Mosek范例

## 
#   Copyright: Copyright (c) MOSEK ApS, Denmark. All rights reserved. 
# 
#   File:      sdo1.py 
# 
#   Purpose:   Demonstrates how to solve a small mixed semidefinite and conic quadratic 
#              optimization problem using the MOSEK Python API. 
## 
 
import sys 
import mosek 
 
# If numpy is installed, use that, otherwise use the  
# Mosek's array module. 
try: 
    from numpy import array,zeros,ones 
except ImportError: 
    from mosek.array import array, zeros, ones 
     
# Since the value of infinity is ignored, we define it solely 
# for symbolic purposes 
inf = 0.0 
 
# Define a stream printer to grab output from MOSEK 
def streamprinter(text): 
    sys.stdout.write(text) 
    sys.stdout.flush() 
     
def main (): 
  # Make mosek environment 
  env = mosek.Env() 
   
  # Create a task object and attach log stream printer 
  task = env.Task(0,0) 
  task.set_Stream(mosek.streamtype.log, streamprinter) 
 
 
 
  # Bound values for constraints 
  blc = [1.0, 0.5] 
  buc = [1.0, 0.5] 
   
  # Below is the sparse representation of the A 
  # matrix stored by row.  
  asub = [ array([0]), 
           array([1, 2])] 
  aval = [ array([1.0]), 
           array([1.0, 1.0]) ] 
 
  conesub = [0, 1, 2]