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
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cvxpy/mosek improving the precision of the solution
Currently my objective function gives me a solution in the magnitude of about 1e-6. I think that gives me some precision problem.
What's the best practice to handle this kind of problems? It seems like I can multiply the obj function by 1e6 for…
Matt Frank
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how to vectorize cvxpy code to speed up compilation?
I'm using cvxpy on Linux with mosek-10.0.37 solver.
I'm running the code below and I'm having a issue when I increase the value of K (after 40). The cvxpy gives the warnings below and takes a long time in the reduction and consumes a lot of memory…
José Rezende
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Mosek via cvxpy - save verbose output
I use Mosek through the cvxpy interface. When I use the verbose option, it shows some nice output, that I would like to further work with. I looked through the parameters in https://docs.mosek.com/latest/pythonapi/parameters.html#doc-sparam-list…
Hennich
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Time complexity of CVXOPT/MOSEK when the number of constraints is much greater than the number of variables
I have a convex quadratic programming problem:
min x^TPx+c^Tx
Ax \leq b
where P is a positive definite matrix. A is a m * n matrix and m is much greater than n, so the number of constraints is much greater than the number of variables.
My question…
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Mosek - unsupported operand type(s) for -: 'list' and 'LinearVariable'
I am trying to optimize a function. The goal is to optimize this function :
√((weigths_b-x)^T (b)(weights_b-x))
My goal is to use Mosek. However I am quite new and I don't know how to beginn with the problem. I went through the Cookbook, however I…
Happy_otter
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How to rescale a linear program before launching it in MOSEK
I want to use MOSEK to check if a linear program (LP) has a solution (I only need to check the feasibility of the LP).
Some coefficients entering the LP are much smaller than others. E.g., some coefficients are of the order 10^(-15), while the…
TEX
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Can I make MOSEK with CVX run to greater convergence?
I have a QP that I solve with MOSEK and CVX. The solutions are quite bad, and I get the sense that either Mosek is not trying hard, or CVX is not transmitting information properly to Mosek, or something of that sort.
What are my options to make…
kloop
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Error--rescode.err_missing_license_file(1008): License cannot be located
I was running a python program which uses CVXPY to solve a optimization problem involving semi-definite constraints. Initially the code ran well when I was using the default solver provided by CVXPY. Then I tried to use MOSEK as the optimization…
Souvikd
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What's the difference between Fusion API and Optimizer API in MOSEK?
The MOSEK solver has two APIs, one is the Fusion API and the other is the Optimizer API. What is the difference between them?
Lancdorr
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Accessing suboptimal solution in Mosek+Cvxpy
We are using Mosek solver via its Cvxpy interface.
We deal with large-scale optimization problem on a regular-basis and sometimes the runtime is very high. So, we specify a upper limit on runtime using Mosek's mosek.dparam.optimizer_max_time…
pqrz
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Tranform a constraint in Mosek
I have to solve the following optimisation problem in R Mosek:
This is a convex constraint which can be transformed into the intersection of 2^N-1 cone constraints and one half space:
This is unfeasible in my actual case because N=50. What can I…
TEX
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Mosek Vectorization, Slow Adding Constraints
I am trying to solve a semi-definite program in Mosek with C++ Fusion with constraints of the form
$$ \sum_j A_{i,j} M_j - \vec{c}_i^T \vec{y} + x \le b_i \forall i, $$ (links to picture of equation)
where each M_j is a positive semi-definite…
Connor Mattes
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How to express a constraint in MOSEK
I have the following constraint to be implemented in Mosek, where the unknown variable is x.
I'm trying to follow the discussion here. I could write the constraint as the intersection between 15 exponential cones and one half space. However, what…
TEX
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Transform an optimisation problem for MOSEK
I would like to use Mosek to solve the following problem:
The constraint is convex. In the guidance of the problems that Mosek can solve I could not find a "close" example. Hence, I wonder: (1) Is Mosek suitable to solve the problem above? (2) If…
TEX
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mosek Model.getSolverIntInfo returns 0
I'm following Mosek documentation to retrieve the information of the solver. In particular I want to get the number of constraints by:
Model::t M = new Model("cqo1");
Variable::t x = M->variable("x", 3, Domain::greaterThan(0.0));
Variable::t y =…
kstn
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