linopt.py

from mosek.fusion import *

# def main(args):
A = [[3.0, 1.0, 2.0, 0.0],
        [2.0, 1.0, 3.0, 1.0],
        [0.0, 2.0, 0.0, 3.0]]
c = [3.0, 1.0, 5.0, 1.0]

# Create a model with the name 'lo1'
with Model("lo1") as M:

    # Create variable 'x' of length 4
    x = M.variable("x", 4, Domain.greaterThan(0.0))

    # Create constraints
    M.constraint(x.index(1), Domain.lessThan(10.0))
    M.constraint("c1", Expr.dot(A[0], x), Domain.equalsTo(30.0))
    M.constraint("c2", Expr.dot(A[1], x), Domain.greaterThan(15.0))
    M.constraint("c3", Expr.dot(A[2], x), Domain.lessThan(25.0))

    # Set the objective function to (c^t * x)
    M.objective("obj", ObjectiveSense.Maximize, Expr.dot(c, x))

    # Solve the problem
    M.solve()

    # Get the solution values
    sol = x.level()
    print('\n'.join(["x[%d] = %f" % (i, sol[i]) for i in range(4)]))