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

36 CHAPTER 5. BASIC API TUTORIAL
1 #
5.3.1.1 Source code
[ cqo1.py ]
2 # Copyright: Copyright (c) MOSEK ApS, Denmark. All rights reserved.
3 #
4 # File: cqo1.py
5 #
6 # Purpose: Demonstrates how to solve small linear
7 # optimization problem using the MOSEK Python API.
8 ##
9
10 import sys
11
12 import mosek
13 # If numpy is installed, use that, otherwise use the
14 # Mosek’s array module.
15 try:
16 from numpy import array,zeros,ones
17 except ImportError:
18 from mosek.array import array, zeros, ones
19
20 # Since the actual value of Infinity is ignores, we define it solely
21 # for symbolic purposes:
22 inf = 0.0
23
24 # Define a stream printer to grab output from MOSEK
25 def streamprinter(text):
26 sys.stdout.write(text)
27 sys.stdout.flush()
28
29 # We might write everything directly as a script, but it looks nicer
30 # to create a function.
31 def main ():
32 # Make a MOSEK environment
33 env = mosek.Env ()
34 # Attach a printer to the environment
35 env.set Stream (mosek.streamtype.log, streamprinter)
36
37 # Create a task
38 task = env.Task(0,0)
39 # Attach a printer to the task
40 task.set Stream (mosek.streamtype.log, streamprinter)
41
42 bkc = [ mosek.boundkey.fx ]
43 blc = [ 1.0 ]
44 buc = [ 1.0 ]
45
46 c = [ 0.0, 0.0, 0.0,
47 1.0, 1.0, 1.0 ]
48 bkx = [ mosek.boundkey.lo,mosek.boundkey.lo,mosek.boundkey.lo,
49 mosek.boundkey.fr,mosek.boundkey.fr,mosek.boundkey.fr ]
50 blx = [ 0.0, 0.0, 0.0,
51 -inf, -inf, -inf ]
52 bux = [ inf, inf, inf,
53 inf, inf, inf ]
54
55 asub = [ array([0]), array([0]), array([0]) ]