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

Optimizer API for Python - Documentation - Mosek

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5.13. CONVENTIONS EMPLOYED IN THE <strong>API</strong> 71<br />

Symbolic constant Lower bound Upper bound<br />

boundkey.fx finite identical to the lower bound<br />

boundkey.fr minus infinity plus infinity<br />

boundkey.lo finite plus infinity<br />

boundkey.ra finite finite<br />

boundkey.up minus infinity finite<br />

Table 5.3: Interpretation of the bound keys.<br />

• <strong>The</strong> linear terms in the constraints:<br />

a asub[t],j = aval[t], t = ptrb[j], . . . , ptre[j] − 1,<br />

j = 0, . . . , numvar − 1.<br />

(5.16)<br />

• <strong>The</strong> bounds on the constraints are specified using the variables bkc, blc, and buc. <strong>The</strong> components<br />

of the integer array bkc specify the bound type according to Table 5.3. For instance<br />

bkc[2]=boundkey.lo means that −∞ < l c 2 and u c 2 = ∞. Finally, the numerical values of the<br />

bounds are given by<br />

and<br />

l c k = blc[k], k = 0, . . . , numcon − 1<br />

u c k = buc[k], k = 0, . . . , numcon − 1.<br />

• <strong>The</strong> bounds on the variables are specified using the variables bkx, blx, and bux. <strong>The</strong> components<br />

in the integer array bkx specify the bound type according to Table 5.3. <strong>The</strong> numerical values for<br />

the lower bounds on the variables are given by<br />

l x j = blx[j], j = 0, . . . , numvar − 1.<br />

<strong>The</strong> numerical values for the upper bounds on the variables are given by<br />

u x j = bux[j], j = 0, . . . , numvar − 1.<br />

5.13.1.1 Bounds<br />

A bound on a variable or on a constraint in <strong>MOSEK</strong> consists of a bound key, as defined in Table 5.3,<br />

a lower bound value and an upper bound value. Even if a variable or constraint is bounded only from<br />

below, e.g. x ≥ 0 , both bounds are inputted or extracted; the value inputted as upper bound for<br />

(x ≥ 0) is ignored.

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