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

40 CHAPTER 5. BASIC API TUTORIAL
and
x 00 + x 11 + x 22 + x 0 = 1,
x 00 + x 11 + x 22 + 2(x 10 + x 20 + x 21 ) + x 1 + x 2 = 1/2.
5.4.1.1 Source code
1 ##
[ sdo1.py ]
2 # Copyright: Copyright (c) MOSEK ApS, Denmark. All rights reserved.
3 #
4 # File: sdo1.py
5 #
6 # Purpose: Demonstrates how to solve a small mixed semidefinite and conic quadratic
7 # optimization problem using the MOSEK Python API.
8 ##
9
10 import sys
11 import mosek
12
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 value of infinity is ignored, 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 def main ():
30 # Make mosek environment
31 env = mosek.Env()
32
33 # Create a task object and attach log stream printer
34 task = env.Task(0,0)
35 task.set Stream(mosek.streamtype.log, streamprinter)
36
37 # Bound keys for constraints
38 bkc = [mosek.boundkey.fx,
39 mosek.boundkey.fx]
40
41 # Bound values for constraints
42 blc = [1.0, 0.5]
43 buc = [1.0, 0.5]
44
45 # Below is the sparse representation of the A