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

612 APPENDIX F. MOSEK FILE FORMATS
• iparam.opf write sol itg, include integer solution, if defined.
• iparam.opf write sol itr, include interior solution, if defined.
• iparam.opf write parameters, include all parameter settings.
F.3.5
Examples
This section contains a set of small examples written in OPF and describing how to formulate linear,
quadratic and conic problems.
F.3.5.1
Linear example lo1.opf
Consider the example:
having the bounds
maximize 3x 0 + 1x 1 + 5x 2 + 1x 3
subject to 3x 0 + 1x 1 + 2x 2 = 30,
2x 0 + 1x 1 + 3x 2 + 1x 3 ≥ 15,
2x 1 + 3x 3 ≤ 25,
0 ≤ x 0 ≤ ∞,
0 ≤ x 1 ≤ 10,
0 ≤ x 2 ≤ ∞,
0 ≤ x 3 ≤ ∞.
In the OPF format the example is displayed as shown below:
[comment]
The lo1 example in OPF format
[/comment]
[hints]
[hint NUMVAR] 4 [/hint]
[hint NUMCON] 3 [/hint]
[hint NUMANZ] 9 [/hint]
[/hints]
[variables disallow new variables]
x1 x2 x3 x4
[/variables]
[objective maximize ’obj’]
3 x1 + x2 + 5 x3 + x4
[/objective]
[constraints]
[con ’c1’] 3 x1 + x2 + 2 x3 = 30 [/con]
[con ’c2’] 2 x1 + x2 + 3 x3 + x4 >= 15 [/con]
[con ’c3’] 2 x2 + 3 x4