The MOSEK Python optimizer API manual Version 7.0 (Revision 141)
Optimizer API for Python - Documentation - Mosek Optimizer API for Python - Documentation - Mosek
26 CHAPTER 5. BASIC API TUTORIAL having the bounds maximize 3x 0 + 1x 1 + 5x 2 + 1x 3 subject to 3x 0 + 1x 1 + 2x 2 = 30, 2x 0 + 1x 1 + 3x 2 + 1x 3 ≥ 15, 2x 1 + 3x 3 ≤ 25, 0 ≤ x 0 ≤ ∞, 0 ≤ x 1 ≤ 10, 0 ≤ x 2 ≤ ∞, 0 ≤ x 3 ≤ ∞. 5.2.1.1 Solving the problem To solve the problem above we go through the following steps: • Create an environment. • Create an optimization task. • Load a problem into the task object. • Optimization. • Extracting the solution. Below we explain each of these steps. For the complete source code see section 5.2.1.2. Create an environment. Before setting up the optimization problem, a MOSEK environment must be created. All tasks in the program should share the same environment. 31 # Make mosek environment 32 with mosek.Env() as env: [ lo1.py ] Create an optimization task. Next, an empty task object is created: [ lo1.py ] 33 # Create a task object 34 with env.Task(0,0) as task: 35 # Attach a log stream printer to the task 36 task.set Stream (mosek.streamtype.log, streamprinter) We also connect a call-back function to the task log stream. Messages related to the task are passed to the call-back function. In this case the stream call-back function writes its messages to the standard output stream.
5.2. LINEAR OPTIMIZATION 27 Load a problem into the task object. Before any problem data can be set, variables and constraints must be added to the problem via calls to the functions Task.appendcons and Task.appendvars. [ lo1.py ] 74 # Append ’numcon’ empty constraints. 75 # The constraints will initially have no bounds. 76 task.appendcons(numcon) 77 78 # Append ’numvar’ variables. 79 # The variables will initially be fixed at zero (x=0). 80 task.appendvars(numvar) New variables can now be referenced from other functions with indexes in 0, . . . , numvar − 1 and new constraints can be referenced with indexes in 0, . . . , numcon−1. More variables / constraints can be appended later as needed, these will be assigned indexes from numvar/numcon and up. Next step is to set the problem data. We loop over each variable index j = 0, . . . , numvar − 1 calling functions to set problem data. We first set the objective coefficient c j = c[j] by calling the function Task.putcj. 84 task.putcj(j,c[j]) [ lo1.py ] The bounds on variables are stored in the arrays 47 # Bound keys for variables 48 bkx = [mosek.boundkey.lo, 49 mosek.boundkey.ra, 50 mosek.boundkey.lo, 51 mosek.boundkey.lo] 52 53 # Bound values for variables 54 blx = [ 0.0, 0.0, 0.0, 0.0] 55 bux = [+inf, 10.0, +inf, +inf] [ lo1.py ] and are set with calls to Task.putvarbound. 86 # Set the bounds on variable j 87 # blx[j]
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5.2. LINEAR OPTIMIZATION 27<br />
Load a problem into the task object.<br />
Before any problem data can be set, variables and constraints must be added to the problem via<br />
calls to the functions Task.appendcons and Task.appendvars.<br />
[ lo1.py ]<br />
74 # Append ’numcon’ empty constraints.<br />
75 # <strong>The</strong> constraints will initially have no bounds.<br />
76 task.appendcons(numcon)<br />
77<br />
78 # Append ’numvar’ variables.<br />
79 # <strong>The</strong> variables will initially be fixed at zero (x=0).<br />
80 task.appendvars(numvar)<br />
New variables can now be referenced from other functions with indexes in 0, . . . , numvar − 1 and<br />
new constraints can be referenced with indexes in 0, . . . , numcon−1. More variables / constraints<br />
can be appended later as needed, these will be assigned indexes from numvar/numcon and up.<br />
Next step is to set the problem data. We loop over each variable index j = 0, . . . , numvar − 1<br />
calling functions to set problem data. We first set the objective coefficient c j = c[j] by calling<br />
the function Task.putcj.<br />
84 task.putcj(j,c[j])<br />
[ lo1.py ]<br />
<strong>The</strong> bounds on variables are stored in the arrays<br />
47 # Bound keys for variables<br />
48 bkx = [mosek.boundkey.lo,<br />
49 mosek.boundkey.ra,<br />
50 mosek.boundkey.lo,<br />
51 mosek.boundkey.lo]<br />
52<br />
53 # Bound values for variables<br />
54 blx = [ 0.0, 0.0, 0.0, 0.0]<br />
55 bux = [+inf, 10.0, +inf, +inf]<br />
[ lo1.py ]<br />
and are set with calls to Task.putvarbound.<br />
86 # Set the bounds on variable j<br />
87 # blx[j]
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