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

F.7. THE SOLUTION FILE FORMAT 617
choose the branching direction for that variable. Similarly, if no priority is assigned to a variable then
it is automatically assigned the priority of 0.
F.7 The solution file format
MOSEK provides one or two solution files depending on the problem type and the optimizer used.
If a problem is optimized using the interior-point optimizer and no basis identification is required,
then a file named probname.sol is provided. probname is the name of the problem and .sol is
the file extension. If the problem is optimized using the simplex optimizer or basis identification is
performed, then a file named probname.bas is created presenting the optimal basis solution. Finally,
if the problem contains integer constrained variables then a file named probname.int is created. It
contains the integer solution.
F.7.1
The basic and interior solution files
In general both the interior-point and the basis solution files have the format:
NAME
:
PROBLEM STATUS :
SOLUTION STATUS :
OBJECTIVE NAME :
PRIMAL OBJECTIVE :
DUAL OBJECTIVE :
CONSTRAINTS
INDEX NAME AT ACTIVITY LOWER LIMIT UPPER LIMIT DUAL LOWER DUAL UPPER
? ??
VARIABLES
INDEX NAME AT ACTIVITY LOWER LIMIT UPPER LIMIT DUAL LOWER DUAL UPPER CONIC DUAL
? ??
In the example the fields ? and will be filled with problem and solution specific information. As
can be observed a solution report consists of three sections, i.e.
HEADER
In this section, first the name of the problem is listed and afterwards the problem and solution
statuses are shown. In this case the information shows that the problem is primal and dual
feasible and the solution is optimal. Next the primal and dual objective values are displayed.
CONSTRAINTS
Subsequently in the constraint section the following information is listed for each constraint:
INDEX
A sequential index assigned to the constraint by MOSEK
NAME
The name of the constraint assigned by the user.