MosekTools.jl is the MathOptInterface.jl implementation for the MOSEK solver.
The low-level solver API for MOSEK is found in the package Mosek.jl.
MosekTools.jl is maintained by the JuMP community and is not officially supported by MOSEK. However, Mosek.jl is an officially supported product of MOSEK.
MosekTools.jl is licensed under the MIT License.
The underlying solver is a closed-source commercial product for which you must obtain a license.
The latest release of this package and the master branch are to be used with
the latest release of Mosek.jl (which uses MOSEK v10).
To use MOSEK v9 (resp. v8), use the v0.12.x (resp. v0.7.x) releases of this
package, and the mosekv9 (resp. mosekv8) branch and v1.2.x (resp. v0.9.x)
releases of Mosek.jl.
See the following table for a summary:
| MOSEK | Mosek.jl | MosekTools.jl release | MosekTools.jl branch |
|---|---|---|---|
| v10 | v10 | v0.13 | master |
| v9 | v0.12 | v0.12 | mosekv9 |
| v8 | v0.9 | v0.7 | mosekv8 |
To use Mosek with JuMP, use Mosek.Optimizer:
using JuMP
import Mosek
import MosekTools
model = Model(Mosek.Optimizer)
set_silent(model)
set_attribute(model, "MSK_DPAR_INTPNT_CO_TOL_DFEAS", 1e-7)
set_attribute(model, "MSK_IPAR_OPTIMIZER", Mosek.MSK_OPTIMIZER_INTPNT)Note that even though the optimizer is Mosek.Optimizer, you must additionally
import MosekTools.
All other parameters can be found in the Mosek documentation.
For integer parameters, pass either the value, or the correspondng
constant defined in the Mosek package.
using JuMP
import Mosek
import MosekTools
model = Model(Mosek.Optimizer)
set_attribute(model, "MSK_IPAR_OPTIMIZER", Mosek.MSK_OPTIMIZER_INTPNT)
set_attribute(model, "MSK_IPAR_OPTIMIZER", 4)
set_attribute(model, "MSK_IPAR_CACHE_LICENSE", Mosek.MSK_ON)
set_attribute(model, "MSK_IPAR_CACHE_LICENSE", 1)
set_attribute(model, "MSK_IPAR_CACHE_LICENSE", Mosek.MSK_OFF)
set_attribute(model, "MSK_IPAR_CACHE_LICENSE", 0)