# CVXOPT + MOSEK example
#
# Demonstrates how to set MOSEK parameters and dump task files from CVXOPT

import cvxopt
from cvxopt import matrix
import mosek

Q = 2*matrix([ [2, .5], [.5, 1] ])
p = matrix([1.0, 1.0])
G = matrix([[-1.0,0.0],[0.0,-1.0]])
h = matrix([0.0,0.0])
A = matrix([1.0, 1.0], (1,2))
b = matrix(1.0)

cvxopt.solvers.options['mosek'] = {mosek.dparam.optimizer_max_time:  100.0, 
                                   mosek.iparam.intpnt_solve_form:   mosek.solveform.dual}

cvxopt.solvers.options['verbose'] = False

sol=cvxopt.solvers.qp(Q, p, G, h, A, b, solver='mosek')