Using tech:optionfile in mosek_options

[4er4er4er]

A user would like to specify the value of the MSK_DPAR_INTPNT_TOL_PFEAS parameter for MOSEK. I thought that should be possible using this option:

tech:optionfile (optionfile, option:file)
Name of solver option file to read (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".

I created a file mosekopt.txt containing this line,

MSK_DPAR_INTPNT_TOL_PFEAS=1e-6

and I gave this command to AMPL before solving:

option mosek_options 'optionfile=mosekopt.txt';

It appears that MOSEK found the file, but rejected the contents:

MOSEK 10.0.43: Unknown option or invalid key "MSK_DPAR_INTPNT_TOL_PFEAS"

Can MSK_DPAR_INTPNT_TOL_PFEAS be specified using this option? And if so, how should it be written?

[glebbelov]

tech:optionfile means file with driver options (outlev etc.)

What you mean are the solver native options: https://mp.ampl.com/features-guide.html#native-solver-options. This is not implemented for Mosek, I can add this, and hope we can release today or tomorrow.

Any suggestions on clearer option names and help text to distinguish driver options vs native options?

[glebbelov]

Currently native parameters can be controlled via exporting the model as LP/MPS/JTASK etc. and solving by Mosek command-line tool.

Implemented and documented the following options for Mosek (and for Gurobi, which had them already, names were changed accordingly):

tech:optionfile (optionfile, option:file)
      Name of an AMPL solver option file to read (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",
      e.g., "lim:iter=500".

tech:optionnative (optionnative, optnative, tech:param)
      General way to specify values of both documented and undocumented Mosek
      parameters; value should be a quoted string (delimited by ' or ")
      containing a parameter name, a space, and the value to be assigned to
      the parameter. Can appear more than once. Cannot be used to query
      current parameter values.

tech:optionnativeread (optionnativeread, tech:param:read, param:read)
      Name of Mosek parameter file (surrounded by 'single' or "double" quotes
      if the name contains blanks) to be read.

tech:optionnativewrite (optionnativewrite, tech:param:write, param:write)
      Name of Mosek parameter file (surrounded by 'single' or "double" quotes
      if the name contains blanks) to be written.

Among other solvers, only SCIP and GCG have tech:optionnativeread (tech:param:read).

[4er4er4er]

Thanks! Using tech:optionnativeread with MOSEK, what format is recognized for lines in the file that is read? I have tried

MSK_IPAR_LOG=1
MSK_DPAR_MIO_MAX_TIME=3

and

MSK_IPAR_LOG 1
MSK_DPAR_MIO_MAX_TIME 3

but I get a No parameters found warning and the options don't appear to take effect. (I do not get a Could not open the parameter file warning, so I think the file is being found.)

[glebbelov]

easiest is to say optionnativewrite=opt_default.prom and modify that.

Moses docs has no file format description. Basically it adds some header and footer.

[4er4er4er]

OK, now I see it. I can specify, say,

option mosek_options 'tech:optionnativeread=mosekopt.txt';

and then in the file mosekopt.txt I can put

BEGIN MOSEK
MSK_IPAR_LOG 1
MSK_DPAR_MIO_MAX_TIME 3
END MOSEK

The MOSEK docs could describe this format, with a reference to one of the MOSEK parameter listing pages, maybe https://docs.mosek.com/latest/cmdtools/param-groups.html.

[glebbelov]

Changed option text as follows (to appear in the next release):

tech:optionnativeread (optionnativeread, tech:param:read, param:read)
      Name of Mosek parameter file (surrounded by 'single' or "double" quotes
      if the name contains blanks) to be read. File format:

      BEGIN MOSEK
      MSK_DPAR_MIO_MAX_TIME 3
      END MOSEK

      Parameter descriptions:
      docs.mosek.com/latest/cmdtools/param-groups.html.