.

  • MSK_IPAR_READ_MPS_WIDTH
    (type: int, default: 1024)

    Possible values: Any positive number greater than 80.

    Description: Controls the maximal number of chars allowed in one line of the MPS file.

  • MSK_IPAR_READ_Q_MODE
    (type: int, default: MSK_Q_READ_ADD)

    Possible values:

    (0) MSK_Q_READ_ADDAll elements in a Q matrix are assumed to belong to the lower
    triangular part. Duplicate elements in a Q matrix are added together.
    (1) MSK_Q_READ_DROP_LOWERAll elements in the strict lower triangular part of the Q matrices are dropped.
    (2) MSK_Q_READ_DROP_UPPERAll elements in the strict upper triangular part of the Q matrices are dropped.

    Description: Controls how the Q matrices are read from the MPS file.

  • MSK_IPAR_READ_SOL_WIDTH
    (type: int, default: 1024)

    Possible values: Any positive number greater than 80.

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

  • MSK_IPAR_SIM_CRASH
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONCrashing is performed.
    (0) MSK_OFFCrashing is not performed.

    Description: Controls whether crashing is performed before the optimization is performed by an simplex optimizer.

  • MSK_IPAR_SIM_LOG_FREQ
    (type: int, default: 250)

    Possible values: Any positive integer.

    Description: Controls how frequent the simplex optimizer outputs information about the optimization and how frequent the user defined call-back function is called.

  • MSK_IPAR_SIM_MAX_ITERATIONS
    (type: int, default: 2000000)

    Possible values: Any positive integer.

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

  • MSK_IPAR_SIM_PRIMAL_SELECTION
    (type: int, default: MSK_SIM_SELECTION_FREE)

    Possible values:

    (0) MSK_SIM_SELECTION_FREEThe optimizer choose the pricing strategy.
    (1) MSK_SIM_SELECTION_FULLThe optimizer uses full pricing.
    (2) MSK_SIM_SELECTION_ASEThe optimizer uses approximate steepest-edge pricing.

    Description: Controls the choice of the incoming variable known as the pricing strategy in the primal simplex optimizer.

  • MSK_IPAR_SIM_PRINT_LEVEL
    (type: int, default: 1)

    Possible values: Either 0 or 1.

    Description: Controls amount of output printed by the simplex optimizer.

  • MSK_IPAR_SIM_REFACTOR_FREQ
    (type: int, default: 0)

    Possible values: Any positive integer.

    Description: Controls how frequent the basis is refactorized. The value 0 means that the optimizer determines when the best point of refactorization is.

  • MSK_IPAR_WAIT_FOR_LICENSE
    (type: int, default: MSK_OFF)

    Possible values:

    (1) MSK_ONSwitch the option on.
    (0) MSK_OFFSwitch the option off.

    Description: Controls whether MOSEK waits for free license.

  • MSK_IPAR_WRITE_BAS_CONSTRAINTS
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONSwitch the option on.
    (0) MSK_OFFSwitch the option off.

    Description: Controls whether the constraint section is written to the basis solution file.

  • MSK_IPAR_WRITE_BAS_HEAD
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONSwitch the option on.
    (0) MSK_OFFSwitch the option off.

    Description: Controls whether the header section is written to the basis solution file.

  • MSK_IPAR_WRITE_BAS_VARIABLES
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONSwitch the option on.
    (0) MSK_OFFSwitch the option off.

    Description: Controls whether the variables section is written to the basis solution file.

  • MSK_IPAR_WRITE_COMPRESSED_MPS
    (type: int, default: MSK_ON)

    Possible values: Only the symbolic values are allowed.

    Description: Controls whether the MPS file is written in compressed form.

  • MSK_IPAR_WRITE_FREE_CON
    (type: int, default: MSK_OFF)

    Possible values:

    (1) MSK_ONThe free constraints are written.
    (0) MSK_OFFThe free constraints are discarded.

    Description: Controls whether the free constraints is written to the data file.

  • MSK_IPAR_WRITE_GENERIC_NAMES
    (type: int, default: MSK_OFF)

    Possible values:

    (1) MSK_ONGeneric names are used.
    (0) MSK_OFFGeneric names are not used.

    Description: Controls whether generic names or the user defined names are used in the data file.

  • MSK_IPAR_WRITE_INT_CONSTRAINTS
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONSwitch the option on.
    (0) MSK_OFFSwitch the option off.

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

  • MSK_IPAR_WRITE_INT_HEAD
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONSwitch the option on.
    (0) MSK_OFFSwitch the option off.

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

  • MSK_IPAR_WRITE_INT_MPS
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONMarker records are written.
    (0) MSK_OFFMarker records are not written.

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

  • MSK_IPAR_WRITE_INT_VARIABLES
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONSwitch the option on.
    (0) MSK_OFFSwitch the option off.

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

  • MSK_IPAR_WRITE_PRECISION
    (type: int, default: 8)

    Possible values: Any positive integer.

    Description: Controls the precision with which double numbers are printed in the data file. In general it is not worthwhile to use a value higher than 15.

  • MSK_IPAR_WRITE_SOL_CONSTRAINTS
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONSwitch the option on.
    (0) MSK_OFFSwitch the option off.

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

  • MSK_IPAR_WRITE_SOL_HEAD
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONSwitch the option on.
    (0) MSK_OFFSwitch the option off.

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

  • MSK_IPAR_WRITE_SOL_VARIABLES
    (type: int, default: MSK_ON)

    Possible values:

    (1) MSK_ONSwitch the option on.
    (0) MSK_OFFSwitch the option off.

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

  • MSK_IPAR_WRITE_STRICT_MPS
    (type: int, default: MSK_OFF)

    Possible values:

    (1) MSK_ONThe written data file satisfies the MPS file format strictly.
    (0) MSK_OFFThe written data file may not satisfies the MPS file format strictly.

    Description: Controls whether the written MPS file satisfies the MPS format strictly or not.

  • MSK_SPAR_BAS_SOL_FILE_NAME
    (type: char *, default: )

    Possible values: Any valid file name.

    Description: Name of the bas solution file.

  • MSK_SPAR_DATA_FILE_NAME
    (type: char *, default: )

    Possible values: Any valid file name.

    Description: Data are read and written to this file.

  • MSK_SPAR_DEBUG_FILE_NAME
    (type: char *, default: mosek.dbg)

    Possible values: Any valid file name.

    Description: MOSEK debug file.

  • MSK_SPAR_INT_SOL_FILE_NAME
    (type: char *, default: )

    Possible values: Any valid file name.

    Description: Name of the int solution file.

  • MSK_SPAR_ITR_SOL_FILE_NAME
    (type: char *, default: )

    Possible values: Any valid file name.

    Description: Name of the itr solution file.

  • MSK_SPAR_PARAM_FILE_NAME
    (type: char *, default: )

    Possible values: Any valid file name.

    Description: Modifications to the parameter database is read from this file.

  • MSK_SPAR_SOL_FILTER_XC_LOW
    (type: char *, default: )

    Possible values: Any valid filter.

    Description: A filter that used to determine which constraints that should be listed in the solution file. A value of “0.5” means all constraints that has xc[i]>0.5 should be printed. Whereas “+0.5” means all constraints that has xc[i]>=blc[i]+0.5 should be listed. An empty filter means no filter is applied.

  • MSK_SPAR_SOL_FILTER_XC_UPR
    (type: char *, default: )

    Possible values: Any valid filter.

    Description: A filter that is used to determine which constraints that should be listed in the solution file. A value of “0.5” means all constraints that has xc[i]<0.5 should be printed. Whereas “-0.5” means all constraints that has xc[i]<=buc[i]-0.5 should be listed. An empty filter means no filter is applied.

  • MSK_SPAR_SOL_FILTER_XX_LOW
    (type: char *, default: )

    Possible values: Any valid filter.

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

  • MSK_SPAR_SOL_FILTER_XX_UPR
    (type: char *, default: )

    Possible values: Any valid file name.

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

  • MSK_SPAR_STAT_FILE_NAME
    (type: char *, default: )

    Possible values: Any valid file name.

    Description: MOSEK statistics file.

  • OUTLEV
    (type: int, default: 0)

    Possible values: Any nonnegative integer.

    Description: Controls the amount of output generated by MOSEK. A value of 0 causes no output to be generated, and higher values result in progressively more output.

  • WANTSOL
    (type: int, default: 0)

    Possible values: Any nonnegative integer.

    Description: Controls the solution information that MOSEK generates when run in standalone mode (called without the argument -AMPL). It should be constructed as the sum of

    1to write a .sol file
    2to print the primal variable values
    4to print the dual variable values
    8to suppress printing the solution message