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

152 CHAPTER 11. THE OPTIMIZERS FOR CONTINUOUS PROBLEMS
# for symbolic purposes:
inf = 0.0
# Define a stream printer to grab output from MOSEK
class streamprinter:
def init (self,prefix):
self.prefix = str(prefix)
def call (self,text):
#sys.stdout.write (self.prefix + text)
sys.stdout.write (self.prefix + text)
sys.stdout.flush()
pass
# We might write everything directly as a script, but it looks nicer
# to create a function.
def main (args):
# Open MOSEK and create an environment and task
# Create a MOSEK environment
env = mosek.Env ()
# Attach a printer to the environment
env.set Stream (mosek.streamtype.log, streamprinter("[env]"))
# Create a task
task = env.Task(0,0)
# Attach a printer to the task
task.set Stream (mosek.streamtype.log, streamprinter("simplex: "))
# Create a task
task list = [env.Task(0,0)]
# Attach a printer to the task
task list[0].set Stream(mosek.streamtype.log, streamprinter("intpnt: "))
task.readdata(args[0]);
# Assign different parameter values to each task.
# In this case different optimizers.
task.putintparam(mosek.iparam.optimizer,
mosek.optimizertype.primal simplex)
task list[0].putintparam(mosek.iparam.optimizer,
mosek.optimizertype.intpnt)
# Optimize task and task list[0] in parallel.
# The problem data i.e. C, A, etc.
# is copied from task to task list[0].
task.optimizeconcurrent(task list)
task.solutionsummary(mosek.streamtype.log)
# call the main function
try:
main (sys.argv[1:])
except mosek.Exception as e:
print ("ERROR: %s" % str(e.errno))
if e.msg is not None:
print ("\t%s" % e.msg)