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

50 CHAPTER 5. BASIC API TUTORIAL
23
24 # Define a stream printer to grab output from MOSEK
25 def streamprinter(text):
26 sys.stdout.write(text)
27 sys.stdout.flush()
28
29 # We might write everything directly as a script, but it looks nicer
30 # to create a function.
31 def main ():
32 # Make a MOSEK environment
33 env = mosek.Env ()
34 # Attach a printer to the environment
35 env.set Stream (mosek.streamtype.log, streamprinter)
36
37 # Create a task
38 task = env.Task(0,0)
39 # Attach a printer to the task
40 task.set Stream (mosek.streamtype.log, streamprinter)
41
42
43 # Set up and input bounds and linear coefficients
44 bkc = [ mosek.boundkey.lo ]
45 blc = [ 1.0 ]
46 buc = [ inf ]
47
48 bkx = [ mosek.boundkey.lo,
49 mosek.boundkey.lo,
50 mosek.boundkey.lo ]
51 blx = [ 0.0, 0.0, 0.0 ]
52 bux = [ inf, inf, inf ]
53
54 c = [ 0.0, -1.0, 0.0 ]
55
56 asub = [ array([0]), array([0]), array([0]) ]
57 aval = [ array([1.0]), array([1.0]), array([1.0]) ]
58
59 numvar = len(bkx)
60 numcon = len(bkc)
61 NUMANZ = 3
62 # Append ’numcon’ empty constraints.
63 # The constraints will initially have no bounds.
64 task.appendcons(numcon)
65
66 #Append ’numvar’ variables.
67 # The variables will initially be fixed at zero (x=0).
68 task.appendvars(numvar)
69
70 #Optionally add a constant term to the objective.
71 task.putcfix(0.0)
72
73 for j in range(numvar):
74 # Set the linear term c j in the objective.
75 task.putcj(j,c[j])
76 # Set the bounds on variable j
77 # blx[j]