The MOSEK Python optimizer API manual Version 7.0 (Revision 141)
Optimizer API for Python - Documentation - Mosek Optimizer API for Python - Documentation - Mosek
122 CHAPTER 9. USAGE GUIDELINES task.optimize() The task data will then be written to a binary file named data.task.gz which is useful when reproducing a problem.
Chapter 10 Problem formulation and solutions In this chapter we will discuss the following issues: • The formal definitions of the problem types that MOSEK can solve. • The solution information produced by MOSEK. • The information produced by MOSEK if the problem is infeasible. 10.1 Linear optimization A linear optimization problem can be written as where minimize c T x + c f subject to l c ≤ Ax ≤ u c , l x ≤ x ≤ u x , (10.1) • m is the number of constraints. • n is the number of decision variables. • x ∈ R n is a vector of decision variables. • c ∈ R n is the linear part of the objective function. • A ∈ R m×n is the constraint matrix. • l c ∈ R m is the lower limit on the activity for the constraints. • u c ∈ R m is the upper limit on the activity for the constraints. 123
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Chapter 10<br />
Problem formulation and solutions<br />
In this chapter we will discuss the following issues:<br />
• <strong>The</strong> formal definitions of the problem types that <strong>MOSEK</strong> can solve.<br />
• <strong>The</strong> solution information produced by <strong>MOSEK</strong>.<br />
• <strong>The</strong> information produced by <strong>MOSEK</strong> if the problem is infeasible.<br />
10.1 Linear optimization<br />
A linear optimization problem can be written as<br />
where<br />
minimize<br />
c T x + c f<br />
subject to l c ≤ Ax ≤ u c ,<br />
l x ≤ x ≤ u x ,<br />
(10.1)<br />
• m is the number of constraints.<br />
• n is the number of decision variables.<br />
• x ∈ R n is a vector of decision variables.<br />
• c ∈ R n is the linear part of the objective function.<br />
• A ∈ R m×n is the constraint matrix.<br />
• l c ∈ R m is the lower limit on the activity for the constraints.<br />
• u c ∈ R m is the upper limit on the activity for the constraints.<br />
123