def test_conic(self):
model = pmo.block()
model.o = pmo.objective(0.0)
model.c = pmo.constraint(body=0.0, rhs=1)
b = model.quadratic = pmo.block()
b.x = pmo.variable_tuple((pmo.variable(), pmo.variable()))
b.r = pmo.variable(lb=0)
b.c = pmo.conic.quadratic(x=b.x, r=b.r)
model.o.expr += b.r
model.c.body += b.r
del b
b = model.rotated_quadratic = pmo.block()
b.x = pmo.variable_tuple((pmo.variable(), pmo.variable()))
b.r1 = pmo.variable(lb=0)
b.r2 = pmo.variable(lb=0)
b.c = pmo.conic.rotated_quadratic(x=b.x, r1=b.r1, r2=b.r2)
model.o.expr += b.r1 + b.r2
model.c.body += b.r1 + b.r2
del b
import mosek
if mosek.Env().getversion() >= (9, 0, 0):
b = model.primal_exponential = pmo.block()
b.x1 = pmo.variable(lb=0)
b.x2 = pmo.variable()
b.r = pmo.variable(lb=0)
b.c = pmo.conic.primal_exponential(x1=b.x1, x2=b.x2, r=b.r)
model.o.expr += b.r
model.c.body += b.r
del b
b = model.primal_power = pmo.block()
b.x = pmo.variable_tuple((pmo.variable(), pmo.variable()))
b.r1 = pmo.variable(lb=0)
b.r2 = pmo.variable(lb=0)
b.c = pmo.conic.primal_power(x=b.x, r1=b.r1, r2=b.r2, alpha=0.6)
model.o.expr += b.r1 + b.r2
model.c.body += b.r1 + b.r2
del b
b = model.dual_exponential = pmo.block()
b.x1 = pmo.variable()
b.x2 = pmo.variable(ub=0)
b.r = pmo.variable(lb=0)
b.c = pmo.conic.dual_exponential(x1=b.x1, x2=b.x2, r=b.r)
model.o.expr += b.r
model.c.body += b.r
del b
b = model.dual_power = pmo.block()
b.x = pmo.variable_tuple((pmo.variable(), pmo.variable()))
b.r1 = pmo.variable(lb=0)
b.r2 = pmo.variable(lb=0)
b.c = pmo.conic.dual_power(x=b.x, r1=b.r1, r2=b.r2, alpha=0.4)
model.o.expr += b.r1 + b.r2
model.c.body += b.r1 + b.r2
opt = pmo.SolverFactory("mosek_direct")
results = opt.solve(model)
self.assertEqual(results.solution.status, SolutionStatus.optimal)
def test_conic(self):
model = pmo.block()
model.o = pmo.objective(0.0)
model.c = pmo.constraint(body=0.0,
rhs=1)
b = model.quadratic = pmo.block()
b.x = pmo.variable_tuple((pmo.variable(),
pmo.variable()))
b.r = pmo.variable(lb=0)
b.c = pmo.conic.quadratic(x=b.x,
r=b.r)
model.o.expr += b.r
model.c.body += b.r
del b
b = model.rotated_quadratic = pmo.block()
b.x = pmo.variable_tuple((pmo.variable(),
pmo.variable()))
b.r1 = pmo.variable(lb=0)
b.r2 = pmo.variable(lb=0)
b.c = pmo.conic.rotated_quadratic(x=b.x,
r1=b.r1,
r2=b.r2)
model.o.expr += b.r1 + b.r2
model.c.body += b.r1 + b.r2
del b
if mosek_version >= (9,0,0):
b = model.primal_exponential = pmo.block()
b.x1 = pmo.variable(lb=0)
b.x2 = pmo.variable()
b.r = pmo.variable(lb=0)
b.c = pmo.conic.primal_exponential(x1=b.x1,
x2=b.x2,
r=b.r)
model.o.expr += b.r
model.c.body += b.r
del b
b = model.primal_power = pmo.block()
b.x = pmo.variable_tuple((pmo.variable(),
pmo.variable()))
b.r1 = pmo.variable(lb=0)
b.r2 = pmo.variable(lb=0)
b.c = pmo.conic.primal_power(x=b.x,
r1=b.r1,
r2=b.r2,
alpha=0.6)
model.o.expr += b.r1 + b.r2
model.c.body += b.r1 + b.r2
del b
b = model.dual_exponential = pmo.block()
b.x1 = pmo.variable()
b.x2 = pmo.variable(ub=0)
b.r = pmo.variable(lb=0)
b.c = pmo.conic.dual_exponential(x1=b.x1,
x2=b.x2,
r=b.r)
model.o.expr += b.r
model.c.body += b.r
del b
b = model.dual_power = pmo.block()
b.x = pmo.variable_tuple((pmo.variable(),
pmo.variable()))
b.r1 = pmo.variable(lb=0)
b.r2 = pmo.variable(lb=0)
b.c = pmo.conic.dual_power(x=b.x,
r1=b.r1,
r2=b.r2,
alpha=0.4)
model.o.expr += b.r1 + b.r2
model.c.body += b.r1 + b.r2
opt = pmo.SolverFactory("mosek")
results = opt.solve(model)
self.assertEqual(results.solution.status,
SolutionStatus.optimal)