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Questions tagged [mosek]

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.

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Can mosek write to opf format (via Pyomo)?

We are formulating an optimization problem in Mosek (via its Pyomo interface). We required to dump the problem in opf format. To enable this, we activated the iparam.opf_write_problem [0] solver option, but failed (i.e. no opf file created). Minimal…
pqrz
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Initialization of decision variable's value in Mosek solver (via Cvxpy framework)

We have a optimization problem and want to initialize its decision variable's value for fast convergence. We are using Mosek solver (via its Cvxpy interface). Any help appreciated, Thank you very much!
pqrz
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SCS and MOSEK solver keeps running

My application was using ECOS Solver for quite a long time, all of sudden we started getting infeasible solution and thus ending up with solver errors. Looking at few stacks and suggestions online, i saw recommendations for MOSEK and SCS solvers. I…
saravan
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Supported Problem types for Mosek Infeasibility Report

I was using Commercial Mosek via its Cvxpy interface. Specifically leveraging its infeasibility report feature for debugging of my infeasible problems. Though it ran perfectly fine for sample LP problems but failed on MILP problems (i.e. no…
pqrz
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Mosek infeasibility repair (via Cvxpy Interface)

I was using Mosek via its Cvxpy interface. I wanted to use Mosek's tool for automatic repair of infeasibility problem [0] but couldn't find any solver option [1] to activate that. Kindly tell the relevant solver option. 0 -…
pqrz
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cvxpy integer variable - exclude certain integer values from the solution

I have the following problem and I can't figure out if cvxpy can do what I need. Context: I optimize portfolios. When buying bonds and optimizing the quantity of each bond to buy, it's only possible to buy each bond only in multiples of 1,000…
Angelo
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Mosek memory issue for large linear programming

I use MOSEK to run a very large linear programming problem in Matlab (32768 unknowns and 691621 constraints). The code is submitted in a Linux based cluster. In the bash file I request the following amount of memory: #$ -l h_vmem=20G #$ -l…
TEX
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Matlab warning: Name is nonexistent or not a directory

I'm running an array job (400 Matlab R2018b tasks) in the HPC of my university. After having qsub, the 400 tasks start by they are immediately killed. In the .o file of each task no errors are reported but only the following warning Warning: Name is…
TEX
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Reducing constraint-minimization at CVXPY

I'm dealing with a mathematical optimization problem, in more detail it is a semi-definite program (see code-snipped below), which is used to solve another problem iteratively. It is required that the equality-constraints are met up to ~10^(-10) or…
pcalc
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MOSEK: How to add constraint to Task()

i am new to Mosek optimization, and i am trying to implement a Portfolio Optimization, but i'm not using Fusion. I am using the basic MOSEK API. The problem is very close to the basic portfolio optimization described…
stavrop
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Quadratic and linear constraints in Mosek (from Matlab)

I have a question regarding how to run a quadratically constrained minimisation problem in Mosek (from Matlab). This is my problem Suppose that the linear equality and inequality constraints are not there. The Mosek documentation (here) explains…
TEX
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How to run MOSEK solver in CVXOPT

I have written a small code to do a simple min variance optimisation using CVXOPT, you can see the whole code below By using solvers.qp(P, q, G, h, A, b) in CVXOPT the code runs fine and it find a solution solvers.qp(P, q, G, h, A, b) I wanted to…
Marco_sbt
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Number of constraints in convex model

Why does a convex QCQP model written using cvxpy and solved using Mosek show more constraints than those defined in the model (As reported by Mosek)? I notice the same even for cvxpy atom like square(x), where if x is a single variable and…
P. Khoza
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Variables with indexes and sums with indexes in mosek

I have to find solutions to an integer programming problem: I am using Mosek's Fusion API (Python). Now the constrains are easy to put in, I am more worried about the actual objective. The problem for me is: How can I tell mosek that I want to sum…
dabljues
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CVXPY exponent atom using Mosek

below is a snippet of code from my program. import CVXPY as cp X = cp.Variable(shape=(10,4), boolean = True) y = cp.exp(X[0,1]) objective = cp.Minimize(cp.sum(X)) constraint = [y <= 0] prob = cp.Problem(objective, constraints) result =…
P. Khoza
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