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.Dispose
void Dispose ()

Free the underlying native allocation.

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

Linear algebra

Env.checkinall
void checkinall ()

Check in all unused license features to the license token server.

Groups

License system

Env.checkinlicense
void checkinlicense (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 (feature) – Feature to check in to the license system. (input)

Groups

License system

Env.checkoutlicense
void checkoutlicense (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 (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,
   out int[] perm,
   out double[] diag,
   out int[] lnzc,
   out long[] lptrc,
   out long lensubnval,
   out int[] lsubc,
   out 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 in asubc. (input)

  • perm (int[]) – Permutation array used to specify the permutation matrix \(P\) computed by the function. (output)

  • diag (double[]) – The diagonal elements of matrix \(D\). (output)

  • lnzc (int[]) – lnzc[j] is the number of non zero elements in column \(j\) of \(L\). (output)

  • lptrc (long[]) – lptrc[j] is a pointer to the first row index and value in column \(j\) of \(L\). (output)

  • lensubnval (long) – Number of elements in lsubc and lvalc. (output)

  • lsubc (int[]) – Row indexes for each column stored in increasing order. (output)

  • lvalc (double[]) – The values corresponding to row indexed stored in lsubc. (output)

Groups

Linear algebra

Env.dot
void dot
  (int n,
   double[] x,
   double[] y,
   out 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) – The result of the inner product between \(x\) and \(y\). (output)

Groups

Linear algebra

Env.echointro
void echointro (int longver)

Prints an intro to message stream.

Parameters

longver (int) – If non-zero, then the intro is slightly longer. (input)

Groups

Logging

Env.gemm
void gemm
  (transpose transa,
   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 to transpose.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 (transpose) – Indicates whether the matrix \(A\) must be transposed. (input)

  • transb (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 column-major format. (input)

  • b (double[]) – The pointer to the array storing matrix \(B\) in a column-major format. (input)

  • beta (double) – A scalar value that multiplies \(C\). (input)

  • c (double[]) – The pointer to the array storing matrix \(C\) in a column-major format. (input/output)

Groups

Linear algebra

Env.gemv
void gemv
  (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 is transpose.no then the update is

\[y := \alpha A x + \beta y,\]

and if trans is transpose.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 (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 column-major 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

Linear algebra

Env.getbuildinfo
static void getbuildinfo
   (StringBuilder buildstate,
    StringBuilder builddate)

Obtains build information.

Parameters

  • buildstate (StringBuilder) – State of binaries, i.e. a debug, release candidate or final release. (output)

  • builddate (StringBuilder) – Date when the binaries were built. (output)

Groups

Versions

Env.getcodedesc
static void getcodedesc
   (rescode code,
    StringBuilder symname,
    StringBuilder str)

Obtains a short description of the meaning of the response code given by code.

Parameters

  • code (rescode) – A valid MOSEK response code. (input)

  • symname (StringBuilder) – Symbolic name corresponding to code. (output)

  • str (StringBuilder) – Obtains a short description of a response code. (output)

Groups

Names, Responses, errors and warnings

Env.getversion
static void getversion
   (out int major,
    out int minor,
    out int revision)

Obtains MOSEK version information.

Parameters

  • major (int) – Major version number. (output)

  • minor (int) – Minor version number. (output)

  • revision (int) – Revision number. (output)

Groups

Versions

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
  (streamtype whichstream,
   string filename,
   int append)

Sends all output from the stream defined by whichstream to the file given by filename.

Parameters

  • whichstream (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

Logging

Env.potrf
void potrf
  (uplo uplo,
   int n,
   double[] a)

Computes a Cholesky factorization of a real symmetric positive definite dense matrix.

Parameters

  • uplo (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 column-major order. Only the lower or the upper triangular part is used, accordingly with the uplo parameter. It will contain the result on exit. (input/output)

Groups

Linear algebra

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 non-zero, 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 non-zero, then MOSEK will wait for licwait-1 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
  (streamtype whichstream,
   Stream callback)

Directs all output from an environment stream to a callback object.

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 interior-point 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
  (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 (transpose) – Controls whether to use with \(L\) or \(L^T\). (input)

  • lnzc (int[]) – lnzc[j] is the number of nonzeros in column j. (input)

  • lptrc (long[]) – lptrc[j] is a pointer to the first row index and value in column j. (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 in lsubc. (input)

  • b (double[]) – The right-hand side of linear equation system to be solved as a dense vector. (input/output)

Groups

Linear algebra

Env.syeig
void syeig
  (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 (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 column-major order. Only the part indicated by uplo is used. (input)

  • w (double[]) – Array of length at least n containing the eigenvalues of \(A\). (output)

Groups

Linear algebra

Env.syevd
void syevd
  (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 (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 column-major order. Only the part indicated by uplo is used. On exit it will be overwritten by the matrix \(U\). (input/output)

  • w (double[]) – Array of length at least n containing the eigenvalues of \(A\). (output)

Groups

Linear algebra

Env.syrk
void syrk
  (uplo uplo,
   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 to transpose.no and \(A\in \real^{n\times k}\), or

\[C := \alpha A^T A + \beta C,\]

when trans is set to transpose.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 (uplo) – Indicates whether the upper or lower triangular part of \(C\) is used. (input)

  • trans (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 column-major format. (input)

  • beta (double) – A scalar value that multiplies \(C\). (input)

  • c (double[]) – The pointer to the array storing matrix \(C\) in a column-major format. (input/output)

Groups

Linear algebra