cvxpy中的mosek参数设置

Question

我正在尝试设置“mosek_param”设置，但出现错误。比如下面这种情况

MSK_IPAR_INTPNT_SOLVE_FORM

Controls whether the primal or the dual problem is solved.
Default:
  "FREE"
Accepted:
  "FREE", "PRIMAL", "DUAL"
Example:
  param.MSK_IPAR_INTPNT_SOLVE_FORM = 'MSK_SOLVE_FREE'
Groups:
  Interior-point method

来自https://docs.mosek.com/9.0/toolbox/parameters.html --> 我试过了

prob.solve(solver=MOSEK,
mosek_params={mosek.iparam.intpnt_solve_form: mosek.solve.primal},     # mosek.iparam.presolve_use:mosek.presolvemode.off
verbose=True)

但是，遇到错误....注释部分有效。

当我在 Matlab 中工作时 --> 使用

cvx_solver_settings('MSK_IPAR_INTPNT_SOLVE_FORM','MSK_SOLVE_PRIMAL')

对我来说效果很好。但是，在目前的情况下不起作用。此外，我能够设置精度如下

cvx_precision low

但是，现在不能这样做。是否有另一种方法可以在 cvxpy 中完成这两项工作？谢谢。

PS：这个问题也发在CVXPY论坛了-->https://groups.google.com/forum/#!topic/cvxpy/MEAewGMlqjI

---

下面是一个例子

# Solves a bounded least-squares problem.

import mosek
from cvxpy import *
import numpy

# Problem data.
m = 10
n = 5
numpy.random.seed(1)
A = numpy.random.randn(m, n)
b = numpy.random.randn(m)

# Construct the problem
x = Variable(n)
objective = Minimize(sum_squares(A*x - b))
constraints = [0 <= x, x <= 1]
prob = Problem(objective, constraints)

prob.solve(solver=MOSEK,
mosek_params={mosek.iparam.intpnt_solve_form: mosek.solve.primal},     # mosek.iparam.presolve_use:mosek.presolvemode.off
verbose=True)

这给了我error。我也尝试使用 'MSK_IPAR_INTPNT_SOLVE_FORM' = 'MSK_SOLVE_PRIMAL' 但无济于事。

Answer 1

看看

https://docs.mosek.com/9.1/pythonapi/parameters.html#mosek.iparam.intpnt_solve_form

正确的形式是

mosek.solveform.primal