MOSEK Options¶
ampl: option solver mosek; # change the solver
ampl: option mosek_options 'option1=value1 option2=value2'; # specify options
ampl: solve; # solve the problem
Solver options obtained with $ mosek -=.
MOSEK Optimizer Options for AMPL
--------------------------------
To set these options, assign a string specifying their values to the AMPL
option "mosek_options". For example:
ampl: option mosek_options 'threads=3';
Options:
acc:indeq (acc:indlineq)
Solver acceptance level for 'IndicatorConstraintLinEQ', default 2:
0 - Not accepted natively, automatic redefinition will be attempted
1 - Accepted but automatic redefinition will be used where possible
2 - Accepted natively and preferred
acc:indge (acc:indlinge)
Solver acceptance level for 'IndicatorConstraintLinGE', default 2:
0 - Not accepted natively, automatic redefinition will be attempted
1 - Accepted but automatic redefinition will be used where possible
2 - Accepted natively and preferred
acc:indle (acc:indlinle)
Solver acceptance level for 'IndicatorConstraintLinLE', default 2:
0 - Not accepted natively, automatic redefinition will be attempted
1 - Accepted but automatic redefinition will be used where possible
2 - Accepted natively and preferred
acc:linrange (acc:linrng)
Solver acceptance level for 'LinConRange', default 2:
0 - Not accepted natively, automatic redefinition will be attempted
1 - Accepted but automatic redefinition will be used where possible
2 - Accepted natively and preferred
acc:quadcone
Solver acceptance level for 'QuadraticConeConstraint', default 2:
0 - Not accepted natively, automatic redefinition will be attempted
1 - Accepted but automatic redefinition will be used where possible
2 - Accepted natively and preferred
acc:quadeq
Solver acceptance level for 'QuadConEQ', default 2:
0 - Not accepted natively, automatic redefinition will be attempted
1 - Accepted but automatic redefinition will be used where possible
2 - Accepted natively and preferred
acc:quadge
Solver acceptance level for 'QuadConGE', default 2:
0 - Not accepted natively, automatic redefinition will be attempted
1 - Accepted but automatic redefinition will be used where possible
2 - Accepted natively and preferred
acc:quadle
Solver acceptance level for 'QuadConLE', default 2:
0 - Not accepted natively, automatic redefinition will be attempted
1 - Accepted but automatic redefinition will be used where possible
2 - Accepted natively and preferred
acc:quadrange (acc:quadrng)
Solver acceptance level for 'QuadConRange', default 2:
0 - Not accepted natively, automatic redefinition will be attempted
1 - Accepted but automatic redefinition will be used where possible
2 - Accepted natively and preferred
acc:rotatedquadcone
Solver acceptance level for 'RotatedQuadraticConeConstraint', default 2:
0 - Not accepted natively, automatic redefinition will be attempted
1 - Accepted but automatic redefinition will be used where possible
2 - Accepted natively and preferred
alg:basis (basis)
Whether to use or return a basis:
0 - No
1 - Use incoming basis (if provided)
2 - Return final basis
3 - Both (1 + 2 = default)
alg:method (method, lpmethod, simplex)
Which algorithm to use for non-MIP problems or for the root node of MIP
problems:
0 - Optimizer for conic constraints
1 - Dual simplex
2 - Automatic (default)
3 - Free simplex
4 - Interior-point method
5 - Mixed-integer optimizer
6 - Primal simplex
alg:rays (rays)
Whether to return suffix .unbdd if the objective is unbounded or suffix
.dunbdd if the constraints are infeasible:
0 - Neither
1 - Just .unbdd
2 - Just .dunbdd
3 - Both (default)
alg:relax (relax)
0*/1: Whether to relax integrality of variables.
alg:sens (sens, solnsens, sensitivity)
Whether to return suffixes for solution sensitivities, i.e., ranges of
values for which the optimal basis remains optimal (note that the
variable and objective values can change):
0 - No (default)
1 - Yes: suffixes returned on variables are
.sensobjlo = smallest objective coefficient
.sensobjhi = greatest objective coefficient
.senslblo = smallest variable lower bound
.senslbhi = greatest variable lower bound
.sensublo = smallest variable upper bound
.sensubhi = greatest variable upper bound;
suffixes for all constraints are
.senslblo = smallest constraint lower bound
.senslbhi = greatest constraint lower bound
.sensublo = smallest constraint upper bound
.sensubhi = greatest constraint upper bound;
suffixes for one-sided constraints only:
.sensrhslo = smallest right-hand side value
.sensrhshi = greatest right-hand side value.
alg:start (warmstart)
Whether to use incoming primal (and dual, for LP) variable values in a
warmstart:
0 - No
1 - Yes (for LP: if there is no incoming alg:basis) (default)
2 - Yes (for LP: ignoring the incoming alg:basis, if any.)
cvt:bigM (cvt:bigm, cvt:mip:bigM, cvt:mip:bigm)
Default value of big-M for linearization of logical constraints. Not
used by default. Use with care (prefer tight bounds). Should be smaller
than (1.0 / [integrality tolerance])
cvt:expcones (expcones)
0/1*: Recognize exponential cones.
cvt:mip:eps (cvt:cmp:eps)
Tolerance for strict comparison of continuous variables for MIP. Ensure
larger than the solver's feasibility tolerance.
cvt:plapprox:domain (plapprox:domain, plapproxdomain)
For piecewise-linear approximated functions, both arguments and result
are bounded to +-[pladomain]. Default 1e6.
cvt:plapprox:reltol (plapprox:reltol, plapproxreltol)
Relative tolerance for piecewise-linear approximation. Default 0.01.
cvt:pre:all
0/1*: Set to 0 to disable most presolve in the flat converter.
cvt:pre:eqbinary
0/1*: Preprocess reified equality comparison with a binary variable.
cvt:pre:eqresult
0/1*: Preprocess reified equality comparison's boolean result bounds.
cvt:quadcon (passquadcon)
0/1*: Multiply out and pass quadratic constraint terms to the solver,
vs. linear approximation.
cvt:quadobj (passquadobj)
0/1*: Multiply out and pass quadratic objective terms to the solver, vs.
linear approximation.
cvt:socp (passsocp, socp)
0/1*: Recognize quadratic cones vs passing them as pure quadratic
constraints.
cvt:sos (sos)
0/1*: Whether to honor declared suffixes .sosno and .ref describing SOS
sets. Each distinct nonzero .sosno value designates an SOS set, of type
1 for positive .sosno values and of type 2 for negative values. The .ref
suffix contains corresponding reference values used to order the
variables.
cvt:sos2 (sos2)
0/1*: Whether to honor SOS2 constraints for nonconvex piecewise-linear
terms, using suffixes .sos and .sosref provided by AMPL.
lim:time (timelim, timelimit)
Limit on solve time (in seconds; default: no limit).
mip:bestbound (bestbound, return_bound)
Whether to return suffix .bestbound for the best known MIP dual bound on
the objective value:
0 - No (default)
1 - Yes.
The suffix is on the objective and problem and is -Infinity for
minimization problems and +Infinity for maximization problems if there
are no integer variables or if a dual bound is not available.
mip:constructsol (mipconstructsol)
Sets MSK_IPAR_MIO_CONSTRUCT_SOL. If set to MSK_ON and all integer
variables have been given a value for which a feasible mixed integer
solution exists, then MOSEK generates an initial solution to the mixed
integer problem by fixing all integer values and solving the remaining
problem.Default = OFF
mip:inttol (inttol)
MIP integrality tolerance.
mip:presolve (presolve)
MIP presolve:
0 - Do not use presolve
1 - Use presolve
2 - Automatic (default)
mip:relgapconst (miorelgapconst)
This value is used to compute the relative gap for the solution to an
integer optimization problem.Default = 1.0e-10
mip:return_gap (return_mipgap)
Whether to return mipgap suffixes or include mipgap values (|objectve -
.bestbound|) in the solve_message: sum of
1 - Return .relmipgap suffix (relative to |obj|)
2 - Return .absmipgap suffix (absolute mipgap)
4 - Suppress mipgap values in solve_message.
Default = 0. The suffixes are on the objective and problem. Returned
suffix values are +Infinity if no integer-feasible solution has been
found, in which case no mipgap values are reported in the solve_message.
mip:round (round)
Whether to round integer variables to integral values before returning
the solution, and whether to report that the solver returned noninteger
values for integer values: sum of
1 ==> Round nonintegral integer variables
2 ==> Modify solve_result
4 ==> Modify solve_message
Default = 0. Modifications that were or would be made are reported in
solve_result and solve_message only if the maximum deviation from
integrality exceeded mip:round_reptol.
mip:round_reptol (round_reptol)
Tolerance for reporting rounding of integer variables to integer values;
see "mip:round". Default = 1e-9.
obj:no (objno)
Objective to optimize:
0 - None
1 - First (default, if available)
2 - Second (if available), etc.
tech:debug (debug)
0*/1: whether to assist testing & debugging, e.g., by outputting
auxiliary information.
tech:exportfile (writeprob, writemodel)
Specifies the name of a file where to export the model before solving
it. This file name can have extension ".lp()", ".mps", etc. Default = ""
(don't export the model).
tech:justexportfile (justwriteprob, justwritemodel)
Specifies the name of a file where to export the model, do not solve
it.This file name can have extension ".lp()", ".mps", etc. Default = ""
(don't export the model).
tech:optionfile (optionfile, option:file)
Name of solver option file. (surrounded by 'single' or "double" quotes
if the name contains blanks). Lines that start with # are ignored.
Otherwise, each nonempty line should contain "name=value".
tech:outlev (outlev)
0*/1: Whether to write mosek log lines to stdout.
tech:threads (threads)
Controls the number of threads employed by the optimizer. Default 0 ==>
number of threads used will be equal to the number of cores detected on
the machine.
tech:timing (timing)
0*/1: Whether to display timings for the run.
tech:version (version)
Single-word phrase: report version details before solving the problem.
tech:wantsol (wantsol)
In a stand-alone invocation (no "-AMPL" on the command line), what
solution information to write. Sum of
1 - Write ".sol" file
2 - Primal variables to stdout
4 - Dual variables to stdout
8 - Suppress solution message.
tech:writegraph (writegraph, exportgraph)
File to export conversion graph. Format: JSON Lines.