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

614 APPENDIX F. MOSEK FILE FORMATS
minimize x 3 + x 4 + x 5
subject to x 0 + x 1 + 2x 2 = 1,
x 0
√
, x 1 , x 2 ≥ 0,
x 3 ≥ x 2 0 + x2 1 ,
2x 4 x 5 ≥ x 2 2.
Please note that the type of the cones is defined by the parameter to [cone ...]; the content of the
cone-section is the names of variables that belong to the cone.
[comment]
The cqo1 example in OPF format.
[/comment]
[hints]
[hint NUMVAR] 6 [/hint]
[hint NUMCON] 1 [/hint]
[hint NUMANZ] 3 [/hint]
[/hints]
[variables disallow new variables]
x1 x2 x3 x4 x5 x6
[/variables]
[objective minimize ’obj’]
x4 + x5 + x6
[/objective]
[constraints]
[con ’c1’] x1 + x2 + 2e+00 x3 = 1e+00 [/con]
[/constraints]
[bounds]
# We let all variables default to the positive orthant
[b] 0 = sqrt( x1^2 + x2^2 )
[cone quad ’k1’] x4, x1, x2 [/cone]
# Define rotated quadratic cone: 2 x5 x6 >= x3^2
[cone rquad ’k2’] x5, x6, x3 [/cone]
[/bounds]
F.3.5.4
Mixed integer example milo1.opf
Consider the mixed integer problem:
maximize x 0 + 0.64x 1
subject to 50x 0 + 31x 1 ≤ 250,
3x 0 − 2x 1 ≥ − 4,
x 0 , x 1 ≥ 0 and integer