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

86 CHAPTER 7. ADVANCED API TUTORIAL
13 #
14 # The first argument tells which optimizer to use
15 # i.e. psim is primal simplex, dsim is dual simplex
16 # and intpnt is interior-point.
17 ##
18 from future import with statement
19
20 import sys
21
22 import mosek
23 from mosek import *
24
25
26 def makeUserCallback(maxtime):
27 def userCallback(caller,
28 douinf,
29 intinf,
30 lintinf):
31 opttime = 0.0
32
33 if caller == callbackcode.begin intpnt:
34 print ("Starting interior-point optimizer")
35 elif caller == callbackcode.intpnt:
36 itrn = intinf[iinfitem.intpnt iter ]
37 pobj = douinf[dinfitem.intpnt primal obj]
38 dobj = douinf[dinfitem.intpnt dual obj ]
39 stime = douinf[dinfitem.intpnt time ]
40 opttime = douinf[dinfitem.optimizer time ]
41
42 print ("Iterations: %-3d" % itrn)
43 print (" Elapsed time: %6.2f(%.2f) " % (opttime,stime))
44 print (" Primal obj.: %-18.6e Dual obj.: %-18.6e" % (pobj,dobj))
45 elif caller == callbackcode.end intpnt:
46 print ("Interior-point optimizer finished.")
47 elif caller == callbackcode.begin primal simplex:
48 print ("Primal simplex optimizer started.")
49 elif caller == callbackcode.update primal simplex:
50 itrn = intinf[iinfitem.sim primal iter ]
51 pobj = douinf[dinfitem.sim obj ]
52 stime = douinf[dinfitem.sim time ]
53 opttime = douinf[dinfitem.optimizer time ]
54
55 print ("Iterations: %-3d" % itrn)
56 print (" Elapsed time: %6.2f(%.2f)" % (opttime,stime))
57 print (" Obj.: %-18.6e" % pobj )
58 elif caller == callbackcode.end primal simplex:
59 print ("Primal simplex optimizer finished.")
60 elif caller == callbackcode.begin dual simplex:
61 print ("Dual simplex optimizer started.")
62 elif caller == callbackcode.update dual simplex:
63 itrn = intinf[iinfitem.sim dual iter ]
64 pobj = douinf[dinfitem.sim obj ]
65 stime = douinf[dinfitem.sim time ]
66 opttime = douinf[dinfitem.optimizer time ]
67 print ("Iterations: %-3d" % itrn)
68 print (" Elapsed time: %6.2f(%.2f)" % (opttime,stime))
69 print (" Obj.: %-18.6e" % pobj)
70 elif caller == callbackcode.end dual simplex: