Module mosek_options

Sets options for MOSEK.

Inputs are all optional, second argument must be either a string (fname) or a dict (ppopt):

• overrides
  • dict containing values to override the defaults
  • fname name of user-supplied function called after default options are set to modify them. Calling syntax is:

       modified_opt = fname(default_opt)
    

• ppopt PYPOWER options vector, uses the following entries:
  • OPF_VIOLATION used to set opt.MSK_DPAR_INTPNT_TOL_PFEAS
  • VERBOSE not currently used here
  • MOSEK_MAX_IT used to set opt.MSK_IPAR_INTPNT_MAX_ITERATIONS
  • MOSEK_GAP_TOL used to set opt.MSK_DPAR_INTPNT_TOL_REL_GAP
  • MOSEK_MAX_TIME used to set opt.MSK_DPAR_OPTIMIZER_MAX_TIME
  • MOSEK_NUM_THREADS used to set opt.MSK_IPAR_INTPNT_NUM_THREADS
  • MOSEK_OPT user option file, if ppopt['MOSEK_OPT'] is non-zero non-zero it is apped to 'mosek_user_options_' to form the name of a user-supplied function used as fname described above, except with calling syntax:

       modified_opt = fname(default_opt, ppopt)
    

Output is a param dict to pass to MOSEKOPT.

Example:

If PPOPT['MOSEK_OPT'] = 3, then after setting the default MOSEK options, mosek_options will execute the following user-defined function to allow option overrides:

   opt = mosek_user_options_3(opt, ppopt)

The contents of mosek_user_options_3.py, could be something like:

   def mosek_user_options_3(opt, ppopt):
       opt = {}
       opt.MSK_DPAR_INTPNT_TOL_DFEAS   = 1e-9
       opt.MSK_IPAR_SIM_MAX_ITERATIONS = 5000000
       return opt

See the Parameters reference in Appix E of "The MOSEK optimization toolbox for MATLAB manaul" for details on the available options.

http://www.mosek.com/documentation/