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CVXR (version 0.99-7)

MOSEK-class: The MOSEK class.

Description

This class is an interface for the commercial MOSEK solver.

Usage

MOSEK()
# S4 method for MOSEK
lp_capable(solver)
# S4 method for MOSEK
socp_capable(solver)
# S4 method for MOSEK
sdp_capable(solver)
# S4 method for MOSEK
exp_capable(solver)
# S4 method for MOSEK
mip_capable(solver)
# S4 method for MOSEK
name(object)
# S4 method for MOSEK
import_solver(solver)
# S4 method for MOSEK
Solver.solve(solver, objective, constraints, cached_data,
  warm_start, verbose, ...)

Arguments

object, solver

A '>MOSEK object.

objective

A list representing the canonicalized objective.

constraints

A list of canonicalized constraints.

cached_data

A list mapping solver name to cached problem data.

warm_start

A logical value indicating whether the previous solver result should be used to warm start.

verbose

A logical value indicating whether to print solver output.

...

Additional arguments to the solver.

Methods (by generic)

  • lp_capable: MOSEK can handle linear programs.

  • socp_capable: MOSEK can handle second-order cone programs.

  • sdp_capable: MOSEK can handle semidefinite programs.

  • exp_capable: MOSEK cannot handle exponential cone programs.

  • mip_capable: MOSEK cannot handle mixed-integer programs.

  • name: The name of the solver.

  • import_solver: Imports the reticulate library to use the python solver.

  • Solver.solve: Call the solver on the canonicalized problem.

References

E. Andersen and K. Andersen. "The MOSEK Interior Point Optimizer for Linear Programming: an Implementation of the Homogeneous Algorithm." High Performance Optimization, vol. 33, pp. 197-232, 2000.

See Also

the MOSEK Official Site.