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

194 CHAPTER 15. SENSITIVITY ANALYSIS
83 1.0,1.0,1.0,1.0,1.0,1.0,1.0 ]
84
85 numcon = len(bkc)
86 numvar = len(bkx)
87 numanz = len(val)
88
89 # Input linear data
90 task.inputdata(numcon,numvar,
91 c,0.0,
92 ptrb, ptre, sub, val,
93 bkc, blc, buc,
94 bkx, blx, bux)
95 # Set objective sense
96 task.putobjsense(mosek.objsense.minimize)
97
98 # Optimize
99 task.optimize();
100
101 # Analyze upper bound on c1 and the equality constraint on c4
102 subi = [ 0, 3 ]
103 marki = [ mosek.mark.up, mosek.mark.up ]
104
105 # Analyze lower bound on the variables x12 and x31
106 subj = [ 1, 4 ]
107 markj = [ mosek.mark.lo, mosek.mark.lo ]
108
109 leftpricei = zeros(2,float)
110 rightpricei = zeros(2,float)
111 leftrangei = zeros(2,float)
112 rightrangei = zeros(2,float)
113 leftpricej = zeros(2,float)
114 rightpricej = zeros(2,float)
115 leftrangej = zeros(2,float)
116 rightrangej = zeros(2,float)
117
118
119 task.primalsensitivity( subi,
120 marki,
121 subj,
122 markj,
123 leftpricei,
124 rightpricei,
125 leftrangei,
126 rightrangei,
127 leftpricej,
128 rightpricej,
129 leftrangej,
130 rightrangej)
131
132 print (’Results from sensitivity analysis on bounds:’)
133 print (’\tleftprice | rightprice | leftrange | rightrange ’ )
134 print (’For constraints:’)
135
136 for i in range(2):
137 print (’\t%10f %10f %10f %10f’ % (leftpricei[i],
138 rightpricei[i],
139 leftrangei[i],
140 rightrangei[i]))