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

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634 INDEX rescode.err mps file, 527 rescode.err mps inv bound key, 527 rescode.err mps inv con key, 527 rescode.err mps inv field, 527 rescode.err mps inv marker, 527 rescode.err mps inv sec name, 527 rescode.err mps inv sec order, 527 rescode.err mps invalid obj name, 527 rescode.err mps invalid objsense, 527 rescode.err mps mul con name, 528 rescode.err mps mul csec, 528 rescode.err mps mul qobj, 528 rescode.err mps mul qsec, 528 rescode.err mps no objective, 528 rescode.err mps null con name, 528 rescode.err mps null var name, 528 rescode.err mps splitted var, 528 rescode.err mps tab in field2, 528 rescode.err mps tab in field3, 528 rescode.err mps tab in field5, 528 rescode.err mps undef con name, 528 rescode.err mps undef var name, 528 rescode.err mul a element, 528 rescode.err name is null, 528 rescode.err name max len, 529 rescode.err nan in aij, 529 rescode.err nan in blc, 529 rescode.err nan in blx, 529 rescode.err nan in buc, 529 rescode.err nan in bux, 529 rescode.err nan in c, 529 rescode.err nan in double data, 529 rescode.err negative append, 529 rescode.err negative surplus, 529 rescode.err newer dll, 529 rescode.err no bars for solution, 529 rescode.err no barx for solution, 529 rescode.err no basis sol, 529 rescode.err no dual for itg sol, 529 rescode.err no dual infeas cer, 530 rescode.err no dual info for itg sol, 530 rescode.err no init env, 530 rescode.err no <strong>optimizer</strong> var type, 530 rescode.err no primal infeas cer, 530 rescode.err no snx for bas sol, 530 rescode.err no solution in callback, 530 rescode.err non unique array, 530 rescode.err nonconvex, 530 rescode.err nonlinear equality, 530 rescode.err nonlinear functions not allowed, 530 rescode.err nonlinear ranged, 530 rescode.err nr arguments, 530 rescode.err null env, 530 rescode.err null pointer, 530 rescode.err null task, 530 rescode.err numconlim, 531 rescode.err numvarlim, 531 rescode.err obj q not nsd, 531 rescode.err obj q not psd, 531 rescode.err objective range, 531 rescode.err older dll, 531 rescode.err open dl, 531 rescode.err opf format, 531 rescode.err opf new variable, 531 rescode.err opf premature eof, 531 rescode.err <strong>optimizer</strong> license, 531 rescode.err ord invalid, 531 rescode.err ord invalid branch dir, 531 rescode.err overflow, 531 rescode.err param index, 532 rescode.err param is too large, 532 rescode.err param is too small, 532 rescode.err param name, 532 rescode.err param name dou, 532 rescode.err param name int, 532 rescode.err param name str, 532 rescode.err param type, 532 rescode.err param value str, 532 rescode.err platform not licensed, 532 rescode.err postsolve, 532 rescode.err pro item, 532 rescode.err prob license, 532 rescode.err qcon subi too large, 532 rescode.err qcon subi too small, 532 rescode.err qcon upper triangle, 533 rescode.err qobj upper triangle, 533 rescode.err read format, 533 rescode.err read lp missing end tag, 533 rescode.err read lp nonexisting name, 533 rescode.err remove cone variable, 533 rescode.err repair invalid problem, 533 rescode.err repair optimization failed, 533
INDEX 635 rescode.err sen bound invalid lo, 533 rescode.err sen bound invalid up, 533 rescode.err sen format, 533 rescode.err sen index invalid, 533 rescode.err sen index range, 533 rescode.err sen invalid regexp, 533 rescode.err sen numerical, 533 rescode.err sen solution status, 534 rescode.err sen undef name, 534 rescode.err sen unhandled problem type, 534 rescode.err size license, 534 rescode.err size license con, 534 rescode.err size license intvar, 534 rescode.err size license numcores, 534 rescode.err size license var, 534 rescode.err sol file invalid number, 534 rescode.err solitem, 534 rescode.err solver probtype, 534 rescode.err space, 534 rescode.err space leaking, 534 rescode.err space no info, 534 rescode.err sym mat duplicate, 534 rescode.err sym mat invalid col index, 535 rescode.err sym mat invalid row index, 535 rescode.err sym mat invalid value, 535 rescode.err sym mat not lower tringular, 535 rescode.err task incompatible, 535 rescode.err task invalid, 535 rescode.err thread cond init, 535 rescode.err thread create, 535 rescode.err thread mutex init, 535 rescode.err thread mutex lock, 535 rescode.err thread mutex unlock, 535 rescode.err too many concurrent tasks, 535 rescode.err too small max num nz, 535 rescode.err too small maxnumanz, 535 rescode.err unb step size, 536 rescode.err undef solution, 536 rescode.err undefined objective sense, 536 rescode.err unhandled solution status, 536 rescode.err unknown, 536 rescode.err upper bound is a nan, 536 rescode.err upper triangle, 536 rescode.err user func ret, 536 rescode.err user func ret data, 536 rescode.err user nlo eval, 536 rescode.err user nlo eval hessubi, 536 rescode.err user nlo eval hessubj, 536 rescode.err user nlo func, 537 rescode.err whichitem not allowed, 537 rescode.err whichsol, 537 rescode.err write lp format, 537 rescode.err write lp non unique name, 537 rescode.err write mps invalid name, 537 rescode.err write opf invalid var name, 537 rescode.err writing file, 537 rescode.err xml invalid problem type, 537 rescode.err y is undefined, 537 rescode.ok, 537 rescode.trm internal, 537 rescode.trm internal stop, 537 rescode.trm max iterations, 537 rescode.trm max num setbacks, 537 rescode.trm max time, 538 rescode.trm mio near abs gap, 538 rescode.trm mio near rel gap, 538 rescode.trm mio num branches, 538 rescode.trm mio num relaxs, 538 rescode.trm num max num int solutions, 538 rescode.trm numerical problem, 538 rescode.trm objective range, 538 rescode.trm stall, 538 rescode.trm user callback, 538 rescode.wrn ana almost int bounds, 539 rescode.wrn ana c zero, 539 rescode.wrn ana close bounds, 539 rescode.wrn ana empty cols, 539 rescode.wrn ana large bounds, 539 rescode.wrn construct invalid sol itg, 539 rescode.wrn construct no sol itg, 539 rescode.wrn construct solution infeas, 539 rescode.wrn dropped nz qobj, 539 rescode.wrn duplicate barvariable names, 539 rescode.wrn duplicate cone names, 539 rescode.wrn duplicate constraint names, 539 rescode.wrn duplicate variable names, 539 rescode.wrn eliminator space, 539 rescode.wrn empty name, 540 rescode.wrn ignore integer, 540 rescode.wrn incomplete linear dependency check, 540 rescode.wrn large aij, 540
Page 1 and 2:
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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D.46. SOLUTION TYPES 581 solsta.dua
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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 and 654: INDEX 631 putbarablocktriplet (Task
Page 655: INDEX 633 rescode.err inv numj, 521
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