MOSEK is a software package for the solution of linear, mixed-integer linear, quadratic, mixed-integer quadratic, quadratically constraint, conic and convex nonlinear mathematical optimization problems.
Questions tagged [mosek]
96 questions
1
vote
1 answer
Is Julia.JuMP 15x slower then Python.Cvxpy?
I was trying to solve a simple optimization problem, first via Python.Cvxpy framework and then via Julia.JuMP framework, but Julia.JuMP formulation is 15x slower.
My optimization problem:
In Python.Cvxpy: (runtime: 4 sec)
# Run: time python…
pqrz
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1
vote
1 answer
MOSEK: prob.a not specified
I want to solve the following LP using Mosek (called from Matlab)
max wrto b A'b where -1<=b<=1
A,b have length L.
This is how I implement this.
clear
rng default
L=5;
A= 1.0e-03 *[0;0;0.8217;0;0]';
prob.blx=-ones(L,1); %lower bound…
TEX
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1
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2 answers
Mosek: suppress printing "MOSEK Version 9.2.3..."
I am using Mosek in Matlab and I would like to suppress any printing after running an optimisation problem.
I have set param.MSK_IPAR_LOG = 0;. However, I still get the following message printed.
MOSEK Version 9.2.3 (Build date: ...)
Copyright (c)…
TEX
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1 answer
CVXPY with MOSEK solver: how do I find the constraints corresponding to the Mosek "index"?
I am solving an SDP in cvxpy with MOSEK as a solver.
My problem is infeasible, and MOSEK has the nice feature that it provides an "Infeasibility Report". In my case, the report looks like this:
MOSEK PRIMAL INFEASIBILITY REPORT.
Problem status: The…
linx
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1
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1 answer
CVXPY and MOSEK: Type object 'solsta' has no attribute 'near_optimal'
I'm trying to solve optimization problems using cvxpy and MOSEK. Despite the fact that both packages seem to work independently, I don't manage to get them function together. Whenever I ask cvxpy to solve any problem with MOSEK, I always get the…
Miguel
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1
vote
1 answer
Usign Mosek for CVXR
I have already installed 3 times Mosek. It is working in python but CVXR (r package) function installed_solvers() is not able to find MOSEK.
I'm working on a MACos Mojave. I installed Mosek via conda comand, got an academic license, create a…
Alejandro Andrade
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1
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0 answers
svm negative(positive) semidefinite matrix in Rmosek
I tried to set up the svm by using Rmosek package, and I got a problem about
using Rmosek.
## SET UP THE "negative semidefinite matrix"
## K is the kernel
## m=nrow(X)
qy1=t(matrix(Y,m,m))
qy2=matrix(Y,m,m)
Q=qy1*qy2*K*-1
At this…
Amy Chang
- 23
- 3
1
vote
2 answers
MOSEK solver on cvxpy: TypeError
I am trying to use MOSEK solver with cvxpy, but I am getting:
TypeError: keyword arguments must be strings
I've assembled a minimal example where the error still happens. Here`s the example:
import cvxpy as cvx
x = cvx.Variable()
y =…
czr
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- 3
- 13
1
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0 answers
Eigen sparse matrix row vector assertion failed
Below is my code, matrix is a filled 2 x 2 sparse matrix:
int size = 2
std::vector eachRow(size);
for(unsigned int i = 0 ; i < size ; ++i)
{
Eigen::VectorXd Row(2);
Row = matrix.row(i);
…
andy power
- 11
- 2
1
vote
4 answers
install mosek.fusion for python in anaconda (ubuntu)
I'm trying to use (and therefore install) an optimization package called mosek and more specifically to use it with python on a jupyter notebook.
It's a commercial package but since I'm working in academia, I have a free license.
This issue has…
probaPerception
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1
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1 answer
CPU affinity issue using Python API for MOSEK
I am having an issue with CPU affinity and linear integer programming in MOSEK. My program parallelizes using the multiprocessing module in Python, thus MOSEK is running concurrently on each process. The machine has 48 cores so I run 48 concurrent…
nick
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1
vote
2 answers
Optimizing in Parallel in Matlab with Mosek
I'm trying to solve a cone program in Matlab by calling MOSEK while varying the bound on one of the constraints.
I would like to do so in parallel to take advantage of all the cores that I have. Here is a modified example to illustrate my point.…
CChen
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1
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2 answers
How to encourage optimiser to pick solution with fewest transactions (i.e. minimise cardinality)
I have a linear model that is seeking to move 'units' between 'cells' in an optimal manner. Each transfer costs $2 plus 1% of the unit amount transferred.
Lets say a target cell requires 100 units and can receive it from any of 10 source cells. How…
Skrealin
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1
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0 answers
MOSEK's quadprog slower than matlab
I am using MOSEK's quadprog. When I run it, I get the following output and then I see no progress (waited for 10 minutes):
Setting int param MSK_IPAR_LOG_INTPNT to 1
Setting int param MSK_IPAR_LOG_SIM to 1
Setting int param MSK_IPAR_LOG_BI to…
olamundo
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0
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0 answers
Mosek not playing nice with CVXPY and joblib
Getting some weird behavior with MOSEK, CVXPY and joblib. Trying to parallelize some jobs in Python (without even calling Mosek) and getting errors like
terminate called after throwing an instance of 'Tcl_InitNotifier: unable to start notifier…
Michael
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