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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1 answer
Programmatically identify Mosek's solution type parameter
To start with, Mosek's initialization API works great. We were able to speedup our optimization by 25X, merely by decision variable initialization on a sample problem (all variables integral constrained).
Now, we are solving a new large-scale MIQCQP…
pqrz
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0
votes
1 answer
Forceful release of Mosek license (directly from its License server)
We are using Mosek Floating License offering across our organization.
Sometimes situations occur wherein a team member is unavailable, but has occupied the Mosek licenses, making it unavailable for others (even if urgently required).
To help in…
pqrz
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0
votes
1 answer
On the iterative implementation of mosekopt for large linear programs
I have to solve a linear program with a very large number of constraints. I use MOSEK (mosekopt, with MSK_IPAR_INTPNT_BASIS set equal to MSK_BI_NEVER to save time).
The solver takes time to solve the program due to the large dimension.
I thought…
TEX
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How to constraint at most one element of variable vector could be non-zero in mosek?
I'm solving a problem like this:
Variable X = {x0, x1}
maximize AX + B
subject to 0 <= x0 <= c0,
0 <= x1 <= c1,
x0 * x1 <= 0
It's to say that, I want to get a solution of X with at most one non-zero…
Makai
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3 answers
Capture timeout exception with Mosek + Cvxpy
We are solving our large scale MI optimization problems with Cvxpy and Mosek.
Often times it happens that Mosek consumes higher runtime then our stipulated timeout of two hours.
Is there a way to systematically capture those timeout…
pqrz
- 133
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0
votes
0 answers
Time units of "mosek.dparam.optimizer_max_time"?
What is the unit of mosek.dparam.optimizer_max_time parameter. I mean does it expects the input value in: seconds / milliseconds?
Would it be safe to assume the time units is always seconds, wherever the documentation does not explicitly specifies…
user14
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0 answers
Is there a way to convert Expression into Variable in MOSEK
I have a set of constraints in the following way, yet could not formulate it properly.
In the following way, I could take the norm, but how can we get its power?
Model::t M = new Model();
auto start_ = new_array_ptr({-4, 0, 2});
…
GPrathap
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1 answer
How to fix DimensionError?
I am having a strange error still could not figure it out.
#include
#include "fusion.h"
using namespace mosek::fusion;
using namespace monty;
int main(int argc, char ** argv)
{
int number_of_steps = 7;
int lambda1 = 1000;
int…
GPrathap
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0 answers
Get Mosek's Certificate of Infeasibility (via Cvxpy)
We are formulating a optimization problem in Cvxpy and using Mosek solver.
Our problem happens to be infeasible.
Debugging of which, we require these two information from Mosek:
Infeasibility Report: We are able to generate this…
pqrz
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0 answers
Infeasible dual for maximum entropy
I am trying to solve the following optimization problem, which is a maximum entropy formulation of logistic regression, m is the number of features in the data set, q is the number of target class in the target categorical variable, $\hat{y}_{ik}$…
0
votes
0 answers
Mosek behavior: What is infeasibility certificate formulae of Mosek?
In Mosek's infeasibility white paper it mentions two formulae for infeasibility extraction, i.e.
Without tolerance:
With tolerance:
Among these, which formulae is used by Mosek?
If its the 2nd choice, how do we set the value of the Є…
pqrz
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0 answers
Cvxpy: How to Suppress / Backward map the cvxpy's transformed problem?
Given a optimization problem to Cvxpy, it applies heavy transformation on it before submitting it to solver.
But we require to submit raw / untransformed problem to the solver (since we want to interpret infeasibility report from the solver - e.g.…
pqrz
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0
votes
1 answer
Better Modelling language for Mosek
We were formulating a optimization problem and using Mosek solver.
But which would be better modelling framework for Mosek, among the following:
Cvxpy: Earlier we used Cvxpy, but it lacks a few features (e.g. solution initialization) which are…
pqrz
- 133
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0
votes
0 answers
Mosek runs indefinitely on large MIQCQP
We have a large-scale MIQCQP problem. Problem size:
Decision vars: ~9K (with 3K continuous and 6K integral vars)
Objective: 1 Linear expression
Constraints (linear): 35K linear constraints (9K lower bound + 9K upper bound + remaining inequality…
pqrz
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0
votes
1 answer
Pyomo + Mosek trouble: Coefficient matrix is not positive semidefinite
We are formulating a QP optimization problem in Pyomo + Mosek (commercial).
Unexpectedly, mosek complains the quadratic coefficient is not PSD.
Error: rescode.err_obj_q_not_psd(1295): The quadratic coefficient matrix in the objective is not positive…
pqrz
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