Interface to the Mosek solver in Julia.
Mosek.jl is a more or less complete mapping of the MOSEK functionality:
LinprogSolverinterface and other interfaces for
MOSEK can solve LP (linear), SOCP (second order conic), SDP (semi-definite), QP (quadratic objective, quadratic constraints), GECO (general convex) and MIP (mixed-integer problems). These can be mixed as follows:
MOSEK is commercial software, but free licenses are available for academic use. See here for details.
Use the Julia package manager to install Mosek.jl:
When installing, the installer will look for the MOSEK library in following places:
MOSEKBINDIRis defined, it will look for the MOSEK library in the directory it points to. I.e. it must point the the
bin/directory in the MOSEK distro.
MOSEKBINDIRis undefined or it points to an invalid directory, the installer will look for the MOSEK distribution in the user's home directory. This usually resolves to:
Pkg.build("Mosek")will update the MOSEK distro if possible.
If the MOSEK distro installation directory is moved it is necessary to rebuild the package using
Furthermore, to run an optimization a license is required (these are
free for academic use). MOSEK will look first for the enironment
MOSEKLM_LICENSE_FILE which, if defined, must point to the relevant
license file. If this is not defined, MOSEK will look for a file
mosek.lic in the default install path, e.g.
If the MOSEK distro was installed manually, it can be updated simply
by installing a newer distro in the same place. Otherwise, doing
Pkg.build("Mosek") will check the latest MOSEK distro and update if
You can see if the MOSEK distro was installed internally this way:
is_internal = open(joinpath(Pkg.dir("Mosek"),"deps","inst_method"),"r") do f readstring(f) == "internal" end
If you experience problems installing (in particular on Windows or OS X), you can try to pull the latest revision and see if that works
If this also fails, please post an issue in Github.
All functions and constants in the Mosek.jl are briefly documented here.
For a more complete description of functions, please refer to the MOSEK C API documentation.
The General Convex interface is not documented at all, but the example
nlo1.jl show the general idea.
The solver object is called
MosekSolver. Parameters are accepted
and mirror the names in the Mosek documentation but the
MSK_[IDS]PAR prefix is optional.
For example, you can suppress output by either saying
LOG corresponds to the
MSK_IPAR_LOG parameter in the API. When
the prefix is excluded the type of the parameter is inferred by the
4 months ago