private void PutObj(mosek.Task task)
{
if (GoalCount > 1)
{
throw new MosekMsfUnsupportedFeatureException("Multiple goals.");
}
foreach (ILinearGoal goal in Goals)
{
if (goal.Enabled)
{
if (goal.Minimize)
{
task.putobjsense(mosek.objsense.minimize);
}
else
{
task.putobjsense(mosek.objsense.maximize);
}
if (IsRow(goal.Index))
{
goalUsed = goal;
double mul = -(1.0 / (double)GetCoefficient(goal.Index, goal.Index));
foreach (LinearEntry e in GetRowEntries(goal.Index))
{
task.putcj(varMap[e.Index], (double)e.Value * mul);
}
foreach (QuadraticEntry e in GetRowQuadraticEntries(goal.Index))
{
double mul2 = 1.0;
if (e.Index2 == e.Index1)
{
mul2 = 2.0;
}
/* We assume that either q_ij or q_ji is nonzero, not both.
* We put all elements in the lower triangular part. */
int index1 = varMap[e.Index1];
int index2 = varMap[e.Index2];
int ltIndex1 = System.Math.Max(index1, index2);
int ltIndex2 = System.Math.Min(index1, index2);
task.putqobjij(ltIndex1, ltIndex2, (double)e.Value * mul * mul2);
}
}
else
{
task.putcj(varMap[goal.Index], 1.0);
}
}
}
}