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

328 APPENDIX A. API REFERENCE
Description:
Replaces all the quadratic entries in one constraint k of the form:
l c k ≤ 1 2
numvar−1
∑
i=0
numvar−1
∑
j=0
numvar−1
∑
qijx k i x j +
j=0
a kj x j ≤ u c k.
It is assumed that Q k is symmetric, i.e. qij k = qk ji , and therefore, only the values of qk ij for which
i ≥ j should be inputted to MOSEK. To be precise, MOSEK uses the following procedure
Please note that:
1. Q k = 0
2. for t = 0 to numqonz − 1
3. qqcsubi[t],qcsubj[t] k = qk qcsubi[t],qcsubj[t] + qcval[t]
3. qqcsubj[t],qcsubi[t] k = qk qcsubj[t],qcsubi[t] + qcval[t]
See also
• For large problems it is essential for the efficiency that the function Task.putmaxnumqnz is
employed to specify an appropriate maxnumqnz.
• Only the lower triangular part should be specified because Q k is symmetric. Specifying
values for qij k where i < j will result in an error.
• Only non-zero elements should be specified.
• The order in which the non-zero elements are specified is insignificant.
• Duplicate elements are added together. Hence, it is recommended not to specify the same
element multiple times in qosubi, qosubj, and qoval.
For a code example see Section 5.5.2.
• Task.putqcon Replaces all quadratic terms in constraints.
• Task.putmaxnumqnz Changes the size of the preallocated storage for quadratic terms.
A.2.217
Task.putqobj()
Task.putqobj(
qosubi,
qosubj,
qoval)
Replaces all quadratic terms in the objective.
Arguments
qosubi : int[]
Row subscripts for quadratic objective coefficients.