MosekTools is the MathOptInterface.jl implementation for the MOSEK solver
Author jump-dev
10 Stars
Updated Last
1 Year Ago
Started In
February 2019

Build Status

MosekTools is the MathOptInterface.jl implementation for the MOSEK solver. The low-level solver API for MOSEK is found in the package Mosek.jl. The latest release of this package and the master branch are to be used with the latest release of Mosek.jl (which uses MOSEK v9). To use MOSEK v8, use the v0.7.x releases of this package (or the mosekv8 branch) and v0.9.x releases Mosek.jl.

The Mosek specific model object (used for example with JuMP) is created as

using MosekTools
model = Mosek.Optimizer()

hence to use Mosek in a JuMP model, do, e.g.,

using JuMP
using MosekTools
model = Model(optimizer_with_attributes(Mosek.Optimizer, "QUIET" => false, "INTPNT_CO_TOL_DFEAS" => 1e-7))

The parameter QUIET is a special parameter that when set to true disables all Mosek printing output. All other parameters can be found in the Mosek doc. Note that the prefix MSK_IPAR_ (for integer parameters), MSK_DPAR_ (for floating point parameters) or MSK_SPAR_ (for string parameters) are optional. If they are not given, they are inferred from the type of the value. For instance, in the example above, as 1e-7 is a floating point number, the parameters name used is MSK_DPAR_INTPNT_CO_TOL_DFEAS.