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

28 CHAPTER 5. BASIC API TUTORIAL
Bound key Type of bound Lower bound Upper bound
boundkey.fx · · · = l j Finite Identical to the lower bound
boundkey.fr Free Minus infinity Plus infinity
boundkey.lo l j ≤ · · · Finite Plus infinity
boundkey.ra l j ≤ · · · ≤ u j Finite Finite
boundkey.up · · · ≤ u j Minus infinity Finite
Table 5.1: Interpretation of the bound keys.
Recall that in our example the A matrix is given by
A =
⎡
⎣ 3 1 2 0
2 1 3 1
0 2 0 3
This matrix is stored in sparse format in the arrays:
62 asub = [ array([0, 1]),
63 array([0, 1, 2]),
64 array([0, 1]),
65 array([1, 2])]
66 aval = [ array([3.0, 2.0]),
67 array([1.0, 1.0, 2.0]),
68 array([2.0, 3.0]),
69 array([1.0, 3.0]) ]
[ lo1.py ]
⎤
⎦ .
The array aval[j] contains the non-zero values of column j and asub[j] contains the row index
of these non-zeros.
Using the function Task.putacol we set column j of A
[ lo1.py ]
91 task.putacol(j, # Variable (column) index.
92 asub[j], # Row index of non-zeros in column j.
93 aval[j]) # Non-zero Values of column j.
Alternatively, the same A matrix can be set one row at a time; please see section 5.2.2 for an
example.
Finally, the bounds on each constraint are set by looping over each constraint index i = 0, . . . , numcon−
1
[ lo1.py ]
95 # Set the bounds on constraints.
96 # blc[i]