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

Optimizer API for Python - Documentation - Mosek

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A.2. CLASS TASK 277<br />

last : int<br />

Value of the last index+1 in the slice, e.g. if xx[5, . . . , 9] is required last should be 10.<br />

solitem : solitem<br />

Which part of the solution is required.<br />

values : double[]<br />

<strong>The</strong> values in the required sequence are stored sequentially in values starting at values[0].<br />

whichsol : soltype<br />

Selects a solution.<br />

Description:<br />

Obtains a slice of the solution.<br />

Consider the case of linear programming. <strong>The</strong> primal problem is given by<br />

and the corresponding dual problem is<br />

minimize<br />

c T x + c f<br />

subject to l c ≤ Ax ≤ u c ,<br />

l x ≤ x ≤ u x .<br />

maximize (l c ) T s c l − (u c ) T s c u<br />

+ (l x ) T s x l − (u x ) T s x u + c f<br />

subject to A T y + s x l − s x u = c,<br />

− y + s c l − s c u = 0,<br />

s c l , s c u, s x l , s x u ≥ 0.<br />

<strong>The</strong> solitem argument determines which part of the solution is returned:<br />

solitem.xx:<br />

<strong>The</strong> variable values return x.<br />

solitem.y:<br />

<strong>The</strong> variable values return y.<br />

solitem.slc:<br />

<strong>The</strong> variable values return s c l .<br />

solitem.suc:<br />

<strong>The</strong> variable values return s c u.<br />

solitem.slx:<br />

<strong>The</strong> variable values return s x l .<br />

solitem.sux:<br />

<strong>The</strong> variable values return s x u.<br />

A conic optimization problem has the same primal variables as in the linear case. Recall that<br />

the dual of a conic optimization problem is given by:

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