public static void Main(string[] args)
{
int numcon = 2; /* Number of constraints. */
int numvar = 3; /* Number of conic quadratic variables */
int[] dimbarvar = { 3 }; /* Dimensions of semidefinite cones */
int[] lenbarvar = { 3 * (3 + 1) / 2 }; /* Number of scalar SD variables */
mosek.boundkey[] bkc = { mosek.boundkey.fx, mosek.boundkey.fx };
double[] blc = { 1.0, 0.5 };
double[] buc = { 1.0, 0.5 };
int[] barc_i = { 0, 1, 1, 2, 2 },
barc_j = { 0, 0, 1, 1, 2 };
double[] barc_v = { 2.0, 1.0, 2.0, 1.0, 2.0 };
int[][] asub = { new int[] { 0 }, new int[] { 1, 2 } }; /* column subscripts of A */
double[][] aval = { new double[] { 1.0 }, new double[] { 1.0, 1.0 } };
int[][] bara_i = { new int[] { 0, 1, 2 }, new int[] { 0, 1, 2, 1, 2, 2 } },
bara_j = { new int[] { 0, 1, 2 }, new int[] { 0, 0, 0, 1, 1, 2 } };
double[][] bara_v = { new double[] { 1.0, 1.0, 1.0 }, new double[] { 1.0, 1.0, 1.0, 1.0, 1.0, 1.0 } };
int[] conesub = { 0, 1, 2 };
using (mosek.Env env = new mosek.Env())
{
// Create a task object.
using (mosek.Task task = new mosek.Task(env, 0, 0))
{
// Directs the log task stream to the user specified
// method msgclass.streamCB
task.set_Stream(mosek.streamtype.log, new msgclass(""));
/* Append 'NUMCON' empty constraints.
* The constraints will initially have no bounds. */
task.appendcons(numcon);
/* Append 'NUMVAR' variables.
* The variables will initially be fixed at zero (x=0). */
task.appendvars(numvar);
/* Append 'NUMBARVAR' semidefinite variables. */
task.appendbarvars(dimbarvar);
/* Optionally add a constant term to the objective. */
task.putcfix(0.0);
/* Set the linear term c_j in the objective.*/
task.putcj(0, 1.0);
for (int j = 0; j < numvar; ++j)
{
task.putvarbound(j, mosek.boundkey.fr, -0.0, 0.0);
}
/* Set the linear term barc_j in the objective.*/
{
long[] idx = new long[1];
double[] falpha = { 1.0 };
idx[0] = task.appendsparsesymmat(dimbarvar[0],
barc_i,
barc_j,
barc_v);
task.putbarcj(0, idx, falpha);
}
/* Set the bounds on constraints.
* for i=1, ...,numcon : blc[i] <= constraint i <= buc[i] */
for (int i = 0; i < numcon; ++i)
{
task.putconbound(i, /* Index of constraint.*/
bkc[i], /* Bound key.*/
blc[i], /* Numerical value of lower bound.*/
buc[i]); /* Numerical value of upper bound.*/
}
/* Input A row by row */
for (int i = 0; i < numcon; ++i)
{
task.putarow(i,
asub[i],
aval[i]);
}
/* Append the conic quadratic cone */
task.appendcone(mosek.conetype.quad,
0.0,
conesub);
/* Add the first row of barA */
{
long[] idx = new long[1];
double[] falpha = { 1.0 };
task.appendsparsesymmat(dimbarvar[0],
bara_i[0],
bara_j[0],
bara_v[0],
out idx[0]);
task.putbaraij(0, 0, idx, falpha);
}
{
long[] idx = new long[1];
double[] falpha = { 1.0 };
/* Add the second row of barA */
task.appendsparsesymmat(dimbarvar[0],
bara_i[1],
bara_j[1],
bara_v[1],
out idx[0]);
task.putbaraij(1, 0, idx, falpha);
}
/* Run optimizer */
task.optimize();
/* Print a summary containing information
* about the solution for debugging purposes*/
task.solutionsummary(mosek.streamtype.msg);
mosek.solsta solsta;
task.getsolsta(mosek.soltype.itr, out solsta);
switch (solsta)
{
case mosek.solsta.optimal:
double[] xx = new double[numvar];
double[] barx = new double[lenbarvar[0]];
task.getxx(mosek.soltype.itr, xx);
task.getbarxj(mosek.soltype.itr, /* Request the interior solution. */
0,
barx);
Console.WriteLine("Optimal primal solution");
for (int i = 0; i < numvar; ++i)
{
Console.WriteLine("x[{0}] : {1}", i, xx[i]);
}
for (int i = 0; i < lenbarvar[0]; ++i)
{
Console.WriteLine("barx[{0}]: {1}", i, barx[i]);
}
break;
case mosek.solsta.dual_infeas_cer:
case mosek.solsta.prim_infeas_cer:
Console.WriteLine("Primal or dual infeasibility certificate found.");
break;
case mosek.solsta.unknown:
Console.WriteLine("The status of the solution could not be determined.");
break;
default:
Console.WriteLine("Other solution status.");
break;
}
}
}
}
public static void Main(string[] args)
{
/* Input data */
int numcon = 2; /* Number of constraints. */
int numbarvar = 2;
int[] dimbarvar = { 3, 4 }; /* Dimension of semidefinite variables */
/* Objective coefficients concatenated */
int[] Cj = { 0, 0, 1, 1, 1, 1 }; /* Which symmetric variable (j) */
int[] Ck = { 0, 2, 0, 1, 1, 2 }; /* Which entry (k,l)->v */
int[] Cl = { 0, 2, 0, 0, 1, 2 };
double[] Cv = { 1.0, 6.0, 1.0, -3.0, 2.0, 1.0 };
/* Equality constraints coefficients concatenated */
int[] Ai = { 0, 0, 0, 0, 0, 0 }; /* Which constraint (i = 0) */
int[] Aj = { 0, 0, 0, 1, 1, 1 }; /* Which symmetric variable (j) */
int[] Ak = { 0, 2, 2, 1, 1, 3 }; /* Which entry (k,l)->v */
int[] Al = { 0, 0, 2, 0, 1, 3 };
double[] Av = { 1.0, 1.0, 2.0, 1.0, -1.0, -3.0 };
/* The second constraint - one-term inequality */
int[] A2i = { 1 }; /* Which constraint (i = 1) */
int[] A2j = { 1 }; /* Which symmetric variable (j = 1) */
int[] A2k = { 1 }; /* Which entry A(1,0) = A(0,1) = 0.5 */
int[] A2l = { 0 };
double[] A2v = { 0.5 };
mosek.boundkey[] bkc = { mosek.boundkey.fx,
mosek.boundkey.up };
double[] blc = { 23.0, 0.0 };
double[] buc = { 23.0, -3.0 };
using (mosek.Env env = new mosek.Env())
{
// Create a task object.
using (mosek.Task task = new mosek.Task(env, 0, 0))
{
// Directs the log task stream to the user specified
// method task_msg_obj.stream
task.set_Stream(mosek.streamtype.log, new msgclass(""));
/* Append numcon empty constraints.
* The constraints will initially have no bounds. */
task.appendcons(numcon);
/* Append numbarvar semidefinite variables. */
task.appendbarvars(dimbarvar);
/* Set objective (6 nonzeros).*/
task.putbarcblocktriplet(6, Cj, Ck, Cl, Cv);
/* Set the equality constraint (6 nonzeros).*/
task.putbarablocktriplet(6, Ai, Aj, Ak, Al, Av);
/* Set the inequality constraint (1 nonzero).*/
task.putbarablocktriplet(1, A2i, A2j, A2k, A2l, A2v);
/* Set constraint bounds */
task.putconboundslice(0, 2, bkc, blc, buc);
/* Run optimizer */
task.optimize();
task.solutionsummary(mosek.streamtype.msg);
mosek.solsta solsta = task.getsolsta(mosek.soltype.itr);
switch (solsta)
{
case mosek.solsta.optimal:
/* Retrieve the soution for all symmetric variables */
Console.WriteLine("Solution (lower triangular part vectorized):");
for (int i = 0; i < numbarvar; i++)
{
int dim = dimbarvar[i] * (dimbarvar[i] + 1) / 2;
double[] barx = new double[dim];
task.getbarxj(mosek.soltype.itr, i, barx);
Console.Write("X" + (i + 1) + ": ");
for (int j = 0; j < dim; ++j)
{
Console.Write(barx[j] + " ");
}
Console.WriteLine();
}
break;
case mosek.solsta.dual_infeas_cer:
case mosek.solsta.prim_infeas_cer:
Console.WriteLine("Primal or dual infeasibility certificate found.");
break;
case mosek.solsta.unknown:
Console.WriteLine("The status of the solution could not be determined.");
break;
default:
Console.WriteLine("Other solution status.");
break;
}
}
}
}
