I'd go directly to unicode-math:
\documentclass[a4paper]{article}
\usepackage{mathtools} % loads amsmath that should go before unicode-math
\usepackage{unicode-math}
\setmainfont[Numbers=OldStyle]{Palatino Linotype}
\setsansfont{Optima}
\setmonofont{Consolas}
\setmathfont{Asana Math}
Asana Math is based on the MathPaZo fonts.
If you really need brackets and parentheses from the MathPaZo fonts, it's doable:
\DeclareSymbolFont{brackets} {OT1}{zplm}{m}{n}
\SetSymbolFont{brackets}{bold} {OT1}{zplm}{b}{n}
\DeclareSymbolFont{largebrackets} {OMX}{zplm}{m}{n}
\SetSymbolFont{largebrackets}{bold}{OMX}{zplm}{m}{n}
\DeclareMathDelimiter{(}{\mathopen} {brackets}{"28}{largebrackets}{"00}
\DeclareMathDelimiter{)}{\mathclose}{brackets}{"29}{largebrackets}{"01}
\DeclareMathDelimiter{[}{\mathopen} {brackets}{"5B}{largebrackets}{"02}
\DeclareMathDelimiter{]}{\mathclose}{brackets}{"5D}{largebrackets}{"03}
For the Knuth calligraphic font, add
\setmathfont[range={\mathcal,\mathbfcal},StylisticSet=1]{XITS Math}
For a "better" \vDash symbol, add
\setmathfont[range=\vDash]{XITS Math}
The "not belonging to" symbol should always be specified with \notin rather than with \not\in.
Finally, for the AMS blackboard bold:
\DeclareSymbolFont{AMSb}{U}{msb}{m}{n}
\protected\def\mathbb#1{{\mathchar\numexpr256*\symAMSb+`#1\relax}}
Also on my machine the Liberation Mono font advertises no information about the available scripts, so Polyglossia can't activate it correctly when the current script is cyrillic.
A workaround for this is to define a \cyrillicfonttt:
\newfontfamily{\cyrillicfonttt}{Liberation Mono}
See section 4 in the documentation of Polyglossia.
Note: the error message is indeed misleading. I believe there is already a bug report filed on the development site of Polyglossia.
Added Version 2.00.1 of the Liberation fonts does not suffer from this problem, at least for the cyrillic script; the output of otfinfo -s is
% otfinfo -s LiberationMono-Regular.ttf
cyrl Cyrillic
cyrl.MKD Cyrillic/Macedonian
cyrl.SRB Cyrillic/Serbian
hebr Hebrew
while it was empty for the version the previous testing was done. The new version, released October 4, 2012, is available at https://fedorahosted.org/liberation-fonts/
Best Answer
I guess you are using Mac OS. Font
Kaiti SC Regularin Mac OS is a TrueType font, whilescriptis an OpenType feature. So it doesn't have anyscriptinformation.Actually,
Kaiti SC Regularcan be used normal althoughfontspecwill give this warning. If you must suppress this warning, you may use another font.STKAITIcan be used here. It has the same Chinese name华文楷体and almost the same appearance withKaiti SC Regular.