The MOSEK Python optimizer API manual Version 7.0 (Revision 141)
Optimizer API for Python - Documentation - Mosek Optimizer API for Python - Documentation - Mosek
240 APPENDIX A. API REFERENCE dualobj : double Objective value corresponding to the dual solution. whichsol : soltype Selects a solution. Description: Computes the dual objective value associated with the solution. Note if the solution is a primal infeasibility certificate, then the fixed term in the objective value is not included. A.2.67 Task.getdviolbarvar() Task.getdviolbarvar( whichsol, sub, viol) Computes the violation of dual solution for a set of barx variables. Arguments sub : int[] An array of indexes of ¯X variables. viol : double[] viol[k] is violation of the solution for the constraint ¯S sub[k] ∈ S. whichsol : soltype Selects a solution. Description: Let ( ¯S j ) ∗ be the value of variable ¯S j for the specified solution. Then the dual violation of the solution associated with variable ¯S j is given by max(−λ min ( ¯S j ), 0.0). Both when the solution is a certificate of primal infeasibility or when it is dual feasibible solution the violation should be small. A.2.68 Task.getdviolcon() Task.getdviolcon( whichsol, sub, viol)
A.2. CLASS TASK 241 Computes the violation of a dual solution associated with a set of constraints. Arguments sub : int[] An array of indexes of constraints. viol : double[] viol[k] is the violation of dual solution associated with the constraint sub[k]. whichsol : soltype Selects a solution. Description: The violation of the dual solution associated with the i’th constraint is computed as follows where max(ρ((s c l ) ∗ i , (b c l ) i ), ρ((s c u) ∗ i , −(b c u) i ), | − y i + (s c l ) ∗ i − (s c u) ∗ i |) { − x, l > −∞, ρ(x, l) = |x|, otherwise Both when the solution is a certificate of primal infeasibility or it is a dual feasibible solution the violation should be small. A.2.69 Task.getdviolcones() Task.getdviolcones( whichsol, sub, viol) Computes the violation of a solution for set of dual conic constraints. Arguments sub : int[] An array of indexes of ¯X variables. viol : double[] viol[k] violation of the solution associated with sub[k]’th dual conic constraint. whichsol : soltype Selects a solution.
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240 APPENDIX A. <strong>API</strong> REFERENCE<br />
dualobj : double<br />
Objective value corresponding to the dual solution.<br />
whichsol : soltype<br />
Selects a solution.<br />
Description:<br />
Computes the dual objective value associated with the solution. Note if the solution is a primal<br />
infeasibility certificate, then the fixed term in the objective value is not included.<br />
A.2.67<br />
Task.getdviolbarvar()<br />
Task.getdviolbarvar(<br />
whichsol,<br />
sub,<br />
viol)<br />
Computes the violation of dual solution for a set of barx variables.<br />
Arguments<br />
sub : int[]<br />
An array of indexes of ¯X variables.<br />
viol : double[]<br />
viol[k] is violation of the solution for the constraint ¯S sub[k] ∈ S.<br />
whichsol : soltype<br />
Selects a solution.<br />
Description:<br />
Let ( ¯S j ) ∗ be the value of variable ¯S j for the specified solution. <strong>The</strong>n the dual violation of the<br />
solution associated with variable ¯S j is given by<br />
max(−λ min ( ¯S j ), 0.0).<br />
Both when the solution is a certificate of primal infeasibility or when it is dual feasibible solution<br />
the violation should be small.<br />
A.2.68<br />
Task.getdviolcon()<br />
Task.getdviolcon(<br />
whichsol,<br />
sub,<br />
viol)
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