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

5.2. LINEAR OPTIMIZATION 33
51 mosek.boundkey.ra,
52 mosek.boundkey.lo,
53 mosek.boundkey.lo]
54 # Bound values for variables
55 blx = [ 0.0, 0.0, 0.0, 0.0]
56 bux = [+inf, 10.0, +inf, +inf]
57 # Objective coefficients
58
59 c = [ 3.0, 1.0, 5.0, 1.0 ]
60
61 # We input the A matrix column-wise
62 # asub contains row indexes
63 asub = [ array([0, 1, 2]),
64 array([0, 1, 2, 3]),
65 array([0, 3])]
66 # acof contains coefficients
67 aval = [ array([3.0, 1.0, 2.0]),
68 array([2.0, 1.0, 3.0, 1.0]),
69 array([2.0, 3.0])]
70 numvar = len(bkx)
71 numcon = len(bkc)
72 # Append ’numcon’ empty constraints.
73 # The constraints will initially have no bounds.
74 task.appendcons(numcon)
75
76 #Append ’numvar’ variables.
77 # The variables will initially be fixed at zero (x=0).
78 task.appendvars(numvar)
79
80 for j in range(numvar):
81 # Set the linear term c j in the objective.
82 task.putcj(j,c[j])
83 # Set the bounds on variable j
84 # blx[j]