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

46 CHAPTER 5. BASIC API TUTORIAL
10 import sys
11 import os
12
13 import mosek
14
15 # If numpy is installed, use that, otherwise use the
16 # Mosek’s array module.
17 try:
18 from numpy import array,zeros,ones
19 except ImportError:
20 from mosek.array import array, zeros, ones
21
22 # Since the actual value of Infinity is ignores, we define it solely
23 # for symbolic purposes:
24 inf = 0.0
25
26 # Define a stream printer to grab output from MOSEK
27 def streamprinter(text):
28 sys.stdout.write(text)
29 sys.stdout.flush()
30
31 # We might write everything directly as a script, but it looks nicer
32 # to create a function.
33 def main ():
34 # Open MOSEK and create an environment and task
35 # Make a MOSEK environment
36 env = mosek.Env ()
37 # Attach a printer to the environment
38 env.set Stream (mosek.streamtype.log, streamprinter)
39 # Create a task
40 task = env.Task()
41 task.set Stream (mosek.streamtype.log, streamprinter)
42 # Set up and input bounds and linear coefficients
43 bkc = [ mosek.boundkey.lo ]
44 blc = [ 1.0 ]
45 buc = [ inf ]
46
47 bkx = [ mosek.boundkey.lo,
48 mosek.boundkey.lo,
49 mosek.boundkey.lo ]
50 blx = [ 0.0, 0.0, 0.0 ]
51 bux = [ inf, inf, inf ]
52 c = [ 0.0, -1.0, 0.0 ]
53 asub = [ array([0]), array([0]), array([0]) ]
54 aval = [ array([1.0]), array([1.0]), array([1.0])]
55
56 numvar = len(bkx)
57 numcon = len(bkc)
58
59 # Append ’numcon’ empty constraints.
60 # The constraints will initially have no bounds.
61 task.appendcons(numcon)
62
63 # Append ’numvar’ variables.
64 # The variables will initially be fixed at zero (x=0).
65 task.appendvars(numvar)
66
67 for j in range(numvar):