mosek_write: Write problem to a model file

Description

Outputs a model of an optimization problem in any standard modeling fileformat (e.g. lp, opf, mps, mbt, etc.), controlled by a set of options. The modeling fileformat is selected based on the extension of the modelfile.

Usage

mosek_write(problem, modelfile, opts = list())

Arguments

problem

The optimization problem.

problem

LIST

modelfile

The file to write the optimization model.

modelfile

STRING (filepath)

opts

The interface options.

opts	LIST	(OPTIONAL)
..$verbose	NUMERIC	(OPTIONAL)
..$usesol	BOOLEAN	(OPTIONAL)
..$useparam	BOOLEAN	(OPTIONAL)
..$getinfo	BOOLEAN	(OPTIONAL)
..$scofile	STRING (filepath)	(MANDATORY IN SCOPT)

Value

The returned result.

r	LIST
..$response	LIST
....$code	NUMERIC
....$msg	STRING
..$iinfo/$dinfo	LIST	*
....$<MSK_INFO>	NUMERIC	*

*Starred items must be requested using an option.

The result is a named list containing the response of the MOSEK Optimization Library when writing to the model file. A response code of zero is the signal of success.

Setting option getinfo to TRUE extracts iinfo and dinfo. lll r Result .$response Response from the MOSEK Optimization Library ..$code ID-code of response ..$msg Human-readable message .$iinfo/$dinfo MOSEK information list ..$<MSK_INFO> Value of any <MSK_INFO>

Details

The problem should be compliant with the input specification of function mosek. Please see this function for more details.

The modelfile should be an absolute or relative path to the model file. If the file extension is .opf, the model will be written in the Optimization Problem Format. Other formats include lp, mps and mbt.

The amount of information printed by the interface can be limited by verbose (default=10). Whether to write the initial solution, if one such exists in the problem description, is indicated by usesol which by default is FALSE. Whether to write the full list of parameter settings, some of which may have been specified by the problem description, is indicated by useparam which by default is FALSE.

The option scofile is used in separable convex optimization to specify the absolute or relative path to the operator file.

problem	Problem description
modelfile	Filepath to the model
opts	Options
.$verbose	Output logging verbosity
.$usesol	Whether to write an initial solution
.$useparam	Whether to write all parameter settings
.$getinfo	Whether to extract MOSEK information items
.$scofile	Destination of operators from scopt

Examples

Run this code

# NOT RUN {
 lo1 <- list()
 lo1$sense <- "max"
 lo1$c <- c(3,1,5,1)
 lo1$A <- Matrix(c(3,1,2,0,
                   2,1,3,1,
                   0,2,0,3), nrow=3, byrow=TRUE, sparse=TRUE)
 lo1$bc <- rbind(blc = c(30,15,-Inf),
                 buc = c(30,Inf,25));
 lo1$bx <- rbind(blx = c(0,0,0,0),
                 bux = c(Inf,10,Inf,Inf));
 rr <- mosek_write(lo1, "lo1.opf")
 if (!identical(rr$response$code, 0))
   stop("Failed to write model file to current working directory")
# }