The MOSEK command line tool Version 7.0 (Revision 141)

15.4. WRITING OPF FILES FROM MOSEK 303
[p MSK IPAR OPF WRITE PARAMETERS] MSK ON [/p]
[p MSK DPAR DATA TOL BOUND INF] 1.0e18 [/p]
[/parameters]
[/vendor]
15.4 Writing OPF files from MOSEK
To write an OPF file set the parameter MSK IPAR WRITE DATA FORMAT to MSK DATA FORMAT OP as this
ensures that OPF format is used. Then modify the following parameters to define what the file should
contain:
• MSK IPAR OPF WRITE HEADER, include a small header with comments.
• MSK IPAR OPF WRITE HINTS, include hints about the size of the problem.
• MSK IPAR OPF WRITE PROBLEM, include the problem itself — objective, constraints and bounds.
• MSK IPAR OPF WRITE SOLUTIONS, include solutions if they are defined. If this is off, no solutions
are included.
• MSK IPAR OPF WRITE SOL BAS, include basic solution, if defined.
• MSK IPAR OPF WRITE SOL ITG, include integer solution, if defined.
• MSK IPAR OPF WRITE SOL ITR, include interior solution, if defined.
• MSK IPAR OPF WRITE PARAMETERS, include all parameter settings.
15.5 Examples
This section contains a set of small examples written in OPF and describing how to formulate linear,
quadratic and conic problems.
15.5.1 Linear example lo1.opf
Consider the example:
having the bounds
maximize 3x 0 + 1x 1 + 5x 2 + 1x 3
subject to 3x 0 + 1x 1 + 2x 2 = 30,
2x 0 + 1x 1 + 3x 2 + 1x 3 ≥ 15,
2x 1 + 3x 3 ≤ 25,