The MOSEK Python optimizer API manual Version 7.0 (Revision 141)
Optimizer API for Python - Documentation - Mosek Optimizer API for Python - Documentation - Mosek
626 BIBLIOGRAPHY [14] Andersen, E. D. and Ye, Y.. A computational study of the homogeneous algorithm for large-scale convex optimization. Computational Optimization and Applications 10:243- 269 [15] Andersen, E. D. and Ye, Y.. On a homogeneous algorithm for the monotone complementarity problem. Math. Programming February 2:375-399 [16] Wolsey, L. A.. Integer programming, 1998. John Wiley and Sons [17] Roos, C., Terlaky, T. and Vial, J. -Ph.. Theory and algorithms for linear optimization: an interior point approach, 1997. John Wiley and Sons, New York [18] Wallace, S. W.. Decision making under uncertainty: Is sensitivity of any use. Oper. Res. January 1:20-25 [19] G. W. Stewart. Matrix Algorithms. Volume 1: Basic decompositions, 1998. P SIAM
Index analyzenames (Task method), 204 analyzeproblem (Task method), 204 analyzesolution (Task method), 204 API reference, 199 appendbarvars (Task method), 205 appendcone (Task method), 206 appendconeseq (Task method), 207 appendconesseq (Task method), 208 appendcons (Task method), 208 appendsparsesymmat (Task method), 209 appendstat (Task method), 210 appendvars (Task method), 210 attaching streams, 29 basis identification, 142 basiscond (Task method), 210 bounds, infinite, 124 certificate dual, 126, 129, 131, 133 primal, 126, 129, 131 checkconvexity (Task method), 211 checkinlicense (Env method), 363 checkmem (Task method), 211 checkoutlicense (Env method), 364 chgbound (Task method), 212 commitchanges (Task method), 213 complementarity conditions, 125 concurrent optimization, 149 concurrent solution, 148 conic, 34, 38 optimization, 127 problem, 127 conic optimization, 34, 38 conic problem example, 36 conic quadratic optimization, 34 constraint matrix, 123, 588 quadratic, 132 constraints lower limit, 123, 588 number of, 25 upper limit, 123, 588 continuous relaxation, 155 convex quadratic problem, 44 copyright, ii deletesolution (Task method), 213 dual certificate, 126, 129, 131, 133 dual feasible, 124 dual infeasible, 124, 126, 129, 131, 133 duality gap, 124 dualizer, 137 dualsensitivity (Task method), 213 echointro (Env method), 364 eliminator, 137 env, creating, 22 env, initializing, 22 example conic problem, 36 cqo1, 36 ill-posed, 178 linear dependency, 177 complo1, 25 complo2, 32 compmilo1, 54 mioinitsol, 57 compqo1, 45 quadratic constraints, 49 quadratic objective, 45 sdo1, 40 semidefinite problem, 40 simple, 22 exception handling, 60 627
- Page 597 and 598: D.31. PRESOLVE METHOD. 575 paramete
- Page 599 and 600: D.35. RESPONSE CODE TYPE 577 D.35 R
- Page 601 and 602: D.42. PROBLEM REFORMULATION. 579 si
- Page 603 and 604: D.46. SOLUTION TYPES 581 solsta.dua
- Page 605 and 606: D.50. STREAM TYPES 583 startpointty
- Page 607 and 608: Appendix E Troubleshooting When cre
- Page 609 and 610: Appendix F Mosek file formats MOSEK
- Page 611 and 612: F.1. THE MPS FILE FORMAT 589 Fields
- Page 613 and 614: F.1. THE MPS FILE FORMAT 591 must b
- Page 615 and 616: F.1. THE MPS FILE FORMAT 593 Constr
- Page 617 and 618: F.1. THE MPS FILE FORMAT 595 v 1 is
- Page 619 and 620: F.1. THE MPS FILE FORMAT 597 Please
- Page 621 and 622: F.2. THE LP FILE FORMAT 599 minimiz
- Page 623 and 624: F.2. THE LP FILE FORMAT 601 st defi
- Page 625 and 626: F.2. THE LP FILE FORMAT 603 bounds
- Page 627 and 628: F.3. THE OPF FORMAT 605 iparam.writ
- Page 629 and 630: F.3. THE OPF FORMAT 607 [tag "value
- Page 631 and 632: F.3. THE OPF FORMAT 609 Note that a
- Page 633 and 634: F.3. THE OPF FORMAT 611 F.3.2.3 Nam
- Page 635 and 636: F.3. THE OPF FORMAT 613 [bounds] [b
- Page 637 and 638: F.4. THE TASK FORMAT 615 This can b
- Page 639 and 640: F.7. THE SOLUTION FILE FORMAT 617 c
- Page 641 and 642: Appendix G Problem analyzer example
- Page 643 and 644: G.2. ARKI001 621 2 476 45.42 48.19
- Page 645 and 646: G.4. PROBLEM WITH BOTH LINEAR AND C
- Page 647: Bibliography [1] Chvátal, V.. Line
- Page 651 and 652: INDEX 629 getpcni (Task method), 25
- Page 653 and 654: INDEX 631 putbarablocktriplet (Task
- Page 655 and 656: INDEX 633 rescode.err inv numj, 521
- Page 657 and 658: INDEX 635 rescode.err sen bound inv
Index<br />
analyzenames (Task method), 204<br />
analyzeproblem (Task method), 204<br />
analyzesolution (Task method), 204<br />
<strong>API</strong> reference, 199<br />
appendbarvars (Task method), 205<br />
appendcone (Task method), 206<br />
appendconeseq (Task method), 207<br />
appendconesseq (Task method), 208<br />
appendcons (Task method), 208<br />
appendsparsesymmat (Task method), 209<br />
appendstat (Task method), 210<br />
appendvars (Task method), 210<br />
attaching streams, 29<br />
basis identification, 142<br />
basiscond (Task method), 210<br />
bounds, infinite, 124<br />
certificate<br />
dual, 126, 129, 131, 133<br />
primal, 126, 129, 131<br />
checkconvexity (Task method), 211<br />
checkinlicense (Env method), 363<br />
checkmem (Task method), 211<br />
checkoutlicense (Env method), 364<br />
chgbound (Task method), 212<br />
commitchanges (Task method), 213<br />
complementarity conditions, 125<br />
concurrent optimization, 149<br />
concurrent solution, 148<br />
conic, 34, 38<br />
optimization, 127<br />
problem, 127<br />
conic optimization, 34, 38<br />
conic problem example, 36<br />
conic quadratic optimization, 34<br />
constraint<br />
matrix, 123, 588<br />
quadratic, 132<br />
constraints<br />
lower limit, 123, 588<br />
number of, 25<br />
upper limit, 123, 588<br />
continuous relaxation, 155<br />
convex quadratic problem, 44<br />
copyright, ii<br />
deletesolution (Task method), 213<br />
dual certificate, 126, 129, 131, 133<br />
dual feasible, 124<br />
dual infeasible, 124, 126, 129, 131, 133<br />
duality gap, 124<br />
dualizer, 137<br />
dualsensitivity (Task method), 213<br />
echointro (Env method), 364<br />
eliminator, 137<br />
env, creating, 22<br />
env, initializing, 22<br />
example<br />
conic problem, 36<br />
cqo1, 36<br />
ill-posed, 178<br />
linear dependency, 177<br />
complo1, 25<br />
complo2, 32<br />
compmilo1, 54<br />
mioinitsol, 57<br />
compqo1, 45<br />
quadratic constraints, 49<br />
quadratic objective, 45<br />
sdo1, 40<br />
semidefinite problem, 40<br />
simple, 22<br />
exception handling, 60<br />
627
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