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

5.7. INTEGER OPTIMIZATION 55
21 # for symbolic purposes:
22 inf = 0.0
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 bkc = [ mosek.boundkey.up, mosek.boundkey.lo ]
43 blc = [ -inf, -4.0 ]
44 buc = [ 250.0, inf ]
45
46 bkx = [ mosek.boundkey.lo, mosek.boundkey.lo ]
47 blx = [ 0.0, 0.0 ]
48 bux = [ inf, inf ]
49
50 c = [ 1.0, 0.64 ]
51
52 asub = [ array([0, 1]), array([0, 1]) ]
53 aval = [ array([50.0, 3.0]), array([31.0, -2.0]) ]
54
55 numvar = len(bkx)
56 numcon = len(bkc)
57
58 # Append ’numcon’ empty constraints.
59 # The constraints will initially have no bounds.
60 task.appendcons(numcon)
61
62 #Append ’numvar’ variables.
63 # The variables will initially be fixed at zero (x=0).
64 task.appendvars(numvar)
65
66 for j in range(numvar):
67 # Set the linear term c j in the objective.
68 task.putcj(j,c[j])
69 # Set the bounds on variable j
70 # blx[j]