mosek

import mosek import os # Configure MOSEK license path. Replace 'path/to/your/mosek.lic' with actual path. # For academic/trial licenses, it often defaults to ~/.mosek/mosek.lic # It's recommended to set MOSEKLM_LICENSE_FILE environment variable for production. # For quickstart, ensure the license file is accessible or MOSEKLM_LICENSE_FILE is set. # os.environ['MOSEKLM_LICENSE_FILE'] = os.environ.get('MOSEKLM_LICENSE_FILE', 'path/to/your/mosek.lic') # Define a stream printer to capture MOSEK output (optional) def streamprinter(text): # print(text.strip()) pass try: # Create a MOSEK environment with mosek.Env() as env: # Attach a stream printer to the environment env.set_Stream(mosek.streamtype.log, streamprinter) # Create a task for optimization with env.Task() as task: task.set_Stream(mosek.streamtype.log, streamprinter) # Problem: Minimize x + y subject to x >= 0, y >= 0, x + y >= 1 # Append two variables task.appendvars(2) # Set variable bounds to be free initially task.putvarboundlist([0, 1], [mosek.boundkey.fr, mosek.boundkey.fr], [0.0, 0.0], [0.0, 0.0]) # Append one constraint task.appendcons(1) # Set constraint bound (x + y >= 1) task.putconbound(0, mosek.boundkey.lo, 1.0, 1.0) # Set coefficients for constraint (x + y) task.putaij(0, 0, 1.0) # Constraint 0, Variable 0, Coefficient 1.0 task.putaij(0, 1, 1.0) # Constraint 0, Variable 1, Coefficient 1.0 # Set objective coefficients (Minimize x + y) task.putclist([0, 1], [1.0, 1.0]) # Set objective sense to minimize task.putobjsense(mosek.objsense.minimize) # Solve the problem task.optimize() task.solutionsummary(mosek.streamtype.log) # Get and print the solution prosta = task.getprosta(mosek.soltype.itr) if prosta == mosek.prosta.prim_feas_obj_and_dual_feas_obj: xx = [0.0] * 2 task.getxx(mosek.soltype.itr, xx) print(f"Solution: x = {xx[0]}, y = {xx[1]}") else: print("Problem status: ", prosta) except mosek.Error as e: print(f"MOSEK Error: {e.code} {e.msg}") except Exception as e: print(f"General Error: {e}")