Hi all,
Forgive the naivety of the question but I'm a new Mosek user here.
I'm looking at the following (geometric, integer) problem below:
\begin{align*}
\min_x & \sum_i \frac{\beta_i}{x_i} \\
& \sum_i x_i \leq K \\
& 1 \leq x_i \leq \alpha_i \\
& x_i \in \mathbb{N}
\end{align*}
Would anyone be kind enough to point me to the formulation of the objective function using the MOSEK Python API (I got the rest of the variables/constraints right)
Assuming I'm not mistaken it should be something of the like:
M.objective('obj', ObjectiveSense.Minimize, Expr.dot(beta,1/x))
Thank you very much for your attention/help!!
Best,