MOSEK.parse_dual_vars

Parses MOSEK dual variables into corresponding CVXR constraints and dual values

An object-oriented modeling language for disciplined
convex programming (DCP) as described in Fu, Narasimhan, and Boyd
(2020, <doi:10.18637/jss.v094.i14>). It allows the user to
formulate convex optimization problems in a natural way following
mathematical convention and DCP rules. The system analyzes the
problem, verifies its convexity, converts it into a canonical
form, and hands it off to an appropriate solver to obtain the
solution. Interfaces to solvers on CRAN and elsewhere are
provided, both commercial and open source.

Anqi Fu

CVXR

Disciplined Convex Optimization

Balasubramanian Narasimhan

David W Kang

Steven Diamond

John Miller

Stephen Boyd

Paul Kunsberg Rosenfield

MOSEK.parse_dual_vars function

<dl><dt>dual_var</dt>
<dd>List of the dual variables returned by the MOSEK solution.</dd>
<dt>constr_id_to_constr_dim</dt>
<dd>A list that contains the mapping of entry "id"
that is the index of the CVXR Constraint object to which the
next "dim" entries of the dual variable belong.</dd></dl>

Arguments

Parses MOSEK dual variables into corresponding CVXR constraints and dual values — MOSEK.parse_dual_vars

<dl>

<dt>dual_var</dt>
<dd>List of the dual variables returned by the MOSEK solution.</dd>


<dt>constr_id_to_constr_dim</dt>
<dd>A list that contains the mapping of entry "id"
that is the index of the CVXR Constraint object to which the
next "dim" entries of the dual variable belong.</dd>

</dl>

MOSEK.parse_dual_vars: Parses MOSEK dual variables into corresponding CVXR constraints and dual values

Description

Usage

Value

Arguments