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crossover option for MOSEK #252

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fdabrandao opened this issue Feb 13, 2025 · 4 comments
Closed

crossover option for MOSEK #252

fdabrandao opened this issue Feb 13, 2025 · 4 comments
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@fdabrandao
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fdabrandao commented Feb 13, 2025

It looks like the MOSEK driver does not have an option to disable crossover. It seems to be possible to disable viaMSK_IPAR_INTPNT_BASIS (https://docs.mosek.com/latest/capi/parameters.html#mosek.iparam.intpnt_basis).

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

Default:
ALWAYS

Accepted:
NEVER, ALWAYS, NO_ERROR, IF_FEASIBLE, RESERVERED (see MSKbasindtypee)

Example:
MSK_putintparam(task, MSK_IPAR_INTPNT_BASIS, MSK_BI_ALWAYS)

See also:
MSK_IPAR_BI_IGNORE_MAX_ITER, MSK_IPAR_BI_IGNORE_NUM_ERROR, MSK_IPAR_BI_MAX_ITERATIONS, MSK_IPAR_BI_CLEAN_OPTIMIZER

Groups:
Interior-point method, Basis identification

glebbelov added a commit that referenced this issue Feb 14, 2025
@glebbelov
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Added:

bar:basis (bar:crossover, crossover)
      Whether the interior-point optimizer also computes an optimal basis:

      0 - Never
      1 - Always (default)
      2 - If no error detected
      3 - If primal and dual feasible

Prefix bar: chosen for uniform style with other drivers.
Should the primary name be ipt:basis because Mosek use term 'interioir-point algorithm', or bar:crossover like in Gurobi and CPLEX?

@glebbelov glebbelov self-assigned this Feb 14, 2025
@fdabrandao
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The bar prefix is best for consistency across solvers.

@glebbelov
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glebbelov commented Feb 21, 2025

Just a small issue, adding here: Mosek does not stop in AMPL on Ctrl+C (Linux)

@glebbelov
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Cont'd in #256

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