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

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214 APPENDIX A. API REFERENCE rightpricej : double[] rightpricej[j] is the right shadow price for the coefficients with index subj[j]. rightrangej : double[] rightrangej[j] is the right range β 2 for the coefficient with index subj[j]. subj : int[] Index of objective coefficients to analyze. Description: See also Calculates sensitivity information for objective coefficients. The indexes of the coefficients to analyze are {subj[i]|i ∈ 0, . . . , numj − 1} The results are returned so that e.g leftprice[j] is the left shadow price of the objective coefficient with index subj[j]. The type of sensitivity analysis to perform (basis or optimal partition) is controlled by the parameter iparam.sensitivity type. For an example, please see Section 15.5. • Task.primalsensitivity Perform sensitivity analysis on bounds. • Task.sensitivityreport Creates a sensitivity report. • iparam.sensitivity type Controls which type of sensitivity analysis is to be performed. • iparam.log sensitivity Control logging in sensitivity analyzer. • iparam.log sensitivity opt Control logging in sensitivity analyzer. A.2.19 Task.getacol() nzj = Task.getacol( j, subj, valj) Obtains one column of the linear constraint matrix. Arguments j : int Index of the column. nzj : int Number of non-zeros in the column obtained.
A.2. CLASS TASK 215 subj : int[] Index of the non-zeros in the row obtained. valj : double[] Numerical values of the column obtained. Description: Obtains one row of A in a sparse format. A.2.20 Task.getacolnumnz() nzj = Task.getacolnumnz(i) Obtains the number of non-zero elements in one column of the linear constraint matrix Arguments i : int Index of the column. nzj : int Number of non-zeros in the jth row or column of A. Description: Obtains the number of non-zero elements in one column of A. A.2.21 Task.getacolslicetrip() Task.getacolslicetrip( first, last, subi, subj, val) Obtains a sequence of columns from the coefficient matrix in triplet format. Arguments first : int Index of the first column in the sequence. last : int Index of the last column in the sequence plus one.
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The MOSEK Python optimizer API manu
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Contents 1 Changes and new features
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CONTENTS v 8 A case study 97 8.1 Po
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CONTENTS vii 14.2.1 Caveats . . . .
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CONTENTS ix A.2.70 Task.getdviolvar
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CONTENTS xi A.2.162Task.isdouparnam
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CONTENTS xiii A.2.254Task.readparam
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CONTENTS xv B.1.45 dparam.mio near
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CONTENTS xvii B.2.68 iparam.log sim
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CONTENTS xix B.2.160iparam.sim refa
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CONTENTS xxi D.18 Long integer info
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Contact information Phone +45 3917
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License agreement Before using the
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Chapter 1 Changes and new features
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1.4. API CHANGES 7 1.3.3 Mixed-inte
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1.10. SUMMARY OF API CHANGES 9 •
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Chapter 2 About this manual This ma
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Chapter 3 Getting support and help
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Chapter 4 Testing installation and
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Chapter 5 Basic API tutorial In thi
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5.1. THE BASICS 23 5 # 6 # Purpose:
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5.2. LINEAR OPTIMIZATION 25 and the
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5.2. LINEAR OPTIMIZATION 27 Load a
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5.2. LINEAR OPTIMIZATION 29 Optimiz
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5.2. LINEAR OPTIMIZATION 31 88 task
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5.2. LINEAR OPTIMIZATION 33 51 mose
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5.3. CONIC QUADRATIC OPTIMIZATION 3
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5.3. CONIC QUADRATIC OPTIMIZATION 3
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5.4. SEMIDEFINITE OPTIMIZATION 39 m
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5.4. SEMIDEFINITE OPTIMIZATION 41 4
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5.4. SEMIDEFINITE OPTIMIZATION 43 1
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5.5. QUADRATIC OPTIMIZATION 45 with
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5.5. QUADRATIC OPTIMIZATION 47 68 #
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5.5. QUADRATIC OPTIMIZATION 49 5.5.
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5.5. QUADRATIC OPTIMIZATION 51 81 a
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5.6. THE SOLUTION SUMMARY 53 • Th
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5.7. INTEGER OPTIMIZATION 55 21 # f
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5.7. INTEGER OPTIMIZATION 57 137 sy
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5.8. THE SOLUTION SUMMARY FOR MIXED
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5.9. RESPONSE HANDLING 61 Note that
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5.10. PROBLEM MODIFICATION AND REOP
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5.10. PROBLEM MODIFICATION AND REOP
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5.11. SOLUTION ANALYSIS 67 151 # Pu
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5.13. CONVENTIONS EMPLOYED IN THE A
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Chapter 6 Nonlinear API tutorial Th
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6.1. SEPARABLE CONVEX (SCOPT) INTER
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Chapter 7 Advanced API tutorial Thi
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7.1. THE PROGRESS CALL-BACK 87 71 p
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7.2. SOLVING LINEAR SYSTEMS INVOLVI
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Chapter 8 A case study 8.1 Portfoli
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8.1. PORTFOLIO OPTIMIZATION 99 e T
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8.1. PORTFOLIO OPTIMIZATION 101 is
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8.1. PORTFOLIO OPTIMIZATION 103 15
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8.1. PORTFOLIO OPTIMIZATION 107 8.1
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8.1. PORTFOLIO OPTIMIZATION 111 z j
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8.1. PORTFOLIO OPTIMIZATION 113 Var
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Chapter 9 Usage guidelines The purp
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9.3. WRITING TASK DATA TO A FILE 12
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Chapter 10 Problem formulation and
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10.1. LINEAR OPTIMIZATION 125 be a
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10.2. CONIC QUADRATIC OPTIMIZATION
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10.2. CONIC QUADRATIC OPTIMIZATION
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10.3. SEMIDEFINITE OPTIMIZATION 131
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10.4. QUADRATIC AND QUADRATICALLY C
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Chapter 11 The optimizers for conti
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11.1. HOW AN OPTIMIZER WORKS 137 11
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11.2. LINEAR OPTIMIZATION 139 11.2.
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11.2. LINEAR OPTIMIZATION 141 Whene
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11.2. LINEAR OPTIMIZATION 143 11.2.
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11.2. LINEAR OPTIMIZATION 145 • R
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11.5. NONLINEAR CONVEX OPTIMIZATION
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11.6. SOLVING PROBLEMS IN PARALLEL
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Chapter 12 The optimizers for mixed
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12.3. THE MIXED-INTEGER CONIC OPTIM
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12.5. TERMINATION CRITERION 159 •
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12.7. UNDERSTANDING SOLUTION QUALIT
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Page 225 and 226: A.1. EXCEPTIONS 203 • Task.putvar
Page 227 and 228: A.2. CLASS TASK 205 Arguments which
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A.2. CLASS TASK 265 last : int Last
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A.2. CLASS TASK 267 A.2.124 Task.ge
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A.2. CLASS TASK 269 Arguments snx :
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A.2. CLASS TASK 271 slc : double[]
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A.2. CLASS TASK 273 Arguments accmo
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A.2. CLASS TASK 277 last : int Valu
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A.2. CLASS TASK 279 subi : int[] Ro
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A.2. CLASS TASK 281 Description: Ob
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A.2. CLASS TASK 283 Arguments taskn
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A.2. CLASS TASK 287 vartype : varia
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A.2. CLASS TASK 289 whichsol : solt
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A.2. CLASS TASK 291 Description: Ob
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A.2. CLASS TASK 293 A.2.162 Task.is
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A.2. CLASS TASK 295 whichstream : s
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A.2. CLASS TASK 297 A.2.170 Task.pr
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A.2. CLASS TASK 299 markj : mark Th
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A.2. CLASS TASK 301 Prints a part o
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A.2. CLASS TASK 303 A.2.175 Task.pu
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A.2. CLASS TASK 305 j : int Index o
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A.2. CLASS TASK 309 Description: Th
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A.2. CLASS TASK 313 Changes the bou
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A.2. CLASS TASK 315 Modifies one li
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A.2. CLASS TASK 317 bkc : boundkey
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A.2. CLASS TASK 319 Arguments j : i
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A.2. CLASS TASK 321 parvalue : int
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A.2. CLASS TASK 325 Sets a string p
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A.2. CLASS TASK 327 Description: Re
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A.2. CLASS TASK 329 qosubj : int[]
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A.2. CLASS TASK 331 Sets the status
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A.2. CLASS TASK 335 Arguments sux :
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A.2. CLASS TASK 337 y : double[] Ve
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A.2. CLASS TASK 341 last : int Last
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A.2. CLASS TASK 343 See also • Ta
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A.2. CLASS TASK 347 Description: Se
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A.2. CLASS TASK 349 Sets a slice of
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A.2. CLASS TASK 351 A.2.254 Task.re
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A.2. CLASS TASK 353 wux : double[]
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A.2. CLASS TASK 355 See also • Ta
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A.2. CLASS TASK 357 isdef : int Is
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A.2. CLASS TASK 359 A.2.269 Task.st
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A.2. CLASS TASK 361 Description: Wr
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A.3. CLASS ENV 363 A.2.278 Task.wri
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A.3. CLASS ENV 365 Arguments code :
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A.3. CLASS ENV 367 Arguments keepdl
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A.4. CALLBACK FUNCTIONS AND RELATED
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A.6. ALL FUNCTIONS BY NAME 371 Task
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Appendix B Parameters Parameters gr
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391 • iparam.log file. If turned
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393 • dparam.intpnt nl tol rel st
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395 • iparam.mio construct sol. C
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397 • dparam.intpnt nl tol mu red
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399 • iparam.mio mode. Turns on/o
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401 • iparam.sim solve form. Cont
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B.1. DPARAM: DOUBLE PARAMETERS 403
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B.2. IPARAM: INTEGER PARAMETERS 427
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B.3. SPARAM: STRING PARAMETER TYPES
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Appendix C Response codes Response
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517 rescode.err con q not psd The q
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519 rescode.err global inv conic pr
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521 rescode.err inv markj Invalid v
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523 rescode.err invalid format type
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525 rescode.err license no server s
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527 rescode.err mio no optimizer No
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529 rescode.err name max len A name
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531 rescode.err numconlim Maximum n
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533 rescode.err qcon upper triangle
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535 rescode.err sym mat invalid col
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537 rescode.err user nlo func The u
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539 rescode.wrn ana almost int boun
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541 rescode.wrn mio infeasible fina
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543 rescode.wrn write discarded cfi
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Appendix D API constants D.1 Constr
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D.5. PROGRESS CALL-BACK CODES 547 c
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D.6. TYPES OF CONVEXITY CHECKS. 555
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D.10. DOUBLE INFORMATION ITEMS 557
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D.10. DOUBLE INFORMATION ITEMS 559
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D.11. FEASIBILITY REPAIR TYPES 561
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D.13. INTEGER INFORMATION ITEMS. 56
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D.16. INPUT/OUTPUT MODES 569 intpnt
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D.20. CONTINUOUS MIXED-INTEGER SOLU
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D.26. OBJECTIVE SENSE TYPES 573 D.2
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D.31. PRESOLVE METHOD. 575 paramete
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D.35. RESPONSE CODE TYPE 577 D.35 R
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D.42. PROBLEM REFORMULATION. 579 si
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D.46. SOLUTION TYPES 581 solsta.dua
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D.50. STREAM TYPES 583 startpointty
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Appendix E Troubleshooting When cre
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Appendix F Mosek file formats MOSEK
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F.1. THE MPS FILE FORMAT 589 Fields
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F.1. THE MPS FILE FORMAT 591 must b
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F.1. THE MPS FILE FORMAT 593 Constr
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F.1. THE MPS FILE FORMAT 595 v 1 is
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F.1. THE MPS FILE FORMAT 597 Please
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F.2. THE LP FILE FORMAT 599 minimiz
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F.2. THE LP FILE FORMAT 601 st defi
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F.2. THE LP FILE FORMAT 603 bounds
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F.3. THE OPF FORMAT 605 iparam.writ
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F.3. THE OPF FORMAT 607 [tag "value
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F.3. THE OPF FORMAT 609 Note that a
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F.3. THE OPF FORMAT 611 F.3.2.3 Nam
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F.3. THE OPF FORMAT 613 [bounds] [b
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F.4. THE TASK FORMAT 615 This can b
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F.7. THE SOLUTION FILE FORMAT 617 c
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Appendix G Problem analyzer example
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G.2. ARKI001 621 2 476 45.42 48.19
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G.4. PROBLEM WITH BOTH LINEAR AND C
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Bibliography [1] Chvátal, V.. Line
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Index analyzenames (Task method), 2
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INDEX 629 getpcni (Task method), 25
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INDEX 631 putbarablocktriplet (Task
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INDEX 633 rescode.err inv numj, 521
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INDEX 635 rescode.err sen bound inv
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