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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

pqrz
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1 Answers1

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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.

Michal Adamaszek
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