The MOSEK Python optimizer API manual Version 7.0 (Revision 141)

6.1. SEPARABLE CONVEX (SCOPT) INTERFACE 79
6.1.1 Adding separable terms
Separable terms — both objective and constraint terms — are added in one chunk and replaces any
previously added non-linear terms. Each individual term can be describes by a set of values:
• opr, an indicator of which of the basic functions is applied,
• i, the constraint index for terms in constraints,
• j, the index of the variable the functions is applied to,
• f, the constant f in the basic function,
• g, the constant g in the basic function, and
• h, the constant h in the basic function.
For example:
Term opr j f g h
0.1x 1 ln(x 1 ) scopr.ent 1 0.1 0.0 0.0
e x2+1.1 scopr.exp 2 1.0 1.0 1.1
2.1x 1.75
1 scopr.pow 1 2.1 1.75 0.0
√
x1 scopr.pow 1 1.0 0.5 0.0
ln(x 2 + 1.2) scopr.log 2 1.0 1.0 1.2
The separable terms of the objective can now be defined by a set of arrays
mosek.scopr array opro # which method
int array oprjo # variable index
float array oprfo # f constant
float array oprgo # g constant
float array oprho # h constant
and the separable constraint terms can be defined the same way, only using an additional array
indicating which constraint each term belongs in
mosek.scopr array oprc # which method
int array opric # constraint index
int array oprjc # variable index
float array oprfc # f constant
float array oprgc # g constant
float array oprhc # h constant
We can now input the separable terms using the Task.putSCeval function:
task.putSCeval(opro, oprjo, oprfo, oprgo, oprho,
oprc, opric, oprjc, oprfc, oprgc, oprhc);
If we wish to input no objective terms, all opr*o arguments may be None, and similarly, if we have no
constraint terms, we may let all opr*c be None.
This will replace all existing non-linear separable terms. To remove all non-linear separable terms, we
can call Task.clearSCeval.