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

72 CHAPTER 5. BASIC API TUTORIAL
5.13.2 Vector formats
Three different vector formats are used in the MOSEK API:
Full vector:
This is simply an array where the first element corresponds to the first item, the second element
to the second item etc. For example to get the linear coefficients of the objective in task, one
would write
c = zeros(numvar,float)
task.getc(c)
where numvar is the number of variables in the problem.
Vector slice:
A vector slice is a range of values. For example, to get the bounds associated constraint 3 through
10 (both inclusive) one would write
upper bound = zeros(8,float)
lower bound = zeros(8,float)
bound key = array([None] * 8)
task.getboundslice(accmode.con, 2, 10,
bound key,lower bound,upper bound)
Please note that items in MOSEK are numbered from 0 , so that the index of the first item is 0
, and the index of the n ’th item is n − 1.
Sparse vector:
A sparse vector is given as an array of indexes and an array of values. For example, to input a
set of bounds associated with constraints number 1, 6, 3, and 9, one might write
bound index = [ 1, 6, 3, 9]
bound key = [boundkey.fr,boundkey.lo,boundkey.up,boundkey.fx]
lower bound = [ 0.0, -10.0, 0.0, 5.0]
upper bound = [ 0.0, 0.0, 6.0, 5.0]
task.putboundlist(accmode.con, bound index,
bound key,lower bound,upper bound)
Note that the list of indexes need not be ordered.
5.13.3 Matrix formats
The coefficient matrices in a problem are inputted and extracted in a sparse format, either as complete
or a partial matrices. Basically there are two different formats for this.