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

14.3. FEASIBILITY REPAIR IN MOSEK 183
14.3.2 Feasibility repair using the API
The function Task.primalrepair can be used to repair an infeasible problem.
function Task.primalrepair can be seen in the reference.
Details about the
1 #
14.3.2.1 An example
Consider once again the example (14.7) then
[ feasrepairex1.py ]
2 # Copyright: Copyright (c) MOSEK ApS, Denmark. All rights reserved.
3 #
4 # File: feasrepairex1.py
5 #
6 # Purpose: To demonstrate how to use the MSK relaxprimal function to
7 # locate the cause of an infeasibility.
8 #
9 # Syntax: On command line
10 # python feasrepairex1.py feasrepair.lp
11 # feasrepair.lp is located in mosek\\tools\examples.
12
13
14 import sys
15 import mosek
16
17 # Since the actual value of Infinity is ignores, we define it solely
18 # for symbolic purposes:
19 inf = 0.0
20
21 # Define a stream printer to grab output from MOSEK
22 def streamprinter(text):
23 sys.stdout.write(text)
24 sys.stdout.flush()
25
26 def main (inputfile):
27 # Make a MOSEK environment
28 with mosek.Env () as env:
29 with env.Task(0,0) as task:
30 # Attach a printer to the task
31 task.set Stream (mosek.streamtype.log, streamprinter)
32
33 # Read data
34 task.readdata(inputfile)
35
36 task.putintparam(mosek.iparam.log feas repair,3)
37
38 task.primalrepair(None,None,None,None)
39
40 sum viol = task.getdouinf(mosek.dinfitem.primal repair penalty obj)
41 print ("Minimized sum of violations = %e" % sum viol)
42
43 task.optimize()
44
45 task.solutionsummary(mosek.streamtype.msg)
46