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

60 CHAPTER 5. BASIC API TUTORIAL
Integer solution solution summary
Problem status : PRIMAL FEASIBLE
Solution status : INTEGER OPTIMAL
Primal. obj: 4.0593518000e+005 Viol. con: 4e-015 var: 3e-014 itg: 3e-014
The main diffrence compared to continous case covered previously is that no information about the
dual solution is provided. Simply because there is no dual solution available for a mixed integer
problem. In this case it can be seen that the solution is higly feasible because the violations are small.
Moreoever, the solution is denoted integer optimal. Observe itg: 3e-014 implies that all the integer
constrained variables are at most 3e − 014 from being an exact integer.
5.9 Response handling
After solving an optimization problem with MOSEK an approriate action must be taken depending on
the outcome. Usually, the expected outcome is an optimal solution, but there may be several situations
where this is not the result. E.g., if the problem is infeasible or nearly so or if the solver ran out of
memory or stalled while optimizing, the result may not be as expected.
This section discusses what should be considered when an optimization has ended unsuccessfully.
Before continuing, let us consider the four status codes available in MOSEK that is relevant for the
error handing:
The termination code:
The termination provides information about why the optimizer terminated. For instance if a time
limit has been specfied (this is common for mixed integer problems), the termination code will tell
if this termination limit was the cause of the termination. Note that reaching a prespecfied time
limit is not considered an exceptional case. It must be expected that this occurs occasionally.
Response code:
The response code is an information about the system status and the outcome of the call to a
MOSEK functionalities. This code is used to report the unexpected failures such as out of space.
MOSEK runs silently when no errors are encountered, while an exception is generated otherwise.
See A for a list of possible exceptions.
Solution status:
The solution status contains information about the status of the solution, e.g., whether the
solution is optimal or a certificate of infeasibility.
Problem status:
The problem status describes what MOSEK knows about the feasibility of the problem, i.e., if
the is problem feasible or infeasible.
The problem status is mostly used for integer problems. For continuous problems a problem
status of, say, infeasible will always mean that the solution is a certificate of infeasibility. For
integer problems it is not possible to provide a certificate, and thus a separate problem status is
useful.