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

24 CHAPTER 5. BASIC API TUTORIAL
51 task.writedata (sys.argv[2])
[ simple.py ]
Similarly, controlled by iparam.read data format, the function Task.readdata can read a problem
from a file:
33 task.readdata (sys.argv[1])
[ simple.py ]
5.1.2.2 Working with the problem data
An optimization problem consists of several components; objective, objective sense, constraints, variable
bounds etc. Therefore, the interface provides a number of methods to operate on the task specific
data, all of which are listed under the Task class-specification.
5.1.2.3 Setting parameters
Apart from the problem data, the task contains a number of parameters defining the behavior of
MOSEK. For example the iparam.optimizer parameter defines which optimizer to use. There are
three kinds of parameters in MOSEK
• Integer parameters that can be set with Task.putintparam,
• Double parameters that can be set with Task.putdouparam, and
• string parameters that can be set with Task.putstrparam,
The values for integer parameters are either simple integer values or enum values.
A complete list of all parameters is found in Chapter B.
5.2 Linear optimization
The simplest optimization problem is a purely linear problem.
problem of the following form:
Minimize or maximize the objective function
A linear optimization problem is a
subject to the linear constraints
n−1
∑
c j x j + c f (5.1)
j=0
l c k ≤
n−1
∑
a kj x j ≤ u c k, k = 0, . . . , m − 1, (5.2)
j=0