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pythonoptimizationpyomomosek

Can mosek write to opf format (via Pyomo)?

We are formulating an optimization problem in Mosek (via its Pyomo interface).

We required to dump the problem in opf format.

To enable this, we activated the iparam.opf_write_problem [0] solver option, but failed (i.e. no opf file created).

Minimal reproducible example:

import pyomo.environ as pyo
import mosek

model = pyo.ConcreteModel()
model.x = pyo.Var([1,2], domain=pyo.NonNegativeReals)
model.OBJ = pyo.Objective(expr = 2*model.x[1] + 3*model.x[2])
model.Constraint1 = pyo.Constraint(expr = 3*model.x[1] + 4*model.x[2] >= 1)

opt = pyo.SolverFactory("mosek")
opt.solve(model, options={'iparam.opf_write_problem': 1})   # doesn't create opf file

# opt.solve(model, options={'iparam.opf_write_problem': mosek.onoffkey.on})  # fails too

Is this a bug in Mosek or Pyomo?

Reference:

[0] https://docs.mosek.com/9.2/toolbox/parameters.html#mosek.iparam.opf_write_problem

Solution

  • These opf parameters only dictate which parts of the data are supposed to be included the opf file when it is being written and which not.

    To actually write a file from Pyomo follow the example in https://docs.mosek.com/9.2/faq/faq.html#pyomo, changing the file name to something.opf.