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

52 CHAPTER 5. BASIC API TUTORIAL
139 print("Other solution status")
140
141 # call the main function
142 try:
143 main ()
144 except mosek.Exception as e:
145 print ("ERROR: %s" % str(code))
146 if msg is not None:
147 print ("\t%s" % e.msg)
148 sys.exit(1)
149 except:
150 import traceback
151 traceback.print exc()
152 sys.exit(1)
153 sys.exit(0)
The only new function introduced in this example is Task.putqconk, which is used to add quadratic
terms to the constraints. While Task.putqconk add quadratic terms to a specific constraint, it is also
possible to input all quadratic terms in all constraints in one chunk using the Task.putqcon function.
5.6 The solution summary
All computations inside MOSEK are performed using finite precision floating point numbers. This
implies the reported solution isonly be an approximate optimal solution. Therefore after solving an
optimization problem it is important to investigate how good an approximation the solution is. This
can easily be done using the function Task.solutionsummary which reports how much the solution
violate the primal and dual constraints and the primal and dual objective values. Recall for a convex
optimization problem the optimality conditions are:
• The primal solution must satisfy all the primal constraints.
• The dual solution much satisfy all the dual constraints.
• The primal and dual objective values must be identical.
Thus the solution summary reports information that makes it possible to evaluate the quality of the
solution obtained.
In case of a linear optimization problem the solution summary may look like
Basic solution summary
Problem status : PRIMAL AND DUAL FEASIBLE
Solution status : OPTIMAL
Primal. obj: -4.6475314286e+002 Viol. con: 2e-014 var: 0e+000
Dual. obj: -4.6475316001e+002 Viol. con: 7e-009 var: 4e-016
The summary reports information for the basic solution. In this case we see:
• The problem status is primal and dual feasible which means the problem has an optimal solution.
The problem status can be obtained using Task.getprosta.