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

Optimizer API for Python - Documentation - Mosek Optimizer API for Python - Documentation - Mosek

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618 APPENDIX F. MOSEK FILE FORMATS Status key Interpretation UN Unknown status BS Is basic SB Is superbasic LL Is at the lower limit (bound) UL Is at the upper limit (bound) EQ Lower limit is identical to upper limit ** Is infeasible i.e. the lower limit is greater than the upper limit. Table F.1: Status keys. AT The status of the constraint. In Table F.1 the possible values of the status keys and their interpretation are shown. ACTIVITY Given the i th constraint on the form l c i ≤ n∑ a ij x j ≤ u c i, j=1 then activity denote the quantity ∑ n j=1 a ijx ∗ j , where x∗ is the value for the x solution. LOWER LIMIT Is the quantity li c (see (F.7)). UPPER LIMIT Is the quantity u c i (see (F.7)). DUAL LOWER Is the dual multiplier corresponding to the lower limit on the constraint. VARIABLES DUAL UPPER Is the dual multiplier corresponding to the upper limit on the constraint. (F.7) The last section of the solution report lists information for the variables. This information has a similar interpretation as for the constraints. However, the column with the header [CONIC DUAL] is only included for problems having one or more conic constraints. This column shows the dual variables corresponding to the conic constraints. F.7.2 The integer solution file The integer solution is equivalent to the basic and interior solution files except that no dual information is included.

Appendix G Problem analyzer examples This appendix presents a few examples of the output produced by the problem analyzer described in Section 13.1. The first two problems are taken from the MIPLIB 2003 collection, http://miplib.zib.de/. G.1 air04 Analyzing the problem Constraints Bounds Variables fixed : all ranged : all bin : all ------------------------------------------------------------------------------- Objective, min cx range: min |c|: 31.0000 max |c|: 2258.00 distrib: |c| vars [31, 100) 176 [100, 1e+03) 8084 [1e+03, 2.26e+03] 644 ------------------------------------------------------------------------------- Constraint matrix A has 823 rows (constraints) 8904 columns (variables) 72965 (0.995703%) nonzero entries (coefficients) Row nonzeros, A i range: min A i: 2 (0.0224618%) max A i: 368 (4.13297%) distrib: A i rows rows% acc% 2 2 0.24 0.24 [3, 7] 4 0.49 0.73 [8, 15] 19 2.31 3.04 [16, 31] 80 9.72 12.76 [32, 63] 236 28.68 41.43 [64, 127] 289 35.12 76.55 619

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

Status key Interpretation<br />

UN Unknown status<br />

BS Is basic<br />

SB Is superbasic<br />

LL Is at the lower limit (bound)<br />

UL Is at the upper limit (bound)<br />

EQ Lower limit is identical to upper limit<br />

** Is infeasible i.e. the lower limit is<br />

greater than the upper limit.<br />

Table F.1: Status keys.<br />

AT<br />

<strong>The</strong> status of the constraint. In Table F.1 the possible values of the status keys and their<br />

interpretation are shown.<br />

ACTIVITY<br />

Given the i th constraint on the form<br />

l c i ≤<br />

n∑<br />

a ij x j ≤ u c i,<br />

j=1<br />

then activity denote the quantity ∑ n<br />

j=1 a ijx ∗ j , where x∗ is the value for the x solution.<br />

LOWER LIMIT<br />

Is the quantity li c (see (F.7)).<br />

UPPER LIMIT<br />

Is the quantity u c i (see (F.7)).<br />

DUAL LOWER<br />

Is the dual multiplier corresponding to the lower limit on the constraint.<br />

VARIABLES<br />

DUAL UPPER<br />

Is the dual multiplier corresponding to the upper limit on the constraint.<br />

(F.7)<br />

<strong>The</strong> last section of the solution report lists information for the variables. This information has<br />

a similar interpretation as for the constraints. However, the column with the header [CONIC<br />

DUAL] is only included for problems having one or more conic constraints. This column shows<br />

the dual variables corresponding to the conic constraints.<br />

F.7.2<br />

<strong>The</strong> integer solution file<br />

<strong>The</strong> integer solution is equivalent to the basic and interior solution files except that no dual information<br />

is included.

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