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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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CPLEX and MOSEK with YALMIP gives different results

I am solving an optimization problem using MATLAB with YALMIP which is similar to a unit commitment problem. This is a Mixed Integer Linear Programming problem. I am considering two decision variables --> P and T_room I formulated the problem in…
gayan_lanke
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parameter to create MOSEK feasibility report with CVXR

I am using CVXR to solve an optimization problem in R using the MOSEK solver. CVXR has found the MOSEK SOLVER through ANACONDA and is working fine. However, I do not manage to generate the MOSEK feasibility report when the model is infeasible. This…
Michiel van Dijk
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REBayes Error in KWDual MKS_RES_TERM_STALL

I am trying to run the following simulation below. Note that this does require Mosek and RMosek to be installed! I keep getting the error Error in KWDual(A, d, w, ...) : Mosek error: MSK_RES_TRM_STALL: The optimizer is terminated due to slow…
Alex
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Retrieving mosek error code from solver in cvxpy

Using mosek in cvxpy, I'm getting the error that the solver failed. Is there a way to recover the error code from Mosek? Cvxpy doesn't seem to provide it.
pythonic metaphor
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How to run install.py for MOSEK installation on Mac to use in MATLAB?

I'm trying to install MOSEK on my Mac to use in MATLAB, but I could not get how to run the following step: Run the command: python /mosek/8/tools/platform/osx64x86/bin/install.py where is the directory where MOSEK was installed.…
user9982842
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How can I solve the conic optimization by mosek with hot start

I have a series of conic programming problems to solve. After solving the first one, I get one correct result. However, as the second optimization problem is really similar to the former one, I want to take advantage of the first solution to…
Mengxiao Zhang
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Python Quadratic Programming with CVXOPT

I am looking for a definitive guide on formulating a CVXOPT quadratic programming problem with quadratic constraints. There are good documents provided here: The problem statement I am dealing with is identical to the problem here: What is the…
Jared
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Mosek and Code::Blocks, first steps - trouble compiling

I'm having trouble compiling a Cpp code in Code::Blocks, using windows (idk if thats relevant) and the Mosek library. The first step i did was to add the path to the library through Project->Build options...->Search directories-> compiler: Policy…
mihasa
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Branch&CUT method

I'm implementing LP-relaxaction based algorithm for solving Prize Collecting Steiner Tree problem. In fact, this problem is equivalent to ILP problem with exponentially many constraints. In the algorithm proposed in…
ivan
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Mosek C-API using MinGW

I try to build the 'lo1' Example for Mosek on MinGW. Unfortunately, it keeps returning undefined reference to ... I think I'm doing something wrong when linking the libraries. Anyone can help? My build commands are the following: g++ "-IC:\Program…
kelia
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The right package/software for non-linear optimization with semidefinite constraints

I am struggling to solve an optimization problem, numerically, of the following (generic) form. minimize F(x) such that: ___(1): 0 < x < 1 ___(2): M(x) >= 0. where M(x) is a matrix whose elements are quadratic functions of x. The last constraint…
Pavithran Iyer
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how do i control to which python to install a package

i'm on win7/64, and have some pythons already, but want to be installing mosek to a new WinPython >where python C:\Users\nlab\Downloads\WinPython-64bit-2.7.9.5\python-2.7.9.amd64\python.exe C:\Python27\python.exe C:\Program Files…
user1441998
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Second order cone programming in Romosek (MISOCP)

I have a problem similar to the following problem: It is a MISOCP problem and I need to solve it with Rmosek. The mosek optimization library contains 3 types of convex cones: The R-cone, the quadratic cone and the rotated quadratic cone (refer to…
Shima
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Matlab - Using 3rd party java classes in Parallel Computing Toolbox

I am using Matlab 2013b and Mosek as an external library to solve demanding integer optimization programs. The problem appears when I try to use the external library together with the Parallel Computing Toolbox. It looks like I do not add the…
etzourid
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How to configure coin-osi with mosek interface

I have downloaded the source code from http://www.coin-or.org/download/source/Osi/, and installed Mosek 7. How to configure the coin-osi with Mosek library? Could you give me some advice, please? Thanks.
mining
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