14.1 Fusion API conventions

14.1.1 General conventions

All the classes of the Fusion interface are contained in the package mosek.fusion. The user should not directly instantiate objects of any class other than creating a Model.

M = Model()
M = Model('modelName')

with Model() as M:

The model is the main access point to an optimization problem and its solution. All other objects should be created through the model (Model.variable, Model.constraint, etc.) or using static factory methods (Matrix.sparse etc.).

14.1.2 Numerical types

Whenever a method expects a numeric or integer array, this can be either a Python list or a NumPy array of appropriate shape.

For NumPy arrays the element type must agree exactly with the type expected by the method, for instance for an argument of type float[] one can pass an array of type numpy.array(dtype=float) but not of type numpy.array(dtype=int).

For sparse arrays use a Matrix created with Matrix.sparse.

14.1.3 Pythonic extensions

Standard Python arithmetic operators and extensions known for example from NumPy can be used in Fusion upon importing the following extension:

import mosek.fusion.pythonic

14.1.3.1 Arithmetic operators

Operators +, -, @, *, / are available for affine expressions or constants of matching dimensions, as equivalents to Expr.add (+), Expr.sub (-), Expr.neg (-), Expr.mul (*,@). Operator precedence is handled by Python. Transposition of variables, expressions and matrices can be obtained with .T.

With mosek.fusion.pythonic

Standard Fusion

 
x + b

x - b

A @ x

A @ x + c

x / 4.0

2 * y + A @ (x - b)

x.T @ mu - alpha * gamma

Expr.add(x, b)

Expr.sub(x, b)

Expr.mul(A, x)

Expr.add(Expr.mul(A, x), c)

Expr.mul(x, 0.25)

Expr.add(Expr.mul(2, y), Expr.mul(A, Expr.sub(x, b)))

Expr.sub(Expr.dot(x, mu), Expr.mul(alpha, gamma))

14.1.3.2 Constraints

Operators <=, >=, == can be used to define linear constraints. The operator == can also be used as a shorthand to indicate membership in other domains.

With mosek.fusion.pythonic

Standard Fusion

 
M.constraint(A @ x + c >= 0)

M.constraint("lt", A @ x <= y + c)

M.constraint("eq", A @ (x - b) == y + c)

M.constraint(5 * x == Domain.inRange(-1, 1))

M.constraint("cone", Expr.vstack(0.1, A @ x) == Domain.inQCone())

M.constraint(Expr.add(Expr.mul(A, x), c), Domain.greaterThan(0))

M.constraint("lt", Expr.sub(Expr.mul(A, x), y), Domain.lessThan(c))

M.constraint("eq", Expr.sub(Expr.mul(A, Expr.sub(x, b)), y), Domain.equalsTo(c))

M.constraint(Expr.mul(5, x), Domain.inRange(-1, 1))

M.constraint("cone", Expr.vstack(0.1, Expr.mul(A, x)), Domain.inQCone())

14.1.3.3 Indexing and slicing

The index operator [] plays the role of the indexing and slicing methods Expression.index ([]), Expression.slice ([]), Expression.pick ([]) and their analogues for variables and parameters. Standard conventions about empty slice bounds and negative indices and slice bounds apply (for example x[-1] is the last entry of x).

With mosek.fusion.pythonic

Standard Fusion

 
# index
x[1]

# pick
x[[1,2,4]]

# 2-dim index
z[3, 4]

# 2-dim slice
z[2:4, :9]

# 2-dim pick
z[[(1, 2), (2, 3), (4, 5)]]

# index
x.index(1)

# pick
x.pick([1,2,4])

# 2-dim index
z.index([3, 4])

# 2-dim slice
z.slice([2, 0], [4, 9])

# 2-dim pick
z.pick([[1, 2], [2, 3], [4, 5]])

14.1.3.4 Logical operators in disjunctions

Operators | and & can be used as OR and AND to form simple disjunctions. They only make sense within Model.disjunction (|). Note that the default precedence rules will usually require parenthesizing all clauses.

With mosek.fusion.pythonic

Standard Fusion

 
M.disjunction((x[i] == 0) | (x[i] == Domain.inRange(2, 3)))


M.disjunction( ((y <= -1) & (z == 0)) | ((y >= 1) & (z == 1)) )




M.disjunction( ((A @ x >= c) & (z == 1)) | (z == 0) )



M.disjunction(DJC.term(x.index(i), Domain.equalsTo(0)), 
              DJC.term(x.index(i), Domain.inRange(2, 3)) )

M.disjunction(DJC.AND(DJC.term(y, Domain.lessThan(-1)),
                      DJC.term(z, Domain.equalsTo(0)) ),
              DJC.AND(DJC.term(y, Domain.greaterThan(1)),
                      DJC.term(z, Domain.equalsTo(1)) ) )

M.disjunction(DJC.AND(DJC.term(Expr.sub(Expr.mul(A, x), c), Domain.greaterThan(0)),
                      DJC.term(z, Domain.equalsTo(1)) ),
              DJC.term(z, Domain.equalsTo(0)) )

14.1.3.5 Miscellaneous

Other syntactic additions.

With mosek.fusion.pythonic

Standard Fusion

 
print(f"{x.shape}")

print(f"{x.getShape()}")