The MOSEK Python optimizer API manual Version 7.0 (Revision 141)
Optimizer API for Python - Documentation - Mosek Optimizer API for Python - Documentation - Mosek
94 CHAPTER 7. ADVANCED API TUTORIAL 31 # Since the value infinity is never used, we define 32 # ’infinity’ symbolic purposes only 33 infinity = 0 34 35 skx = [mosek.stakey.bas] * numvar 36 skc = [mosek.stakey.fix] * numvar 37 38 task.appendvars(numvar) 39 task.appendcons(numvar) 40 41 42 for i in range(len(asub)): 43 task.putacol(i,asub[i],aval[i]) 44 45 for i in range(numvar): 46 task.putconbound(i,mosek.boundkey.fx,0.0,0.0) 47 48 for i in range(numvar): 49 task.putvarbound(i, 50 mosek.boundkey.fr, 51 -infinity, 52 infinity) 53 54 # Define a basic solution by specifying 55 # status keys for variables & constraints. 56 57 for i in range(numvar): 58 task.putsolutioni (mosek.accmode.var, 59 i, 60 mosek.soltype.bas, 61 skx[i], 62 0.0, 63 0.0, 64 0.0, 65 0.0) 66 67 for i in range(numvar): 68 task.putsolutioni (mosek.accmode.con, 69 i, 70 mosek.soltype.bas, 71 skc[i], 72 0.0, 73 0.0, 74 0.0, 75 0.0) 76 77 task.initbasissolve(basis) 78 79 80 81 def main(): 82 numcon = 2 83 numvar = 2 84 85 aval = [ [ -1.0 ], 86 [ 1.0, 1.0 ] ] 87 asub = [ [ 1 ], 88 [ 0, 1 ] ]
7.2. SOLVING LINEAR SYSTEMS INVOLVING THE BASIS MATRIX 95 89 90 ptrb = [ 0,1 ] 91 ptre = [ 1,3 ] 92 93 #int[] bsub = new int[numvar]; 94 #double[] b = new double[numvar]; 95 #int[] basis = new int[numvar]; 96 97 98 with mosek.Env() as env: 99 with mosek.Task(env) as task: 100 # Directs the log task stream to the user specified 101 # method task msg obj.streamCB 102 task.set Stream(mosek.streamtype.log, 103 lambda msg : sys.stdout.write(msg)) 104 # Put A matrix and factor A. 105 # Call this function only once for a given task. 106 107 basis = [0] * numvar 108 b = [ 0.0, -2.0 ] 109 bsub = [ 0, 1 ] 110 111 put a(task, 112 aval, 113 asub, 114 ptrb, 115 ptre, 116 numvar, 117 basis) 118 119 # now solve rhs 120 b = [ 1, -2] 121 bsub = [ 0, 1 ] 122 nz = task.solvewithbasis(0,2,bsub,b) 123 print("\nSolution to Bx = b:\n") 124 125 # Print solution and show correspondents 126 # to original variables in the problem 127 for i in range(nz): 128 if basis[bsub[i]] < numcon: 129 print("This should never happen") 130 else: 131 print("x%d = %d" % (basis[bsub[i]] - numcon, b[bsub[i]])) 132 133 b[0] = 7 134 bsub[0] = 0 135 136 nz = task.solvewithbasis(0,1,bsub,b); 137 138 print("\nSolution to Bx = b:\n") 139 # Print solution and show correspondents 140 # to original variables in the problem 141 for i in range(nz): 142 if basis[bsub[i]] < numcon: 143 print ("This should never happen") 144 else: 145 print ("x%d = %d" % (basis[bsub[i]] - numcon, b[bsub[i]] )) 146
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94 CHAPTER 7. ADVANCED <strong>API</strong> TUTORIAL<br />
31 # Since the value infinity is never used, we define<br />
32 # ’infinity’ symbolic purposes only<br />
33 infinity = 0<br />
34<br />
35 skx = [mosek.stakey.bas] * numvar<br />
36 skc = [mosek.stakey.fix] * numvar<br />
37<br />
38 task.appendvars(numvar)<br />
39 task.appendcons(numvar)<br />
40<br />
41<br />
42 for i in range(len(asub)):<br />
43 task.putacol(i,asub[i],aval[i])<br />
44<br />
45 for i in range(numvar):<br />
46 task.putconbound(i,mosek.boundkey.fx,0.0,0.0)<br />
47<br />
48 for i in range(numvar):<br />
49 task.putvarbound(i,<br />
50 mosek.boundkey.fr,<br />
51 -infinity,<br />
52 infinity)<br />
53<br />
54 # Define a basic solution by specifying<br />
55 # status keys for variables & constraints.<br />
56<br />
57 for i in range(numvar):<br />
58 task.putsolutioni (mosek.accmode.var,<br />
59 i,<br />
60 mosek.soltype.bas,<br />
61 skx[i],<br />
62 0.0,<br />
63 0.0,<br />
64 0.0,<br />
65 0.0)<br />
66<br />
67 for i in range(numvar):<br />
68 task.putsolutioni (mosek.accmode.con,<br />
69 i,<br />
70 mosek.soltype.bas,<br />
71 skc[i],<br />
72 0.0,<br />
73 0.0,<br />
74 0.0,<br />
75 0.0)<br />
76<br />
77 task.initbasissolve(basis)<br />
78<br />
79<br />
80<br />
81 def main():<br />
82 numcon = 2<br />
83 numvar = 2<br />
84<br />
85 aval = [ [ -1.0 ],<br />
86 [ 1.0, 1.0 ] ]<br />
87 asub = [ [ 1 ],<br />
88 [ 0, 1 ] ]
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