I have a MILP program. I am employing Mosek to solve it. CVX was outputting the status of the progress. Below is the output from CVX.
Calling Mosek 8.0.0.60: 85211 variables, 63569 equality constraints
MOSEK Version 8.0.0.60 (Build date: 2017-3-1 13:09:33)
Copyright © MOSEK ApS, Denmark. WWW: mosek.com
Platform: Windows/64-X86
Problem
Name :
Objective sense : min
Type : LO (linear optimization problem)
Constraints : 63569
Cones : 0
Scalar variables : 85211
Matrix variables : 0
Integer variables : 832
Optimizer started.
Mixed integer optimizer started.
Threads used: 4
Presolve started.
Presolve terminated. Time = 1.17
Presolved problem: 21633 variables, 63240 constraints, 182232 non-zeros
Presolved problem: 0 general integer, 832 binary, 20801 continuous
Clique table size: 896
BRANCHES RELAXS ACT_NDS DEPTH BEST_INT_OBJ BEST_RELAX_OBJ REL_GAP(%) TIME
0 1 0 0 NA -2.4906080800e+000 NA 3.9
0 1 0 0 0.0000000000e+000 -2.4906080800e+000 2.49e+012 4.0
0 1 0 0 -6.3117357752e-001 -2.4906080800e+000 294.60 42.6
Cut generation started.
0 2 0 0 -6.3117357752e-001 -2.4906080800e+000 294.60 42.7
Cut generation terminated. Time = 0.63
then 45 minutes passed, no progress is dictated…
So, how can I relax some of the solver parameters? For example, for Gurobi, I can use
“cvx_solver_settings( ‘MIPGapAbs’, 1e-1,‘MIPGap’,1e-1,‘NumericFocus’,3)”
How about for Mosek?