The MOSEK command line tool Version 7.0 (Revision 141)

14.1. THE SECTIONS 291
x1 * x2
There may be zero or more pairs of brackets containing quadratic expressions.
An example of an objective section is:
minimize
myobj: 4 x1 + x2 - 0.1 x3 + [ x1^2 + 2.1 x1 * x2 ]/2
Please note that the quadratic expressions are multiplied with 1 2
, so that the above expression means
minimize 4x 1 + x 2 − 0.1 · x 3 + 1 2 (x2 1 + 2.1 · x 1 · x 2 )
If the same variable occurs more than once in the linear part, the coefficients are added, so that 4 x1
+ 2 x1 is equivalent to 6 x1. In the quadratic expressions x1 * x2 is equivalent to x2 * x1 and as
in the linear part , if the same variables multiplied or squared occur several times their coefficients are
added.
14.1.2 The constraints
The second section beginning with one of the keywords
subj to
subject to
s.t.
st
defines the linear constraint matrix (A ) and the quadratic matrices (Q i ).
A constraint contains a name (optional), expressions adhering to the same rules as in the objective
and a bound:
subject to
con1: x1 + x2 + [ x3^2 ]/2