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

5.8. THE SOLUTION SUMMARY FOR MIXED INTEGER PROBLEMS 59
76 # Input objective sense
77 task.putobjsense(mosek.objsense.maximize)
78
79 # Define variables to be integers
80 task.putvartypelist([ 0, 1, 2 ],
81 [ mosek.variabletype.type int,
82 mosek.variabletype.type int,
83 mosek.variabletype.type int])
84
85 # Construct an initial feasible solution from the
86 # values of the integer valuse specified
87 task.putintparam(mosek.iparam.mio construct sol,
88 mosek.onoffkey.on);
89
90 # Assign values 0,2,0 to integer variables. Important to
91 # assign a value to all integer constrained variables.
92 task.putxxslice(mosek.soltype.itg,0,3,[0.0, 2.0, 0.0])
93
94 # Optimize
95 task.optimize()
96
97 # Did mosek construct a feasible initial solution ?
98 if task.getintinf(mosek.iinfitem.mio construct solution) > 0:
99 print("Objective value of constructed integer solution: %-24.12e" % task.getdouinf(mosek.dinfitem.mio construct solut
100 else:
101 print("Intial integer solution construction failed.");
102
103 if task.solutiondef(mosek.soltype.itg):
104
105 # Output a solution
106 xx = zeros(numvar, float)
107 task.getxx(mosek.soltype.itg, xx)
108 print("Integer optimal solution")
109 for j in range(0,numvar) :
110 print("\tx[%d] = %e" % (j,xx[j]))
111 else:
112 print("No integer solution is available.")
113
114 # call the main function
115 try:
116 main ()
117 except mosek.Exception as e:
118 print ("ERROR: %s" % str(e.errno))
119 if e.msg is not None:
120 print ("\t%s" % e.msg)
121 sys.exit(1)
122 except:
123 import traceback
124 traceback.print exc()
125 sys.exit(1)
5.8 The solution summary for mixed integer problems
The solution summary for a mixed-integer problem may look like