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

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628 INDEX factor model, 109 feasibility repair, 177 feasible, dual, 124 feasible, primal, 124 getacol (Task method), 214 getacolnumnz (Task method), 215 getacolslicetrip (Task method), 215 getaij (Task method), 216 getapiecenumnz (Task method), 216 getarow (Task method), 217 getarownumnz (Task method), 218 getarowslicetrip (Task method), 218 getaslice (Task method), 219 getaslicenumnz (Task method), 219 getbarablocktriplet (Task method), 220 getbaraidx (Task method), 221 getbaraidxij (Task method), 222 getbaraidxinfo (Task method), 222 getbarasparsity (Task method), 223 getbarcblocktriplet (Task method), 223 getbarcidx (Task method), 224 getbarcidxinfo (Task method), 224 getbarcidxj (Task method), 225 getbarcsparsity (Task method), 225 getbarsj (Task method), 226 getbarvarname (Task method), 226 getbarvarnameindex (Task method), 227 getbarvarnamelen (Task method), 227 getbarxj (Task method), 228 getbound (Task method), 228 getboundslice (Task method), 229 getc (Task method), 229 getcfix (Task method), 230 getcj (Task method), 230 getcodedesc (Env method), 364 getconbound (Task method), 231 getconboundslice (Task method), 231 getcone (Task method), 232 getconeinfo (Task method), 232 getconename (Task method), 233 getconenameindex (Task method), 233 getconenamelen (Task method), 234 getconname (Task method), 234 getconnameindex (Task method), 235 getconnamelen (Task method), 235 getcslice (Task method), 236 getdbi (Task method), 236 getdcni (Task method), 237 getdeqi (Task method), 237 getdimbarvarj (Task method), 238 getdouinf (Task method), 239 getdouparam (Task method), 239 getdualobj (Task method), 239 getdviolbarvar (Task method), 240 getdviolcon (Task method), 240 getdviolcones (Task method), 241 getdviolvar (Task method), 242 getinfeasiblesubproblem (Task method), 243 getinti (Task method), 243 getintinf (Task method), 244 getintparam (Task method), 244 getlenbarvarj (Task method), 245 getlintinf (Task method), 245 getmaxnumanz (Task method), 245 getmaxnumbarvar (Task method), 246 getmaxnumcon (Task method), 246 getmaxnumcone (Task method), 247 getmaxnumqnz (Task method), 247 getmaxnumvar (Task method), 247 getmemusage (Task method), 248 getnumanz (Task method), 248 getnumanz64 (Task method), 248 getnumbarablocktriplets (Task method), 249 getnumbaranz (Task method), 249 getnumbarcblocktriplets (Task method), 249 getnumbarcnz (Task method), 250 getnumbarvar (Task method), 250 getnumcon (Task method), 250 getnumcone (Task method), 251 getnumconemem (Task method), 251 getnumintvar (Task method), 251 getnumparam (Task method), 252 getnumqconknz (Task method), 252 getnumqconknz64 (Task method), 252 getnumqobjnz (Task method), 253 getnumsymmat (Task method), 253 getnumvar (Task method), 254 getobjname (Task method), 254 getobjnamelen (Task method), 254 getobjsense (Task method), 255 getpbi (Task method), 255
INDEX 629 getpcni (Task method), 256 getpeqi (Task method), 256 getprimalobj (Task method), 257 getprobtype (Task method), 257 getprosta (Task method), 258 getpviolbarvar (Task method), 258 getpviolcon (Task method), 259 getpviolcones (Task method), 259 getpviolvar (Task method), 260 getqconk (Task method), 261 getqobj (Task method), 261 getqobj64 (Task method), 262 getqobjij (Task method), 263 getreducedcosts (Task method), 263 getskc (Task method), 264 getskcslice (Task method), 264 getskx (Task method), 265 getskxslice (Task method), 265 getslc (Task method), 266 getslcslice (Task method), 267 getslx (Task method), 267 getslxslice (Task method), 268 getsnx (Task method), 268 getsnxslice (Task method), 269 getsolsta (Task method), 270 getsolution (Task method), 270 getsolutioni (Task method), 272 getsolutioninf (Task method), 273 getsolutioninfo (Task method), 275 getsolutionslice (Task method), 276 getsparsesymmat (Task method), 278 getstrparam (Task method), 279 getstrparamlen (Task method), 279 getsuc (Task method), 280 getsucslice (Task method), 280 getsux (Task method), 281 getsuxslice (Task method), 281 getsymmatinfo (Task method), 282 gettaskname (Task method), 282 gettasknamelen (Task method), 283 getvarbound (Task method), 283 getvarboundslice (Task method), 284 getvarbranchdir (Task method), 284 getvarbranchpri (Task method), 285 getvarname (Task method), 285 getvarnameindex (Task method), 285 getvarnamelen (Task method), 286 getvartype (Task method), 286 getvartypelist (Task method), 287 getversion (Env method), 365 getxc (Task method), 287 getxcslice (Task method), 288 getxx (Task method), 288 getxxslice (Task method), 289 gety (Task method), 290 getyslice (Task method), 290 help desk, 17 hot-start, 144 ill-posed example, 178 infeasible, 167 dual, 126, 129, 131, 133 primal, 126, 129, 131 infeasible problem, 177 infeasible problems, 167 infeasible, dual, 124 infeasible, primal, 124 infinite bounds, 124 initbasissolve (Task method), 291 inputdata (Task method), 291 installation, 19 integer optimization, 54, 155 relaxation, 155 interior-point <strong>optimizer</strong>, 139, 146, 147 interior-point or simplex <strong>optimizer</strong>, 145 isdouparname (Task method), 293 isintparname (Task method), 293 isstrparname (Task method), 293 licensecleanup (Env method), 365 linear dependency, 137 example, 177 linear dependency check, 137 linear optimization, 24 linear problem, 123 linearity interval, 186 linkfiletostream (Env method), 366 linkfiletostream (Task method), 294 LP format, 598 Markowitz model, 97
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The MOSEK Python optimizer API manu
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Contents 1 Changes and new features
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CONTENTS v 8 A case study 97 8.1 Po
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CONTENTS vii 14.2.1 Caveats . . . .
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CONTENTS ix A.2.70 Task.getdviolvar
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CONTENTS xi A.2.162Task.isdouparnam
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CONTENTS xiii A.2.254Task.readparam
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CONTENTS xv B.1.45 dparam.mio near
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CONTENTS xvii B.2.68 iparam.log sim
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CONTENTS xix B.2.160iparam.sim refa
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CONTENTS xxi D.18 Long integer info
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Contact information Phone +45 3917
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License agreement Before using the
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Chapter 1 Changes and new features
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1.4. API CHANGES 7 1.3.3 Mixed-inte
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1.10. SUMMARY OF API CHANGES 9 •
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Chapter 2 About this manual This ma
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Chapter 3 Getting support and help
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Chapter 4 Testing installation and
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Chapter 5 Basic API tutorial In thi
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5.1. THE BASICS 23 5 # 6 # Purpose:
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5.2. LINEAR OPTIMIZATION 25 and the
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5.2. LINEAR OPTIMIZATION 27 Load a
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5.2. LINEAR OPTIMIZATION 29 Optimiz
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5.2. LINEAR OPTIMIZATION 31 88 task
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5.2. LINEAR OPTIMIZATION 33 51 mose
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5.3. CONIC QUADRATIC OPTIMIZATION 3
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5.3. CONIC QUADRATIC OPTIMIZATION 3
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5.4. SEMIDEFINITE OPTIMIZATION 39 m
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5.4. SEMIDEFINITE OPTIMIZATION 41 4
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5.4. SEMIDEFINITE OPTIMIZATION 43 1
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5.5. QUADRATIC OPTIMIZATION 45 with
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5.5. QUADRATIC OPTIMIZATION 47 68 #
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5.5. QUADRATIC OPTIMIZATION 49 5.5.
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5.5. QUADRATIC OPTIMIZATION 51 81 a
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5.6. THE SOLUTION SUMMARY 53 • Th
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5.7. INTEGER OPTIMIZATION 55 21 # f
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5.7. INTEGER OPTIMIZATION 57 137 sy
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5.8. THE SOLUTION SUMMARY FOR MIXED
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5.9. RESPONSE HANDLING 61 Note that
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5.10. PROBLEM MODIFICATION AND REOP
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5.10. PROBLEM MODIFICATION AND REOP
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5.11. SOLUTION ANALYSIS 67 151 # Pu
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5.13. CONVENTIONS EMPLOYED IN THE A
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Chapter 6 Nonlinear API tutorial Th
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6.1. SEPARABLE CONVEX (SCOPT) INTER
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Chapter 7 Advanced API tutorial Thi
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7.1. THE PROGRESS CALL-BACK 87 71 p
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7.2. SOLVING LINEAR SYSTEMS INVOLVI
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Chapter 8 A case study 8.1 Portfoli
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8.1. PORTFOLIO OPTIMIZATION 99 e T
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8.1. PORTFOLIO OPTIMIZATION 101 is
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8.1. PORTFOLIO OPTIMIZATION 103 15
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8.1. PORTFOLIO OPTIMIZATION 107 8.1
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8.1. PORTFOLIO OPTIMIZATION 111 z j
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8.1. PORTFOLIO OPTIMIZATION 113 Var
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Chapter 9 Usage guidelines The purp
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9.3. WRITING TASK DATA TO A FILE 12
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Chapter 10 Problem formulation and
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10.1. LINEAR OPTIMIZATION 125 be a
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10.2. CONIC QUADRATIC OPTIMIZATION
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10.2. CONIC QUADRATIC OPTIMIZATION
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10.3. SEMIDEFINITE OPTIMIZATION 131
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10.4. QUADRATIC AND QUADRATICALLY C
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Chapter 11 The optimizers for conti
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11.1. HOW AN OPTIMIZER WORKS 137 11
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11.2. LINEAR OPTIMIZATION 139 11.2.
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11.2. LINEAR OPTIMIZATION 141 Whene
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11.2. LINEAR OPTIMIZATION 143 11.2.
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11.2. LINEAR OPTIMIZATION 145 • R
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11.5. NONLINEAR CONVEX OPTIMIZATION
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11.6. SOLVING PROBLEMS IN PARALLEL
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Chapter 12 The optimizers for mixed
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12.3. THE MIXED-INTEGER CONIC OPTIM
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12.5. TERMINATION CRITERION 159 •
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12.7. UNDERSTANDING SOLUTION QUALIT
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Chapter 13 The analyzers 13.1 The p
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13.1. THE PROBLEM ANALYZER 165 Cons
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13.2. ANALYZING INFEASIBLE PROBLEMS
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Chapter 14 Primal feasibility repai
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14.2. AUTOMATIC REPAIR 179 One way
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14.3. FEASIBILITY REPAIR IN MOSEK 1
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14.3. FEASIBILITY REPAIR IN MOSEK 1
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Chapter 15 Sensitivity analysis 15.
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15.4. SENSITIVITY ANALYSIS FOR LINE
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15.5. SENSITIVITY ANALYSIS FROM THE
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15.6. SENSITIVITY ANALYSIS WITH THE
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15.6. SENSITIVITY ANALYSIS WITH THE
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Appendix A API reference This chapt
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201 • Task.relaxprimal Obtain inf
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A.1. EXCEPTIONS 203 • Task.putvar
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A.2. CLASS TASK 205 Arguments which
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A.2. CLASS TASK 207 See also • Ro
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A.2. CLASS TASK 209 Description: Ap
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A.2. CLASS TASK 211 Description: If
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A.2. CLASS TASK 213 A.2.16 Task.com
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A.2. CLASS TASK 215 subj : int[] In
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A.2. CLASS TASK 217 firsti : int In
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A.2. CLASS TASK 219 A.2.27 Task.get
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A.2. CLASS TASK 221 valijkl : Descr
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A.2. CLASS TASK 225 idx : long Inde
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A.2. CLASS TASK 229 i : int Index o
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A.2. CLASS TASK 233 conetype : cone
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A.2. CLASS TASK 235 Description: Ob
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A.2. CLASS TASK 237 sub : int[] Ind
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A.2. CLASS TASK 241 Computes the vi
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A.2. CLASS TASK 253 k : int Index o
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A.2. CLASS TASK 255 A.2.103 Task.ge
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A.2. CLASS TASK 257 normalize : int
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A.2. CLASS TASK 259 Description: Le
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A.2. CLASS TASK 261 max(l x j τ
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A.2. CLASS TASK 265 last : int Last
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A.2. CLASS TASK 269 Arguments snx :
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A.2. CLASS TASK 271 slc : double[]
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A.2. CLASS TASK 273 Arguments accmo
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A.2. CLASS TASK 277 last : int Valu
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A.2. CLASS TASK 279 subi : int[] Ro
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A.2. CLASS TASK 283 Arguments taskn
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A.2. CLASS TASK 287 vartype : varia
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A.2. CLASS TASK 289 whichsol : solt
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A.2. CLASS TASK 293 A.2.162 Task.is
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A.2. CLASS TASK 295 whichstream : s
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A.2. CLASS TASK 297 A.2.170 Task.pr
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A.2. CLASS TASK 299 markj : mark Th
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A.2. CLASS TASK 301 Prints a part o
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A.2. CLASS TASK 303 A.2.175 Task.pu
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A.2. CLASS TASK 305 j : int Index o
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A.2. CLASS TASK 309 Description: Th
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A.2. CLASS TASK 313 Changes the bou
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A.2. CLASS TASK 315 Modifies one li
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A.2. CLASS TASK 317 bkc : boundkey
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A.2. CLASS TASK 319 Arguments j : i
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A.2. CLASS TASK 321 parvalue : int
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A.2. CLASS TASK 325 Sets a string p
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A.2. CLASS TASK 327 Description: Re
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A.2. CLASS TASK 329 qosubj : int[]
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A.2. CLASS TASK 331 Sets the status
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A.2. CLASS TASK 335 Arguments sux :
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A.2. CLASS TASK 337 y : double[] Ve
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A.2. CLASS TASK 341 last : int Last
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A.2. CLASS TASK 343 See also • Ta
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A.2. CLASS TASK 347 Description: Se
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A.2. CLASS TASK 349 Sets a slice of
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A.2. CLASS TASK 351 A.2.254 Task.re
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A.2. CLASS TASK 353 wux : double[]
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A.2. CLASS TASK 355 See also • Ta
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A.2. CLASS TASK 357 isdef : int Is
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A.2. CLASS TASK 359 A.2.269 Task.st
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A.2. CLASS TASK 361 Description: Wr
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A.3. CLASS ENV 363 A.2.278 Task.wri
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A.3. CLASS ENV 365 Arguments code :
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A.3. CLASS ENV 367 Arguments keepdl
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A.4. CALLBACK FUNCTIONS AND RELATED
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A.6. ALL FUNCTIONS BY NAME 371 Task
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Appendix B Parameters Parameters gr
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391 • iparam.log file. If turned
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393 • dparam.intpnt nl tol rel st
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395 • iparam.mio construct sol. C
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397 • dparam.intpnt nl tol mu red
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399 • iparam.mio mode. Turns on/o
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401 • iparam.sim solve form. Cont
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B.1. DPARAM: DOUBLE PARAMETERS 403
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B.2. IPARAM: INTEGER PARAMETERS 427
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B.3. SPARAM: STRING PARAMETER TYPES
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Appendix C Response codes Response
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517 rescode.err con q not psd The q
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519 rescode.err global inv conic pr
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521 rescode.err inv markj Invalid v
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523 rescode.err invalid format type
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525 rescode.err license no server s
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527 rescode.err mio no optimizer No
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529 rescode.err name max len A name
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531 rescode.err numconlim Maximum n
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533 rescode.err qcon upper triangle
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535 rescode.err sym mat invalid col
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537 rescode.err user nlo func The u
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539 rescode.wrn ana almost int boun
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541 rescode.wrn mio infeasible fina
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543 rescode.wrn write discarded cfi
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Appendix D API constants D.1 Constr
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D.5. PROGRESS CALL-BACK CODES 547 c
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D.6. TYPES OF CONVEXITY CHECKS. 555
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D.10. DOUBLE INFORMATION ITEMS 557
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D.10. DOUBLE INFORMATION ITEMS 559
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D.11. FEASIBILITY REPAIR TYPES 561
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D.13. INTEGER INFORMATION ITEMS. 56
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D.16. INPUT/OUTPUT MODES 569 intpnt
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D.20. CONTINUOUS MIXED-INTEGER SOLU
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D.26. OBJECTIVE SENSE TYPES 573 D.2
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D.31. PRESOLVE METHOD. 575 paramete
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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
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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
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Page 621 and 622: F.2. THE LP FILE FORMAT 599 minimiz
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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
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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 and 648: Bibliography [1] Chvátal, V.. Line
Page 649: Index analyzenames (Task method), 2
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
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