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

A.2. CLASS TASK 259
Description:
Let ( ¯X j ) ∗ be the value of variable ¯X j for the specified solution. Then the primal violation of the
solution associated with variable ¯X j is given by
max(−λ min ( ¯X j ), 0.0).
A.2.111
Task.getpviolcon()
Task.getpviolcon(
whichsol,
sub,
viol)
Computes the violation of a primal solution for a list of xc variables.
Arguments
sub : int[]
An array of indexes of constraints.
viol : double[]
viol[k] associated with the solution for the sub[k]’th constraint.
whichsol : soltype
Selects a solution.
Description:
The primal violation of the solution associated of constraint is computed by
numvar−1
∑
max(li c τ − (x c i) ∗ ), (x c i) ∗ τ − u c iτ, | a ij x ∗ j − x c i|)
where τ is defined as follows. If the solution is a certificate of dual infeasibility, then τ = 0 and
otherwise τ = 1. Both when the solution is a valid certificate of dual infeasibility or when it is
primal feasibible solution the violation should be small. The above is only shown for linear case
but is appropriately generalized for the other cases.
j=0
A.2.112
Task.getpviolcones()
Task.getpviolcones(
whichsol,
sub,
viol)