public static void Main()
{
const double
infinity = 0;
mosek.boundkey[] bkc = new mosek.boundkey[] {
mosek.boundkey.up, mosek.boundkey.up,
mosek.boundkey.up, mosek.boundkey.fx,
mosek.boundkey.fx, mosek.boundkey.fx,
mosek.boundkey.fx
};
mosek.boundkey[] bkx = new mosek.boundkey[] {
mosek.boundkey.lo, mosek.boundkey.lo,
mosek.boundkey.lo, mosek.boundkey.lo,
mosek.boundkey.lo, mosek.boundkey.lo,
mosek.boundkey.lo
};
int[] ptrb = new int[] { 0, 2, 4, 6, 8, 10, 12 };
int[] ptre = new int[] { 2, 4, 6, 8, 10, 12, 14 };
int[] sub = new int[] { 0, 3, 0, 4, 1, 5, 1, 6, 2, 3, 2, 5, 2, 6 };
double[] blc = new double[] {
-infinity, -infinity,
-infinity, 800, 100, 500, 500
};
double[] buc = new double[] { 400, 1200, 1000, 800, 100, 500, 500 };
double[] c = new double[] { 1.0, 2.0, 5.0, 2.0, 1.0, 2.0, 1.0 };
double[] blx = new double[] { 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0 };
double[] bux = new double[] { infinity,
infinity,
infinity,
infinity,
infinity,
infinity,
infinity };
double[] val = new double[] { 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0,
1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0 };
int numcon = 7; /* Number of constraints. */
int numvar = 7; /* Number of variables. */
try
{
using (mosek.Env env = new mosek.Env())
{
using (mosek.Task task = new mosek.Task(env))
{
// Directs the log task stream to the user specified
// method task_msg_obj.streamCB
task.set_Stream(mosek.streamtype.log, new msgclass("[task]"));
task.inputdata(numcon, numvar,
c,
0.0,
ptrb,
ptre,
sub,
val,
bkc,
blc,
buc,
bkx,
blx,
bux);
/* A maximization problem */
task.putobjsense(mosek.objsense.minimize);
try
{
task.optimize();
}
catch (mosek.Warning w)
{
Console.WriteLine("Mosek warning:");
Console.WriteLine(w.Code);
Console.WriteLine(w);
}
/* Analyze upper bound on c1 and the equality constraint on c4 */
int[] subi = new int [] { 0, 3 };
mosek.mark[] marki = new mosek.mark[] { mosek.mark.up,
mosek.mark.up };
/* Analyze lower bound on the variables x12 and x31 */
int[] subj = new int [] { 1, 4 };
mosek.mark[] markj = new mosek.mark[] { mosek.mark.lo,
mosek.mark.lo };
double[] leftpricei = new double[2];
double[] rightpricei = new double[2];
double[] leftrangei = new double[2];
double[] rightrangei = new double[2];
double[] leftpricej = new double[2];
double[] rightpricej = new double[2];
double[] leftrangej = new double[2];
double[] rightrangej = new double[2];
task.primalsensitivity(subi,
marki,
subj,
markj,
leftpricei,
rightpricei,
leftrangei,
rightrangei,
leftpricej,
rightpricej,
leftrangej,
rightrangej);
Console.Write("Results from sensitivity analysis on bounds:\n");
Console.Write("For constraints:\n");
for (int i = 0; i < 2; ++i)
{
Console.Write(
"leftprice = {0}, rightprice = {1},leftrange = {2}, rightrange ={3}\n",
leftpricei[i], rightpricei[i], leftrangei[i], rightrangei[i]);
}
Console.Write("For variables:\n");
for (int i = 0; i < 2; ++i)
{
Console.Write(
"leftprice = {0}, rightprice = {1},leftrange = {2}, rightrange ={3}\n",
leftpricej[i], rightpricej[i], leftrangej[i], rightrangej[i]);
}
double[] leftprice = new double[2];
double[] rightprice = new double[2];
double[] leftrange = new double[2];
double[] rightrange = new double[2];
int[] subc = new int[] { 2, 5 };
task.dualsensitivity(subc,
leftprice,
rightprice,
leftrange,
rightrange
);
Console.Write("Results from sensitivity analysis on objective coefficients:");
for (int i = 0; i < 2; ++i)
{
Console.Write(
"leftprice = {0}, rightprice = {1},leftrange = {2}, rightrange = {3}\n",
leftprice[i], rightprice[i], leftrange[i], rightrange[i]);
}
}
}
}
catch (mosek.Exception e)
{
Console.WriteLine(e.Code);
Console.WriteLine(e);
throw;
}
}
public static void Main ()
{
const double
infinity = 0;
mosek.boundkey[] bkc = new mosek.boundkey[]{
mosek.boundkey.up,mosek.boundkey.up,
mosek.boundkey.up,mosek.boundkey.fx,
mosek.boundkey.fx,mosek.boundkey.fx,
mosek.boundkey.fx
};
mosek.boundkey[] bkx = new mosek.boundkey[]{
mosek.boundkey.lo,mosek.boundkey.lo,
mosek.boundkey.lo,mosek.boundkey.lo,
mosek.boundkey.lo,mosek.boundkey.lo,
mosek.boundkey.lo};
int[] ptrb= new int[]{0,2,4,6,8,10,12};
int[] ptre= new int[]{2,4,6,8,10,12,14};
int[] sub = new int[]{0,3,0,4,1,5,1,6,2,3,2,5,2,6};
double[] blc = new double[]{
-infinity,-infinity,
-infinity,800,100,500,500};
double[] buc = new double[]{400,1200,1000,800,100,500,500};
double[] c = new double[]{1.0,2.0,5.0,2.0,1.0,2.0,1.0};
double[] blx = new double[]{0.0,0.0,0.0,0.0,0.0,0.0,0.0};
double[] bux = new double[]{infinity,
infinity,
infinity,
infinity,
infinity,
infinity,
infinity};
double[] val = new double[]{1.0,1.0,1.0,1.0,1.0,1.0,1.0,
1.0,1.0,1.0,1.0,1.0,1.0,1.0};
int numcon = 7; /* Number of constraints. */
int numvar = 7; /* Number of variables. */
try
{
using (mosek.Env env = new mosek.Env())
{
using (mosek.Task task = new mosek.Task(env))
{
// Directs the log task stream to the user specified
// method task_msg_obj.streamCB
task.set_Stream(mosek.streamtype.log, new msgclass ("[task]"));
task.inputdata(numcon,numvar,
c,
0.0,
ptrb,
ptre,
sub,
val,
bkc,
blc,
buc,
bkx,
blx,
bux);
/* A maximization problem */
task.putobjsense(mosek.objsense.minimize);
try
{
task.optimize();
}
catch (mosek.Warning w)
{
Console.WriteLine("Mosek warning:");
Console.WriteLine (w.Code);
Console.WriteLine (w);
}
/* Analyze upper bound on c1 and the equality constraint on c4 */
int[] subi = new int []{0,3};
mosek.mark[] marki = new mosek.mark[]{mosek.mark.up,
mosek.mark.up};
/* Analyze lower bound on the variables x12 and x31 */
int[] subj = new int []{1,4};
mosek.mark[] markj = new mosek.mark[] {mosek.mark.lo,
mosek.mark.lo};
double[] leftpricei = new double[2];
double[] rightpricei = new double[2];
double[] leftrangei = new double[2];
double[] rightrangei = new double[2];
double[] leftpricej = new double[2];
double[] rightpricej = new double[2];
double[] leftrangej = new double[2];
double[] rightrangej = new double[2];
task.primalsensitivity( subi,
marki,
subj,
markj,
leftpricei,
rightpricei,
leftrangei,
rightrangei,
leftpricej,
rightpricej,
leftrangej,
rightrangej);
Console.Write("Results from sensitivity analysis on bounds:\n");
Console.Write("For constraints:\n");
for (int i=0;i<2;++i)
Console.Write(
"leftprice = {0}, rightprice = {1},leftrange = {2}, rightrange ={3}\n",
leftpricei[i], rightpricei[i], leftrangei[i], rightrangei[i]);
Console.Write("For variables:\n");
for (int i=0;i<2;++i)
Console.Write(
"leftprice = {0}, rightprice = {1},leftrange = {2}, rightrange ={3}\n",
leftpricej[i], rightpricej[i], leftrangej[i], rightrangej[i]);
double[] leftprice = new double[2];
double[] rightprice = new double[2];
double[] leftrange = new double[2];
double[] rightrange = new double[2];
int[] subc = new int[]{2,5};
task.dualsensitivity( subc,
leftprice,
rightprice,
leftrange,
rightrange
);
Console.Write("Results from sensitivity analysis on objective coefficients:");
for (int i=0;i<2;++i)
Console.Write(
"leftprice = {0}, rightprice = {1},leftrange = {2}, rightrange = {3}\n",
leftprice[i], rightprice[i], leftrange[i], rightrange[i]);
}
}
}
catch (mosek.Exception e)
{
Console.WriteLine (e.Code);
Console.WriteLine (e);
throw;
}
}
