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

More documents

Recommendations

Info

472 APPENDIX B. PARAMETERS B.2.118 iparam.presolve lindep rel work trh Corresponding constant: iparam.presolve lindep rel work trh Description: The linear dependency check is potentially computationally expensive. Possible Values: Any number between 0 and +inf. Default value: 100 B.2.119 iparam.presolve lindep use Corresponding constant: iparam.presolve lindep use Description: Controls whether the linear constraints are checked for linear dependencies. Possible values: • onoffkey.off Switch the option off. • onoffkey.on Switch the option on. Default value: onoffkey.on B.2.120 iparam.presolve max num reductions Corresponding constant: iparam.presolve max num reductions Description: Controls the maximum number reductions performed by the presolve. The value of the parameter is normally only changed in connection with debugging. A negative value implies that an infinite number of reductions are allowed. Possible Values: Any number between -inf and +inf. Default value: -1
B.2. IPARAM: INTEGER PARAMETERS 473 B.2.121 iparam.presolve use Corresponding constant: iparam.presolve use Description: Controls whether the presolve is applied to a problem before it is optimized. Possible values: • presolvemode.free It is decided automatically whether to presolve before the problem is optimized. • presolvemode.off The problem is not presolved before it is optimized. • presolvemode.on The problem is presolved before it is optimized. Default value: presolvemode.free B.2.122 iparam.primal repair optimizer Corresponding constant: iparam.primal repair optimizer Description: Controls which optimizer that is used to find the optimal repair. Possible values: • optimizertype.concurrent The optimizer for nonconvex nonlinear problems. • optimizertype.conic The optimizer for problems having conic constraints. • optimizertype.dual simplex The dual simplex optimizer is used. • optimizertype.free The optimizer is chosen automatically. • optimizertype.free simplex One of the simplex optimizers is used. • optimizertype.intpnt The interior-point optimizer is used. • optimizertype.mixed int The mixed-integer optimizer. • optimizertype.mixed int conic The mixed-integer optimizer for conic and linear problems. • optimizertype.network primal simplex The network primal simplex optimizer is used. It is only applicable to pute network problems. • optimizertype.nonconvex The optimizer for nonconvex nonlinear problems. • optimizertype.primal dual simplex The primal dual simplex optimizer is used. • optimizertype.primal simplex The primal simplex optimizer is used. Default value: optimizertype.free
Page 1 and 2:
The MOSEK Python optimizer API manu
Page 3 and 4:
Contents 1 Changes and new features
Page 5 and 6:
CONTENTS v 8 A case study 97 8.1 Po
Page 7 and 8:
CONTENTS vii 14.2.1 Caveats . . . .
Page 9 and 10:
CONTENTS ix A.2.70 Task.getdviolvar
Page 11 and 12:
CONTENTS xi A.2.162Task.isdouparnam
Page 13 and 14:
CONTENTS xiii A.2.254Task.readparam
Page 15 and 16:
CONTENTS xv B.1.45 dparam.mio near
Page 17 and 18:
CONTENTS xvii B.2.68 iparam.log sim
Page 19 and 20:
CONTENTS xix B.2.160iparam.sim refa
Page 21 and 22:
CONTENTS xxi D.18 Long integer info
Page 23 and 24:
Contact information Phone +45 3917
Page 25 and 26:
License agreement Before using the
Page 27 and 28:
Chapter 1 Changes and new features
Page 29 and 30:
1.4. API CHANGES 7 1.3.3 Mixed-inte
Page 31 and 32:
1.10. SUMMARY OF API CHANGES 9 •
Page 33 and 34:
Page 35 and 36:
Page 37 and 38:
Chapter 2 About this manual This ma
Page 39 and 40:
Chapter 3 Getting support and help
Page 41 and 42:
Chapter 4 Testing installation and
Page 43 and 44:
Chapter 5 Basic API tutorial In thi
Page 45 and 46:
5.1. THE BASICS 23 5 # 6 # Purpose:
Page 47 and 48:
5.2. LINEAR OPTIMIZATION 25 and the
Page 49 and 50:
5.2. LINEAR OPTIMIZATION 27 Load a
Page 51 and 52:
5.2. LINEAR OPTIMIZATION 29 Optimiz
Page 53 and 54:
5.2. LINEAR OPTIMIZATION 31 88 task
Page 55 and 56:
5.2. LINEAR OPTIMIZATION 33 51 mose
Page 57 and 58:
5.3. CONIC QUADRATIC OPTIMIZATION 3
Page 59 and 60:
5.3. CONIC QUADRATIC OPTIMIZATION 3
Page 61 and 62:
5.4. SEMIDEFINITE OPTIMIZATION 39 m
Page 63 and 64:
5.4. SEMIDEFINITE OPTIMIZATION 41 4
Page 65 and 66:
5.4. SEMIDEFINITE OPTIMIZATION 43 1
Page 67 and 68:
5.5. QUADRATIC OPTIMIZATION 45 with
Page 69 and 70:
5.5. QUADRATIC OPTIMIZATION 47 68 #
Page 71 and 72:
5.5. QUADRATIC OPTIMIZATION 49 5.5.
Page 73 and 74:
5.5. QUADRATIC OPTIMIZATION 51 81 a
Page 75 and 76:
5.6. THE SOLUTION SUMMARY 53 • Th
Page 77 and 78:
5.7. INTEGER OPTIMIZATION 55 21 # f
Page 79 and 80:
5.7. INTEGER OPTIMIZATION 57 137 sy
Page 81 and 82:
5.8. THE SOLUTION SUMMARY FOR MIXED
Page 83 and 84:
5.9. RESPONSE HANDLING 61 Note that
Page 85 and 86:
5.10. PROBLEM MODIFICATION AND REOP
Page 87 and 88:
5.10. PROBLEM MODIFICATION AND REOP
Page 89 and 90:
5.11. SOLUTION ANALYSIS 67 151 # Pu
Page 91 and 92:
5.13. CONVENTIONS EMPLOYED IN THE A
Page 93 and 94:
Page 95 and 96:
Page 97 and 98:
Page 99 and 100:
Chapter 6 Nonlinear API tutorial Th
Page 101 and 102:
6.1. SEPARABLE CONVEX (SCOPT) INTER
Page 103 and 104:
Page 105 and 106:
Page 107 and 108:
Chapter 7 Advanced API tutorial Thi
Page 109 and 110:
7.1. THE PROGRESS CALL-BACK 87 71 p
Page 111 and 112:
7.2. SOLVING LINEAR SYSTEMS INVOLVI
Page 113 and 114:
Page 115 and 116:
Page 117 and 118:
Page 119 and 120:
Chapter 8 A case study 8.1 Portfoli
Page 121 and 122:
8.1. PORTFOLIO OPTIMIZATION 99 e T
Page 123 and 124:
8.1. PORTFOLIO OPTIMIZATION 101 is
Page 125 and 126:
8.1. PORTFOLIO OPTIMIZATION 103 15
Page 127 and 128:
Page 129 and 130:
8.1. PORTFOLIO OPTIMIZATION 107 8.1
Page 131 and 132:
Page 133 and 134:
8.1. PORTFOLIO OPTIMIZATION 111 z j
Page 135 and 136:
8.1. PORTFOLIO OPTIMIZATION 113 Var
Page 137 and 138:
Page 139 and 140:
Page 141 and 142:
Chapter 9 Usage guidelines The purp
Page 143 and 144:
9.3. WRITING TASK DATA TO A FILE 12
Page 145 and 146:
Chapter 10 Problem formulation and
Page 147 and 148:
10.1. LINEAR OPTIMIZATION 125 be a
Page 149 and 150:
10.2. CONIC QUADRATIC OPTIMIZATION
Page 151 and 152:
10.2. CONIC QUADRATIC OPTIMIZATION
Page 153 and 154:
10.3. SEMIDEFINITE OPTIMIZATION 131
Page 155 and 156:
10.4. QUADRATIC AND QUADRATICALLY C
Page 157 and 158:
Chapter 11 The optimizers for conti
Page 159 and 160:
11.1. HOW AN OPTIMIZER WORKS 137 11
Page 161 and 162:
11.2. LINEAR OPTIMIZATION 139 11.2.
Page 163 and 164:
11.2. LINEAR OPTIMIZATION 141 Whene
Page 165 and 166:
11.2. LINEAR OPTIMIZATION 143 11.2.
Page 167 and 168:
11.2. LINEAR OPTIMIZATION 145 • R
Page 169 and 170:
11.5. NONLINEAR CONVEX OPTIMIZATION
Page 171 and 172:
11.6. SOLVING PROBLEMS IN PARALLEL
Page 173 and 174:
Page 175 and 176:
Page 177 and 178:
Chapter 12 The optimizers for mixed
Page 179 and 180:
12.3. THE MIXED-INTEGER CONIC OPTIM
Page 181 and 182:
12.5. TERMINATION CRITERION 159 •
Page 183 and 184:
12.7. UNDERSTANDING SOLUTION QUALIT
Page 185 and 186:
Chapter 13 The analyzers 13.1 The p
Page 187 and 188:
13.1. THE PROBLEM ANALYZER 165 Cons
Page 189 and 190:
13.2. ANALYZING INFEASIBLE PROBLEMS
Page 191 and 192:
Page 193 and 194:
Page 195 and 196:
Page 197 and 198:
Page 199 and 200:
Chapter 14 Primal feasibility repai
Page 201 and 202:
14.2. AUTOMATIC REPAIR 179 One way
Page 203 and 204:
14.3. FEASIBILITY REPAIR IN MOSEK 1
Page 205 and 206:
14.3. FEASIBILITY REPAIR IN MOSEK 1
Page 207 and 208:
Chapter 15 Sensitivity analysis 15.
Page 209 and 210:
15.4. SENSITIVITY ANALYSIS FOR LINE
Page 211 and 212:
Page 213 and 214:
Page 215 and 216:
15.5. SENSITIVITY ANALYSIS FROM THE
Page 217 and 218:
15.6. SENSITIVITY ANALYSIS WITH THE
Page 219 and 220:
15.6. SENSITIVITY ANALYSIS WITH THE
Page 221 and 222:
Appendix A API reference This chapt
Page 223 and 224:
201 • Task.relaxprimal Obtain inf
Page 225 and 226:
A.1. EXCEPTIONS 203 • Task.putvar
Page 227 and 228:
A.2. CLASS TASK 205 Arguments which
Page 229 and 230:
A.2. CLASS TASK 207 See also • Ro
Page 231 and 232:
A.2. CLASS TASK 209 Description: Ap
Page 233 and 234:
A.2. CLASS TASK 211 Description: If
Page 235 and 236:
A.2. CLASS TASK 213 A.2.16 Task.com
Page 237 and 238:
A.2. CLASS TASK 215 subj : int[] In
Page 239 and 240:
A.2. CLASS TASK 217 firsti : int In
Page 241 and 242:
A.2. CLASS TASK 219 A.2.27 Task.get
Page 243 and 244:
A.2. CLASS TASK 221 valijkl : Descr
Page 245 and 246:
Page 247 and 248:
A.2. CLASS TASK 225 idx : long Inde
Page 249 and 250:
Page 251 and 252:
A.2. CLASS TASK 229 i : int Index o
Page 253 and 254:
Page 255 and 256:
A.2. CLASS TASK 233 conetype : cone
Page 257 and 258:
A.2. CLASS TASK 235 Description: Ob
Page 259 and 260:
A.2. CLASS TASK 237 sub : int[] Ind
Page 261 and 262:
Page 263 and 264:
A.2. CLASS TASK 241 Computes the vi
Page 265 and 266:
Page 267 and 268:
Page 269 and 270:
Page 271 and 272:
Page 273 and 274:
Page 275 and 276:
A.2. CLASS TASK 253 k : int Index o
Page 277 and 278:
A.2. CLASS TASK 255 A.2.103 Task.ge
Page 279 and 280:
A.2. CLASS TASK 257 normalize : int
Page 281 and 282:
A.2. CLASS TASK 259 Description: Le
Page 283 and 284:
A.2. CLASS TASK 261 max(l x j τ
Page 285 and 286:
Page 287 and 288:
A.2. CLASS TASK 265 last : int Last
Page 289 and 290:
Page 291 and 292:
A.2. CLASS TASK 269 Arguments snx :
Page 293 and 294:
A.2. CLASS TASK 271 slc : double[]
Page 295 and 296:
A.2. CLASS TASK 273 Arguments accmo
Page 297 and 298:
Page 299 and 300:
A.2. CLASS TASK 277 last : int Valu
Page 301 and 302:
A.2. CLASS TASK 279 subi : int[] Ro
Page 303 and 304:
Page 305 and 306:
A.2. CLASS TASK 283 Arguments taskn
Page 307 and 308:
Page 309 and 310:
A.2. CLASS TASK 287 vartype : varia
Page 311 and 312:
A.2. CLASS TASK 289 whichsol : solt
Page 313 and 314:
Page 315 and 316:
A.2. CLASS TASK 293 A.2.162 Task.is
Page 317 and 318:
A.2. CLASS TASK 295 whichstream : s
Page 319 and 320:
A.2. CLASS TASK 297 A.2.170 Task.pr
Page 321 and 322:
A.2. CLASS TASK 299 markj : mark Th
Page 323 and 324:
A.2. CLASS TASK 301 Prints a part o
Page 325 and 326:
A.2. CLASS TASK 303 A.2.175 Task.pu
Page 327 and 328:
A.2. CLASS TASK 305 j : int Index o
Page 329 and 330:
Page 331 and 332:
A.2. CLASS TASK 309 Description: Th
Page 333 and 334:
Page 335 and 336:
A.2. CLASS TASK 313 Changes the bou
Page 337 and 338:
A.2. CLASS TASK 315 Modifies one li
Page 339 and 340:
A.2. CLASS TASK 317 bkc : boundkey
Page 341 and 342:
A.2. CLASS TASK 319 Arguments j : i
Page 343 and 344:
A.2. CLASS TASK 321 parvalue : int
Page 345 and 346:
Page 347 and 348:
A.2. CLASS TASK 325 Sets a string p
Page 349 and 350:
A.2. CLASS TASK 327 Description: Re
Page 351 and 352:
A.2. CLASS TASK 329 qosubj : int[]
Page 353 and 354:
A.2. CLASS TASK 331 Sets the status
Page 355 and 356:
Page 357 and 358:
A.2. CLASS TASK 335 Arguments sux :
Page 359 and 360:
A.2. CLASS TASK 337 y : double[] Ve
Page 361 and 362:
Page 363 and 364:
A.2. CLASS TASK 341 last : int Last
Page 365 and 366:
A.2. CLASS TASK 343 See also • Ta
Page 367 and 368:
Page 369 and 370:
A.2. CLASS TASK 347 Description: Se
Page 371 and 372:
A.2. CLASS TASK 349 Sets a slice of
Page 373 and 374:
A.2. CLASS TASK 351 A.2.254 Task.re
Page 375 and 376:
A.2. CLASS TASK 353 wux : double[]
Page 377 and 378:
A.2. CLASS TASK 355 See also • Ta
Page 379 and 380:
A.2. CLASS TASK 357 isdef : int Is
Page 381 and 382:
A.2. CLASS TASK 359 A.2.269 Task.st
Page 383 and 384:
A.2. CLASS TASK 361 Description: Wr
Page 385 and 386:
A.3. CLASS ENV 363 A.2.278 Task.wri
Page 387 and 388:
A.3. CLASS ENV 365 Arguments code :
Page 389 and 390:
A.3. CLASS ENV 367 Arguments keepdl
Page 391 and 392:
A.4. CALLBACK FUNCTIONS AND RELATED
Page 393 and 394:
A.6. ALL FUNCTIONS BY NAME 371 Task
Page 395 and 396:
Page 397 and 398:
Page 399 and 400:
Page 401 and 402:
Page 403 and 404:
Page 405 and 406:
Page 407 and 408:
Page 409 and 410:
Page 411 and 412:
Appendix B Parameters Parameters gr
Page 413 and 414:
391 • iparam.log file. If turned
Page 415 and 416:
393 • dparam.intpnt nl tol rel st
Page 417 and 418:
395 • iparam.mio construct sol. C
Page 419 and 420:
397 • dparam.intpnt nl tol mu red
Page 421 and 422:
399 • iparam.mio mode. Turns on/o
Page 423 and 424:
401 • iparam.sim solve form. Cont
Page 425 and 426:
B.1. DPARAM: DOUBLE PARAMETERS 403
Page 427 and 428:
Page 429 and 430:
Page 431 and 432:
Page 433 and 434:
Page 435 and 436:
Page 437 and 438:
Page 439 and 440:
Page 441 and 442:
Page 443 and 444: B.1. DPARAM: DOUBLE PARAMETERS 421
Page 449 and 450: B.2. IPARAM: INTEGER PARAMETERS 427
Page 493: B.2. IPARAM: INTEGER PARAMETERS 471
Page 527 and 528: B.3. SPARAM: STRING PARAMETER TYPES
Page 537 and 538: Appendix C Response codes Response
Page 539 and 540: 517 rescode.err con q not psd The q
Page 541 and 542: 519 rescode.err global inv conic pr
Page 543 and 544: 521 rescode.err inv markj Invalid v
Page 545 and 546:
523 rescode.err invalid format type
Page 547 and 548:
525 rescode.err license no server s
Page 549 and 550:
527 rescode.err mio no optimizer No
Page 551 and 552:
529 rescode.err name max len A name
Page 553 and 554:
531 rescode.err numconlim Maximum n
Page 555 and 556:
533 rescode.err qcon upper triangle
Page 557 and 558:
535 rescode.err sym mat invalid col
Page 559 and 560:
537 rescode.err user nlo func The u
Page 561 and 562:
539 rescode.wrn ana almost int boun
Page 563 and 564:
541 rescode.wrn mio infeasible fina
Page 565 and 566:
543 rescode.wrn write discarded cfi
Page 567 and 568:
Appendix D API constants D.1 Constr
Page 569 and 570:
D.5. PROGRESS CALL-BACK CODES 547 c
Page 571 and 572:
Page 573 and 574:
Page 575 and 576:
Page 577 and 578:
D.6. TYPES OF CONVEXITY CHECKS. 555
Page 579 and 580:
D.10. DOUBLE INFORMATION ITEMS 557
Page 581 and 582:
D.10. DOUBLE INFORMATION ITEMS 559
Page 583 and 584:
D.11. FEASIBILITY REPAIR TYPES 561
Page 585 and 586:
D.13. INTEGER INFORMATION ITEMS. 56
Page 587 and 588:
Page 589 and 590:
Page 591 and 592:
D.16. INPUT/OUTPUT MODES 569 intpnt
Page 593 and 594:
D.20. CONTINUOUS MIXED-INTEGER SOLU
Page 595 and 596:
D.26. OBJECTIVE SENSE TYPES 573 D.2
Page 597 and 598:
D.31. PRESOLVE METHOD. 575 paramete
Page 599 and 600:
D.35. RESPONSE CODE TYPE 577 D.35 R
Page 601 and 602:
D.42. PROBLEM REFORMULATION. 579 si
Page 603 and 604:
D.46. SOLUTION TYPES 581 solsta.dua
Page 605 and 606:
D.50. STREAM TYPES 583 startpointty
Page 607 and 608:
Appendix E Troubleshooting When cre
Page 609 and 610:
Appendix F Mosek file formats MOSEK
Page 611 and 612:
F.1. THE MPS FILE FORMAT 589 Fields
Page 613 and 614:
F.1. THE MPS FILE FORMAT 591 must b
Page 615 and 616:
F.1. THE MPS FILE FORMAT 593 Constr
Page 617 and 618:
F.1. THE MPS FILE FORMAT 595 v 1 is
Page 619 and 620:
F.1. THE MPS FILE FORMAT 597 Please
Page 621 and 622:
F.2. THE LP FILE FORMAT 599 minimiz
Page 623 and 624:
F.2. THE LP FILE FORMAT 601 st defi
Page 625 and 626:
F.2. THE LP FILE FORMAT 603 bounds
Page 627 and 628:
F.3. THE OPF FORMAT 605 iparam.writ
Page 629 and 630:
F.3. THE OPF FORMAT 607 [tag "value
Page 631 and 632:
F.3. THE OPF FORMAT 609 Note that a
Page 633 and 634:
F.3. THE OPF FORMAT 611 F.3.2.3 Nam
Page 635 and 636:
F.3. THE OPF FORMAT 613 [bounds] [b
Page 637 and 638:
F.4. THE TASK FORMAT 615 This can b
Page 639 and 640:
F.7. THE SOLUTION FILE FORMAT 617 c
Page 641 and 642:
Appendix G Problem analyzer example
Page 643 and 644:
G.2. ARKI001 621 2 476 45.42 48.19
Page 645 and 646:
G.4. PROBLEM WITH BOTH LINEAR AND C
Page 647 and 648:
Bibliography [1] Chvátal, V.. Line
Page 649 and 650:
Index analyzenames (Task method), 2
Page 651 and 652:
INDEX 629 getpcni (Task method), 25
Page 653 and 654:
INDEX 631 putbarablocktriplet (Task
Page 655 and 656:
INDEX 633 rescode.err inv numj, 521
Page 657 and 658:
INDEX 635 rescode.err sen bound inv
show all

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

Create successful ePaper yourself

Delete template?

Save as template?