The MOSEK command line tool is used to solve optimization problems from the operating system command line. It is invoked as follows
mosek [options] [filename]
where both [options] and [filename] are optional arguments. [filename] is a file describing the optimization problems and is either a MPS file or AMPL nl file. [options] consists of command line arguments that modifies the behavior of MOSEK.
The following list shows the possible command-line arguments for MOSEK:
Occasionally system or algorithmic parameters in MOSEK should be changed be the user. One way of the changing parameters is to use a so-called parameter file which is a plain text file. It can for example can have the format
BEGIN MOSEK % This is a comment. % The subsequent line tells MOSEK that an optimal % basis should be computed by the interior-point optimizer. MSK_IPAR_INTPNT_BASIS MSK_BI_ALWAYS MSK_DPAR_INTPNT_TOL_PFEAS 1.0e-9 END MOSEK
Note that the file begins with an BEGIN MOSEK and is terminated with an END MOSEK, this is required. Moreover, everything that appears after an % is considered to be a comment and is ignored. Similarly, empty lines are ignored. The important lines are those which begins with a valid MOSEK parameter name such as MSK_IPAR_INTPNT_BASIS. Immediately after parameter name follows the new value for the parameter. All the MOSEK parameter names are listed in Appendix H.
The parameter file can be given any name, but let us assume it has the name mosek.par. If MOSEK should use the parameter settings in that file, then -p mosek.par should be on the command line when MOSEK is invoked. An example of such a command line is
mosek -p mosek.par afiro.mps