15.3 Class Env¶

mosek.Env
¶ The MOSEK global environment.

Env.Env
¶ Env()
Env(String dbgfile)
Constructor of a new environment.
Parameters:
(dbgfile
String
) – File where the memory debugging log is written. (input)

Env.axpy
¶ void axpy (int n, double alpha, double[] x, double[] y)
Adds \(\alpha x\) to \(y\), i.e. performs the update
\[y := \alpha x + y.\]Note that the result is stored overwriting \(y\). It must not overlap with the other input arrays.
Parameters:
(n
int
) – Length of the vectors. (input)
(alpha
double
) – The scalar that multiplies \(x\). (input)
(x
double
[]
) – The \(x\) vector. (input)
(y
double
[]
) – The \(y\) vector. (input/output)
Groups:

Env.checkinall
¶ void checkinall ()
Check in all unused license features to the license token server.
Groups: License system

Env.checkinlicense
¶ void checkinlicense (mosek.feature feature)
Check in a license feature to the license server. By default all licenses consumed by functions using a single environment are kept checked out for the lifetime of the MOSEK environment. This function checks in a given license feature back to the license server immediately.
If the given license feature is not checked out at all, or it is in use by a call to
Task.optimize
, calling this function has no effect.Please note that returning a license to the license server incurs a small overhead, so frequent calls to this function should be avoided.
Parameters:
(feature
mosek.feature
) – Feature to check in to the license system. (input)Groups: License system

Env.checkoutlicense
¶ void checkoutlicense (mosek.feature feature)
Checks out a license feature from the license server. Normally the required license features will be automatically checked out the first time they are needed by the function
Task.optimize
. This function can be used to check out one or more features ahead of time.The feature will remain checked out until the environment is deleted or the function
Env.checkinlicense
is called.If a given feature is already checked out when this function is called, the call has no effect.
Parameters:
(feature
mosek.feature
) – Feature to check out from the license system. (input)Groups: License system

Env.computesparsecholesky
¶ void computesparsecholesky (int multithread, int ordermethod, double tolsingular, int[] anzc, long[] aptrc, int[] asubc, double[] avalc, int[][] perm, double[][] diag, int[][] lnzc, long[][] lptrc, long[] lensubnval, int[][] lsubc, double[][] lvalc)
The function computes a Cholesky factorization of a sparse positive semidefinite matrix. Sparsity is exploited during the computations to reduce the amount of space and work required. Both the input and output matrices are represented using the sparse format.
To be precise, given a symmetric matrix \(A \in \real^{n\times n}\) the function computes a nonsingular lower triangular matrix \(L\), a diagonal matrix \(D\) and a permutation matrix \(P\) such that
\[LL^T  D = P A P^T.\]If
ordermethod
is zero then reordering heuristics are not employed and \(P\) is the identity.If a pivot during the computation of the Cholesky factorization is less than
\[\rho\cdot\max((PAP^T)_{jj},1.0)\]then the matrix is declared negative semidefinite. On the hand if a pivot is smaller than
\[\rho\cdot\max((PAP^T)_{jj},1.0),\]then \(D_{jj}\) is increased from zero to
\[\rho\cdot\max((PAP^T)_{jj},1.0).\]Therefore, if \(A\) is sufficiently positive definite then \(D\) will be the zero matrix. Here \(\rho\) is set equal to value of
tolsingular
.Parameters:
(multithread
int
) – If nonzero then the function may exploit multiple threads. (input)
(ordermethod
int
) – If nonzero, then a sparsity preserving ordering will be employed. (input)
(tolsingular
double
) – A positive parameter controlling when a pivot is declared zero. (input)
(anzc
int
[]
) –anzc[j]
is the number of nonzeros in the \(j\)th column of \(A\). (input)
(aptrc
long
[]
) –aptrc[j]
is a pointer to the first element in column \(j\) of \(A\). (input)
(asubc
int
[]
) – Row indexes for each column stored in increasing order. (input)
(avalc
double
[]
) – The value corresponding to row indexed stored inasubc
. (input)
(perm
int
[]
by reference) – Permutation array used to specify the permutation matrix \(P\) computed by the function. (output)
(diag
double
[]
by reference) – The diagonal elements of matrix \(D\). (output)
(lnzc
int
[]
by reference) –lnzc[j]
is the number of non zero elements in column \(j\) of \(L\). (output)
(lptrc
long
[]
by reference) –lptrc[j]
is a pointer to the first row index and value in column \(j\) of \(L\). (output)
(lensubnval
long
by reference) – Number of elements inlsubc
andlvalc
. (output)
(lsubc
int
[]
by reference) – Row indexes for each column stored in increasing order. (output)
(lvalc
double
[]
by reference) – The values corresponding to row indexed stored inlsubc
. (output)
Groups:

Env.dispose
¶ void dispose()
Free the underlying native allocation.

Env.dot
¶ void dot (int n, double[] x, double[] y, double[] xty)
Computes the inner product of two vectors \(x,y\) of length \(n\geq 0\), i.e
\[x\cdot y= \sum_{i=1}^n x_i y_i.\]Note that if \(n=0\), then the result of the operation is 0.
Parameters:
(n
int
) – Length of the vectors. (input)
(x
double
[]
) – The \(x\) vector. (input)
(y
double
[]
) – The \(y\) vector. (input)
(xty
double
by reference) – The result of the inner product between \(x\) and \(y\). (output)
Groups:

Env.echointro
¶ void echointro (int longver)
Prints an intro to message stream.
Parameters:
(longver
int
) – If nonzero, then the intro is slightly longer. (input)Groups: Logging

Env.gemm
¶ void gemm (mosek.transpose transa, mosek.transpose transb, int m, int n, int k, double alpha, double[] a, double[] b, double beta, double[] c)
Performs a matrix multiplication plus addition of dense matrices. Given \(A\), \(B\) and \(C\) of compatible dimensions, this function computes
\[C:= \alpha op(A)op(B) + \beta C\]where \(\alpha,\beta\) are two scalar values. The function \(op(X)\) denotes \(X\) if transX is
transpose.no
, or \(X^T\) if set totranspose.yes
. The matrix \(C\) has \(m\) rows and \(n\) columns, and the other matrices must have compatible dimensions.The result of this operation is stored in \(C\). It must not overlap with the other input arrays.
Parameters:
(transa
mosek.transpose
) – Indicates whether the matrix \(A\) must be transposed. (input)
(transb
mosek.transpose
) – Indicates whether the matrix \(B\) must be transposed. (input)
(m
int
) – Indicates the number of rows of matrix \(C\). (input)
(n
int
) – Indicates the number of columns of matrix \(C\). (input)
(k
int
) – Specifies the common dimension along which \(op(A)\) and \(op(B)\) are multiplied. For example, if neither \(A\) nor \(B\) are transposed, then this is the number of columns in \(A\) and also the number of rows in \(B\). (input)
(alpha
double
) – A scalar value multiplying the result of the matrix multiplication. (input)
(a
double
[]
) – The pointer to the array storing matrix \(A\) in a columnmajor format. (input)
(b
double
[]
) – The pointer to the array storing matrix \(B\) in a columnmajor format. (input)
(beta
double
) – A scalar value that multiplies \(C\). (input)
(c
double
[]
) – The pointer to the array storing matrix \(C\) in a columnmajor format. (input/output)
Groups:

Env.gemv
¶ void gemv (mosek.transpose transa, int m, int n, double alpha, double[] a, double[] x, double beta, double[] y)
Computes the multiplication of a scaled dense matrix times a dense vector, plus a scaled dense vector. Precisely, if
trans
istranspose.no
then the update is\[y := \alpha A x + \beta y,\]and if
trans
istranspose.yes
then\[y := \alpha A^T x + \beta y,\]where \(\alpha,\beta\) are scalar values and \(A\) is a matrix with \(m\) rows and \(n\) columns.
Note that the result is stored overwriting \(y\). It must not overlap with the other input arrays.
Parameters:
(transa
mosek.transpose
) – Indicates whether the matrix \(A\) must be transposed. (input)
(m
int
) – Specifies the number of rows of the matrix \(A\). (input)
(n
int
) – Specifies the number of columns of the matrix \(A\). (input)
(alpha
double
) – A scalar value multiplying the matrix \(A\). (input)
(a
double
[]
) – A pointer to the array storing matrix \(A\) in a columnmajor format. (input)
(x
double
[]
) – A pointer to the array storing the vector \(x\). (input)
(beta
double
) – A scalar value multiplying the vector \(y\). (input)
(y
double
[]
) – A pointer to the array storing the vector \(y\). (input/output)
Groups:

Env.getcodedesc
¶ static void getcodedesc (mosek.rescode code, StringBuffer symname, StringBuffer str)
Obtains a short description of the meaning of the response code given by
code
.Parameters:
(code
mosek.rescode
) – A valid MOSEK response code. (input)
(symname
StringBuffer
) – Symbolic name corresponding tocode
. (output)
(str
StringBuffer
) – Obtains a short description of a response code. (output)
Groups:

Env.getversion
¶ static void getversion (int[] major, int[] minor, int[] revision)
Obtains MOSEK version information.
Parameters:
(major
int
by reference) – Major version number. (output)
(minor
int
by reference) – Minor version number. (output)
(revision
int
by reference) – Revision number. (output)
Groups:

Env.licensecleanup
¶ static void licensecleanup ()
Stops all threads and deletes all handles used by the license system. If this function is called, it must be called as the last MOSEK API call. No other MOSEK API calls are valid after this.
Groups: License system

Env.linkfiletostream
¶ void linkfiletostream (mosek.streamtype whichstream, String filename, int append)
Sends all output from the stream defined by
whichstream
to the file given byfilename
.Parameters:
(whichstream
mosek.streamtype
) – Index of the stream. (input)
(filename
String
) – A valid file name. (input)
(append
int
) – If this argument is 0 the file will be overwritten, otherwise it will be appended to. (input)
Groups:

Env.potrf
¶ void potrf (mosek.uplo uplo, int n, double[] a)
Computes a Cholesky factorization of a real symmetric positive definite dense matrix.
Parameters:
(uplo
mosek.uplo
) – Indicates whether the upper or lower triangular part of the matrix is stored. (input)
(n
int
) – Dimension of the symmetric matrix. (input)
(a
double
[]
) – A symmetric matrix stored in columnmajor order. Only the lower or the upper triangular part is used, accordingly with theuplo
parameter. It will contain the result on exit. (input/output)
Groups:

Env.putlicensecode
¶ void putlicensecode (int[] code)
Input a runtime license code.
Parameters:
(code
int
[]
) – A runtime license code. (input)Groups: License system

Env.putlicensedebug
¶ void putlicensedebug (int licdebug)
Enables debug information for the license system. If
licdebug
is nonzero, then MOSEK will print debug info regarding the license checkout.Parameters:
(licdebug
int
) – Whether license checkout debug info should be printed. (input)Groups: License system

Env.putlicensepath
¶ void putlicensepath (String licensepath)
Set the path to the license file.
Parameters:
(licensepath
String
) – A path specifying where to search for the license. (input)Groups: License system

Env.putlicensewait
¶ void putlicensewait (int licwait)
Control whether MOSEK should wait for an available license if no license is available. If
licwait
is nonzero, then MOSEK will wait forlicwait1
milliseconds between each check for an available license.Parameters:
(licwait
int
) – Whether MOSEK should wait for a license if no license is available. (input)Groups: License system

Env.set_Stream
¶ void set_Stream (mosek.streamtype whichstream, mosek.Stream callback)
Directs all output from an environment stream to a callback object.
Can for example be called as:
env.set_Stream(mosek.streamtype.log, new Stream() { public void stream(String s) { System.out.print(s); } } );
Parameters:
(whichstream
streamtype
) – Index of the stream. (input)
(callback
Stream
) – The callback object. (input)

Env.setupthreads
¶ void setupthreads (int numthreads)
Preallocates a thread pool for the interiorpoint and conic optimizers in the current process. This function should only be called once per process, before first optimization. Future settings of the parameter
iparam.num_threads
will be irrelevant for the conic optimizer.Parameters:
(numthreads
int
) – Number of threads. (input)Groups: System, memory and debugging

Env.sparsetriangularsolvedense
¶ void sparsetriangularsolvedense (mosek.transpose transposed, int[] lnzc, long[] lptrc, int[] lsubc, double[] lvalc, double[] b)
The function solves a triangular system of the form
\[L x = b\]or
\[L^T x = b\]where \(L\) is a sparse lower triangular nonsingular matrix. This implies in particular that diagonals in \(L\) are nonzero.
Parameters:
(transposed
mosek.transpose
) – Controls whether to use with \(L\) or \(L^T\). (input)
(lnzc
int
[]
) –lnzc[j]
is the number of nonzeros in columnj
. (input)
(lptrc
long
[]
) –lptrc[j]
is a pointer to the first row index and value in columnj
. (input)
(lsubc
int
[]
) – Row indexes for each column stored sequentially. Must be stored in increasing order for each column. (input)
(lvalc
double
[]
) – The value corresponding to the row index stored inlsubc
. (input)
(b
double
[]
) – The righthand side of linear equation system to be solved as a dense vector. (input/output)
Groups:

Env.syeig
¶ void syeig (mosek.uplo uplo, int n, double[] a, double[] w)
Computes all eigenvalues of a real symmetric matrix \(A\). Given a matrix \(A\in\real^{n\times n}\) it returns a vector \(w\in\real^n\) containing the eigenvalues of \(A\).
Parameters:
(uplo
mosek.uplo
) – Indicates whether the upper or lower triangular part is used. (input)
(n
int
) – Dimension of the symmetric input matrix. (input)
(a
double
[]
) – A symmetric matrix \(A\) stored in columnmajor order. Only the part indicated byuplo
is used. (input)
(w
double
[]
) – Array of length at leastn
containing the eigenvalues of \(A\). (output)
Groups:

Env.syevd
¶ void syevd (mosek.uplo uplo, int n, double[] a, double[] w)
Computes all the eigenvalues and eigenvectors a real symmetric matrix. Given the input matrix \(A\in \real^{n\times n}\), this function returns a vector \(w\in \real^n\) containing the eigenvalues of \(A\) and it also computes the eigenvectors of \(A\). Therefore, this function computes the eigenvalue decomposition of \(A\) as
\[A= U V U^T,\]where \(V=\diag(w)\) and \(U\) contains the eigenvectors of \(A\).
Note that the matrix \(U\) overwrites the input data \(A\).
Parameters:
(uplo
mosek.uplo
) – Indicates whether the upper or lower triangular part is used. (input)
(n
int
) – Dimension of the symmetric input matrix. (input)
(a
double
[]
) – A symmetric matrix \(A\) stored in columnmajor order. Only the part indicated byuplo
is used. On exit it will be overwritten by the matrix \(U\). (input/output)
(w
double
[]
) – Array of length at leastn
containing the eigenvalues of \(A\). (output)
Groups:

Env.syrk
¶ void syrk (mosek.uplo uplo, mosek.transpose trans, int n, int k, double alpha, double[] a, double beta, double[] c)
Performs a symmetric rank\(k\) update for a symmetric matrix.
Given a symmetric matrix \(C\in \real^{n\times n}\), two scalars \(\alpha,\beta\) and a matrix \(A\) of rank \(k\leq n\), it computes either
\[C := \alpha A A^T + \beta C,\]when
trans
is set totranspose.no
and \(A\in \real^{n\times k}\), or\[C := \alpha A^T A + \beta C,\]when
trans
is set totranspose.yes
and \(A\in \real^{k\times n}\).Only the part of \(C\) indicated by
uplo
is used and only that part is updated with the result. It must not overlap with the other input arrays.Parameters:
(uplo
mosek.uplo
) – Indicates whether the upper or lower triangular part of \(C\) is used. (input)
(trans
mosek.transpose
) – Indicates whether the matrix \(A\) must be transposed. (input)
(n
int
) – Specifies the order of \(C\). (input)
(k
int
) – Indicates the number of rows or columns of \(A\), depending on whether or not it is transposed, and its rank. (input)
(alpha
double
) – A scalar value multiplying the result of the matrix multiplication. (input)
(a
double
[]
) – The pointer to the array storing matrix \(A\) in a columnmajor format. (input)
(beta
double
) – A scalar value that multiplies \(C\). (input)
(c
double
[]
) – The pointer to the array storing matrix \(C\) in a columnmajor format. (input/output)
Groups: