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

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632 INDEX removebarvars (Task method), 353 removecones (Task method), 353 removecons (Task method), 354 removevars (Task method), 354 resizetask (Task method), 355 Response codes rescode.err ad invalid codelist, 515 rescode.err ad invalid operand, 515 rescode.err ad invalid operator, 515 rescode.err ad missing operand, 515 rescode.err ad missing return, 515 rescode.err api array too small, 515 rescode.err api cb connect, 515 rescode.err api fatal error, 515 rescode.err api internal, 515 rescode.err arg is too large, 515 rescode.err arg is too small, 516 rescode.err argument dimension, 516 rescode.err argument is too large, 516 rescode.err argument lenneq, 516 rescode.err argument perm array, 516 rescode.err argument type, 516 rescode.err bar var dim, 516 rescode.err basis, 516 rescode.err basis factor, 516 rescode.err basis singular, 516 rescode.err blank name, 516 rescode.err cannot clone nl, 516 rescode.err cannot handle nl, 516 rescode.err con q not nsd, 516 rescode.err con q not psd, 517 rescode.err concurrent optimizer, 517 rescode.err cone index, 517 rescode.err cone overlap, 517 rescode.err cone overlap append, 517 rescode.err cone rep var, 517 rescode.err cone size, 517 rescode.err cone type, 517 rescode.err cone type str, 517 rescode.err data file ext, 517 rescode.err dup name, 517 rescode.err duplicate barvariable names, 517 rescode.err duplicate cone names, 517 rescode.err duplicate constraint names, 517 rescode.err duplicate variable names, 517 rescode.err end of file, 518 rescode.err factor, 518 rescode.err feasrepair cannot relax, 518 rescode.err feasrepair inconsistent bound, 518 rescode.err feasrepair solving relaxed, 518 rescode.err file license, 518 rescode.err file open, 518 rescode.err file read, 518 rescode.err file write, 518 rescode.err first, 518 rescode.err firsti, 518 rescode.err firstj, 518 rescode.err fixed bound values, 518 rescode.err flexlm, 518 rescode.err global inv conic problem, 519 rescode.err huge aij, 519 rescode.err huge c, 519 rescode.err identical tasks, 519 rescode.err in argument, 519 rescode.err index, 519 rescode.err index arr is too large, 519 rescode.err index arr is too small, 519 rescode.err index is too large, 519 rescode.err index is too small, 519 rescode.err inf dou index, 519 rescode.err inf dou name, 519 rescode.err inf int index, 519 rescode.err inf int name, 519 rescode.err inf lint index, 519 rescode.err inf lint name, 520 rescode.err inf type, 520 rescode.err infeas undefined, 520 rescode.err infinite bound, 520 rescode.err int64 to int32 cast, 520 rescode.err internal, 520 rescode.err internal test failed, 520 rescode.err inv aptre, 520 rescode.err inv bk, 520 rescode.err inv bkc, 520 rescode.err inv bkx, 520 rescode.err inv cone type, 520 rescode.err inv cone type str, 520 rescode.err inv conic problem, 520 rescode.err inv marki, 520 rescode.err inv markj, 521 rescode.err inv name item, 521 rescode.err inv numi, 521
INDEX 633 rescode.err inv numj, 521 rescode.err inv optimizer, 521 rescode.err inv problem, 521 rescode.err inv qcon subi, 521 rescode.err inv qcon subj, 521 rescode.err inv qcon subk, 521 rescode.err inv qcon val, 521 rescode.err inv qobj subi, 521 rescode.err inv qobj subj, 521 rescode.err inv qobj val, 521 rescode.err inv sk, 521 rescode.err inv sk str, 521 rescode.err inv skc, 522 rescode.err inv skn, 522 rescode.err inv skx, 522 rescode.err inv var type, 522 rescode.err invalid accmode, 522 rescode.err invalid ampl stub, 522 rescode.err invalid barvar name, 522 rescode.err invalid branch direction, 522 rescode.err invalid branch priority, 522 rescode.err invalid compression, 522 rescode.err invalid con name, 522 rescode.err invalid cone name, 522 rescode.err invalid file format for cones, 522 rescode.err invalid file format for general nl, 522 rescode.err invalid file format for sym mat, 522 rescode.err invalid file name, 522 rescode.err invalid format type, 523 rescode.err invalid idx, 523 rescode.err invalid iomode, 523 rescode.err invalid max num, 523 rescode.err invalid name in sol file, 523 rescode.err invalid network problem, 523 rescode.err invalid obj name, 523 rescode.err invalid objective sense, 523 rescode.err invalid problem type, 523 rescode.err invalid sol file name, 523 rescode.err invalid stream, 523 rescode.err invalid surplus, 523 rescode.err invalid sym mat dim, 523 rescode.err invalid task, 523 rescode.err invalid utf8, 523 rescode.err invalid var name, 524 rescode.err invalid wchar, 524 rescode.err invalid whichsol, 524 rescode.err last, 524 rescode.err lasti, 524 rescode.err lastj, 524 rescode.err license, 524 rescode.err license cannot allocate, 524 rescode.err license cannot connect, 524 rescode.err license expired, 524 rescode.err license feature, 524 rescode.err license invalid hostid, 524 rescode.err license max, 524 rescode.err license moseklm daemon, 524 rescode.err license no server line, 524 rescode.err license no server support, 525 rescode.err license server, 525 rescode.err license server version, 525 rescode.err license version, 525 rescode.err link file dll, 525 rescode.err living tasks, 525 rescode.err lower bound is a nan, 525 rescode.err lp dup slack name, 525 rescode.err lp empty, 525 rescode.err lp file format, 525 rescode.err lp format, 525 rescode.err lp free constraint, 525 rescode.err lp incompatible, 525 rescode.err lp invalid con name, 526 rescode.err lp invalid var name, 526 rescode.err lp write conic problem, 526 rescode.err lp write geco problem, 526 rescode.err lu max num tries, 526 rescode.err max len is too small, 526 rescode.err maxnumbarvar, 526 rescode.err maxnumcon, 526 rescode.err maxnumcone, 526 rescode.err maxnumqnz, 526 rescode.err maxnumvar, 526 rescode.err mbt incompatible, 526 rescode.err mbt invalid, 526 rescode.err mio internal, 526 rescode.err mio no optimizer, 527 rescode.err mio not loaded, 527 rescode.err missing license file, 527 rescode.err mixed problem, 527 rescode.err mps cone overlap, 527 rescode.err mps cone repeat, 527 rescode.err mps cone type, 527
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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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D.35. RESPONSE CODE TYPE 577 D.35 R
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D.42. PROBLEM REFORMULATION. 579 si
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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
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 and 648: Bibliography [1] Chvátal, V.. Line
Page 649 and 650: Index analyzenames (Task method), 2
Page 651 and 652: INDEX 629 getpcni (Task method), 25
Page 653: INDEX 631 putbarablocktriplet (Task
Page 657 and 658: INDEX 635 rescode.err sen bound inv
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