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

Optimizer API for Python - Documentation - Mosek

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610 APPENDIX F. <strong>MOSEK</strong> FILE FORMATS<br />

∗ UNK, the status is unknown.<br />

∗ INF, the item is outside its bounds (infeasible).<br />

– lvl Defines the level of the item.<br />

– sl Defines the level of the dual variable associated with its lower bound.<br />

– su Defines the level of the dual variable associated with its upper bound.<br />

– sn Defines the level of the variable associated with its cone.<br />

– y Defines the level of the corresponding dual variable (for constraints only).<br />

A [var] section should always contain the items sk, lvl, sl and su. Items sl and su are not<br />

required for integer solutions.<br />

A [con] section should always contain sk, lvl, sl, su and y.<br />

An example of a solution section<br />

[solution basic status=UNKNOWN]<br />

[var x0] sk=LOW lvl=5.0 [/var]<br />

[var x1] sk=UPR lvl=10.0 [/var]<br />

[var x2] sk=SUPBAS lvl=2.0 sl=1.5 su=0.0 [/var]<br />

[con c0] sk=LOW<br />

[con c0] sk=UPR<br />

[/solution]<br />

lvl=3.0 y=0.0 [/con]<br />

lvl=0.0 y=5.0 [/con]<br />

• [vendor] This contains solver/vendor specific data. It accepts one argument, which is a vendor<br />

ID – for <strong>MOSEK</strong> the ID is simply mosek – and the section contains the subsection parameters<br />

defining solver parameters. When reading a vendor section, any unknown vendor can be safely<br />

ignored. This is described later.<br />

Comments using the ‘#’ may appear anywhere in the file. Between the ‘#’ and the following line-break<br />

any text may be written, including markup characters.<br />

F.3.2.2<br />

Numbers<br />

Numbers, when used for parameter values or coefficients, are written in the usual way by the printf<br />

function. That is, they may be prefixed by a sign (+ or -) and may contain an integer part, decimal<br />

part and an exponent. <strong>The</strong> decimal point is always ‘.’ (a dot). Some examples are<br />

1<br />

1.0<br />

.0<br />

1.<br />

1e10<br />

1e+10<br />

1e-10<br />

Some invalid examples are<br />

e10 # invalid, must contain either integer or decimal part<br />

. # invalid<br />

.e10 # invalid<br />

More formally, the following standard regular expression describes numbers as used:<br />

[+|-]?([0-9]+[.][0-9]*|[.][0-9]+)([eE][+|-]?[0-9]+)?

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