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

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522 APPENDIX C. RESPONSE CODES rescode.err inv skc Invalid value in skc. rescode.err inv skn Invalid value in skn. rescode.err inv skx Invalid value in skx. rescode.err inv var type An invalid variable type is specified for a variable. rescode.err invalid accmode An invalid access mode is specified. rescode.err invalid ampl stub Invalid AMPL stub. rescode.err invalid barvar name An invalid symmetric matrix variable name is used. rescode.err invalid branch direction An invalid branching direction is specified. rescode.err invalid branch priority An invalid branching priority is specified. It should be nonnegative. rescode.err invalid compression Invalid compression type. rescode.err invalid con name An invalid constraint name is used. rescode.err invalid cone name An invalid cone name is used. rescode.err invalid file format for cones The file format does not support a problem with conic constraints. rescode.err invalid file format for general nl The file format does not support a problem with general nonlinear terms. rescode.err invalid file format for sym mat The file format does not support a problem with symmetric matrix variables. rescode.err invalid file name An invalid file name has been specified.
523 rescode.err invalid format type Invalid format type. rescode.err invalid idx A specified index is invalid. rescode.err invalid iomode Invalid io mode. rescode.err invalid max num A specified index is invalid. rescode.err invalid name in sol file An invalid name occurred in a solution file. rescode.err invalid network problem The problem is not a network problem as expected. The error occurs if a network optimizer is applied to a problem that cannot (easily) be converted to a network problem. rescode.err invalid obj name An invalid objective name is specified. rescode.err invalid objective sense An invalid objective sense is specified. rescode.err invalid problem type An invalid problem type. rescode.err invalid sol file name An invalid file name has been specified. rescode.err invalid stream An invalid stream is referenced. rescode.err invalid surplus Invalid surplus. rescode.err invalid sym mat dim A sparse symmetric matrix of invalid dimension is specified. rescode.err invalid task The task is invalid. rescode.err invalid utf8 An invalid UTF8 string is encountered.
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The MOSEK Python optimizer API manu
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Contents 1 Changes and new features
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CONTENTS v 8 A case study 97 8.1 Po
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CONTENTS vii 14.2.1 Caveats . . . .
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CONTENTS ix A.2.70 Task.getdviolvar
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CONTENTS xi A.2.162Task.isdouparnam
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CONTENTS xiii A.2.254Task.readparam
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CONTENTS xv B.1.45 dparam.mio near
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CONTENTS xvii B.2.68 iparam.log sim
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CONTENTS xix B.2.160iparam.sim refa
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CONTENTS xxi D.18 Long integer info
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Contact information Phone +45 3917
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License agreement Before using the
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Chapter 1 Changes and new features
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1.4. API CHANGES 7 1.3.3 Mixed-inte
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1.10. SUMMARY OF API CHANGES 9 •
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Chapter 2 About this manual This ma
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Chapter 3 Getting support and help
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Chapter 4 Testing installation and
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Chapter 5 Basic API tutorial In thi
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5.1. THE BASICS 23 5 # 6 # Purpose:
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5.2. LINEAR OPTIMIZATION 25 and the
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5.2. LINEAR OPTIMIZATION 27 Load a
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5.2. LINEAR OPTIMIZATION 29 Optimiz
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5.2. LINEAR OPTIMIZATION 31 88 task
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5.2. LINEAR OPTIMIZATION 33 51 mose
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5.3. CONIC QUADRATIC OPTIMIZATION 3
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5.3. CONIC QUADRATIC OPTIMIZATION 3
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5.4. SEMIDEFINITE OPTIMIZATION 39 m
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5.4. SEMIDEFINITE OPTIMIZATION 41 4
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5.4. SEMIDEFINITE OPTIMIZATION 43 1
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5.5. QUADRATIC OPTIMIZATION 45 with
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5.5. QUADRATIC OPTIMIZATION 47 68 #
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5.5. QUADRATIC OPTIMIZATION 49 5.5.
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5.5. QUADRATIC OPTIMIZATION 51 81 a
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5.6. THE SOLUTION SUMMARY 53 • Th
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5.7. INTEGER OPTIMIZATION 55 21 # f
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5.7. INTEGER OPTIMIZATION 57 137 sy
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5.8. THE SOLUTION SUMMARY FOR MIXED
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5.9. RESPONSE HANDLING 61 Note that
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5.10. PROBLEM MODIFICATION AND REOP
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5.10. PROBLEM MODIFICATION AND REOP
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5.11. SOLUTION ANALYSIS 67 151 # Pu
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5.13. CONVENTIONS EMPLOYED IN THE A
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Chapter 6 Nonlinear API tutorial Th
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6.1. SEPARABLE CONVEX (SCOPT) INTER
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Chapter 7 Advanced API tutorial Thi
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7.1. THE PROGRESS CALL-BACK 87 71 p
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7.2. SOLVING LINEAR SYSTEMS INVOLVI
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Chapter 8 A case study 8.1 Portfoli
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8.1. PORTFOLIO OPTIMIZATION 99 e T
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8.1. PORTFOLIO OPTIMIZATION 101 is
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8.1. PORTFOLIO OPTIMIZATION 103 15
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8.1. PORTFOLIO OPTIMIZATION 107 8.1
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8.1. PORTFOLIO OPTIMIZATION 111 z j
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8.1. PORTFOLIO OPTIMIZATION 113 Var
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Chapter 9 Usage guidelines The purp
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9.3. WRITING TASK DATA TO A FILE 12
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Chapter 10 Problem formulation and
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10.1. LINEAR OPTIMIZATION 125 be a
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10.2. CONIC QUADRATIC OPTIMIZATION
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10.2. CONIC QUADRATIC OPTIMIZATION
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10.3. SEMIDEFINITE OPTIMIZATION 131
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10.4. QUADRATIC AND QUADRATICALLY C
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Chapter 11 The optimizers for conti
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11.1. HOW AN OPTIMIZER WORKS 137 11
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11.2. LINEAR OPTIMIZATION 139 11.2.
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11.2. LINEAR OPTIMIZATION 141 Whene
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11.2. LINEAR OPTIMIZATION 143 11.2.
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11.2. LINEAR OPTIMIZATION 145 • R
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11.5. NONLINEAR CONVEX OPTIMIZATION
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11.6. SOLVING PROBLEMS IN PARALLEL
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Chapter 12 The optimizers for mixed
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12.3. THE MIXED-INTEGER CONIC OPTIM
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12.5. TERMINATION CRITERION 159 •
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12.7. UNDERSTANDING SOLUTION QUALIT
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Chapter 13 The analyzers 13.1 The p
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13.1. THE PROBLEM ANALYZER 165 Cons
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13.2. ANALYZING INFEASIBLE PROBLEMS
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Chapter 14 Primal feasibility repai
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14.2. AUTOMATIC REPAIR 179 One way
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14.3. FEASIBILITY REPAIR IN MOSEK 1
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14.3. FEASIBILITY REPAIR IN MOSEK 1
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Chapter 15 Sensitivity analysis 15.
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15.4. SENSITIVITY ANALYSIS FOR LINE
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15.5. SENSITIVITY ANALYSIS FROM THE
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15.6. SENSITIVITY ANALYSIS WITH THE
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15.6. SENSITIVITY ANALYSIS WITH THE
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Appendix A API reference This chapt
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201 • Task.relaxprimal Obtain inf
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A.1. EXCEPTIONS 203 • Task.putvar
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A.2. CLASS TASK 205 Arguments which
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A.2. CLASS TASK 207 See also • Ro
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A.2. CLASS TASK 209 Description: Ap
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A.2. CLASS TASK 211 Description: If
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A.2. CLASS TASK 213 A.2.16 Task.com
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A.2. CLASS TASK 215 subj : int[] In
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A.2. CLASS TASK 217 firsti : int In
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A.2. CLASS TASK 219 A.2.27 Task.get
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A.2. CLASS TASK 221 valijkl : Descr
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A.2. CLASS TASK 225 idx : long Inde
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A.2. CLASS TASK 229 i : int Index o
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A.2. CLASS TASK 233 conetype : cone
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A.2. CLASS TASK 235 Description: Ob
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A.2. CLASS TASK 237 sub : int[] Ind
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A.2. CLASS TASK 241 Computes the vi
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A.2. CLASS TASK 253 k : int Index o
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A.2. CLASS TASK 255 A.2.103 Task.ge
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A.2. CLASS TASK 257 normalize : int
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A.2. CLASS TASK 259 Description: Le
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A.2. CLASS TASK 261 max(l x j τ
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A.2. CLASS TASK 265 last : int Last
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A.2. CLASS TASK 269 Arguments snx :
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A.2. CLASS TASK 271 slc : double[]
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A.2. CLASS TASK 273 Arguments accmo
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A.2. CLASS TASK 277 last : int Valu
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A.2. CLASS TASK 279 subi : int[] Ro
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A.2. CLASS TASK 283 Arguments taskn
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A.2. CLASS TASK 287 vartype : varia
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A.2. CLASS TASK 289 whichsol : solt
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A.2. CLASS TASK 293 A.2.162 Task.is
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A.2. CLASS TASK 295 whichstream : s
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A.2. CLASS TASK 297 A.2.170 Task.pr
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A.2. CLASS TASK 299 markj : mark Th
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A.2. CLASS TASK 301 Prints a part o
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A.2. CLASS TASK 303 A.2.175 Task.pu
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A.2. CLASS TASK 305 j : int Index o
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A.2. CLASS TASK 309 Description: Th
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A.2. CLASS TASK 313 Changes the bou
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A.2. CLASS TASK 315 Modifies one li
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A.2. CLASS TASK 317 bkc : boundkey
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A.2. CLASS TASK 319 Arguments j : i
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A.2. CLASS TASK 321 parvalue : int
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A.2. CLASS TASK 325 Sets a string p
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A.2. CLASS TASK 327 Description: Re
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A.2. CLASS TASK 329 qosubj : int[]
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A.2. CLASS TASK 331 Sets the status
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A.2. CLASS TASK 335 Arguments sux :
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A.2. CLASS TASK 337 y : double[] Ve
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A.2. CLASS TASK 341 last : int Last
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A.2. CLASS TASK 343 See also • Ta
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A.2. CLASS TASK 347 Description: Se
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A.2. CLASS TASK 349 Sets a slice of
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A.2. CLASS TASK 351 A.2.254 Task.re
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A.2. CLASS TASK 353 wux : double[]
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A.2. CLASS TASK 355 See also • Ta
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A.2. CLASS TASK 357 isdef : int Is
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A.2. CLASS TASK 359 A.2.269 Task.st
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A.2. CLASS TASK 361 Description: Wr
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A.3. CLASS ENV 363 A.2.278 Task.wri
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A.3. CLASS ENV 365 Arguments code :
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A.3. CLASS ENV 367 Arguments keepdl
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A.4. CALLBACK FUNCTIONS AND RELATED
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A.6. ALL FUNCTIONS BY NAME 371 Task
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Appendix B Parameters Parameters gr
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391 • iparam.log file. If turned
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393 • dparam.intpnt nl tol rel st
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395 • iparam.mio construct sol. C
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397 • dparam.intpnt nl tol mu red
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399 • iparam.mio mode. Turns on/o
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401 • iparam.sim solve form. Cont
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B.1. DPARAM: DOUBLE PARAMETERS 403
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B.2. IPARAM: INTEGER PARAMETERS 427
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Page 493 and 494: 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
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Page 541 and 542: 519 rescode.err global inv conic pr
Page 543: 521 rescode.err inv markj Invalid v
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 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
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D.26. OBJECTIVE SENSE TYPES 573 D.2
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D.31. PRESOLVE METHOD. 575 paramete
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D.35. RESPONSE CODE TYPE 577 D.35 R
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D.42. PROBLEM REFORMULATION. 579 si
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D.46. SOLUTION TYPES 581 solsta.dua
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D.50. STREAM TYPES 583 startpointty
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Appendix E Troubleshooting When cre
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Appendix F Mosek file formats MOSEK
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F.1. THE MPS FILE FORMAT 589 Fields
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F.1. THE MPS FILE FORMAT 591 must b
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F.1. THE MPS FILE FORMAT 593 Constr
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F.1. THE MPS FILE FORMAT 595 v 1 is
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F.1. THE MPS FILE FORMAT 597 Please
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F.2. THE LP FILE FORMAT 599 minimiz
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F.2. THE LP FILE FORMAT 601 st defi
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F.2. THE LP FILE FORMAT 603 bounds
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F.3. THE OPF FORMAT 605 iparam.writ
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F.3. THE OPF FORMAT 607 [tag "value
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F.3. THE OPF FORMAT 609 Note that a
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F.3. THE OPF FORMAT 611 F.3.2.3 Nam
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F.3. THE OPF FORMAT 613 [bounds] [b
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F.4. THE TASK FORMAT 615 This can b
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F.7. THE SOLUTION FILE FORMAT 617 c
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Appendix G Problem analyzer example
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G.2. ARKI001 621 2 476 45.42 48.19
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G.4. PROBLEM WITH BOTH LINEAR AND C
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Bibliography [1] Chvátal, V.. Line
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Index analyzenames (Task method), 2
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INDEX 629 getpcni (Task method), 25
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INDEX 631 putbarablocktriplet (Task
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INDEX 633 rescode.err inv numj, 521
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INDEX 635 rescode.err sen bound inv
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