MosekTools.jl

MosekTools.jl is the MathOptInterface.jl implementation for the MOSEK solver.

The low-level solver API for MOSEK is found in the package Mosek.jl.

Affiliation

MosekTools.jl is maintained by the JuMP community and is not officially supported by MOSEK. However, Mosek.jl is an officially supported product of MOSEK.

Getting help

If you need help, please ask a question on the JuMP community forum.

If you have a reproducible example of a bug, please open a GitHub issue.

License

MosekTools.jl is licensed under the MIT License.

The underlying solver is a closed-source commercial product for which you must obtain a license.

Installation

Install MosekTools as follows:

import Pkg
Pkg.add("MosekTools")

In addition to installing the MosekTools.jl package, this will also download and install the latest version of Mosek.jl.

Follow the instructions at Mosek.jl to obtain and install an appropriate license.

Use with JuMP

To use Mosek with JuMP, use Mosek.Optimizer:

using JuMP
import Mosek
import MosekTools
model = Model(Mosek.Optimizer)
set_silent(model)
set_attribute(model, "MSK_DPAR_INTPNT_CO_TOL_DFEAS", 1e-7)
set_attribute(model, "MSK_IPAR_OPTIMIZER", Mosek.MSK_OPTIMIZER_INTPNT)

Note that even though the optimizer is Mosek.Optimizer, you must additionally import MosekTools.

Options

All other parameters can be found in the Mosek documentation.

For integer parameters, pass either the value, or the corresponding constant defined in the Mosek package.

using JuMP
import Mosek
import MosekTools
model = Model(Mosek.Optimizer)
set_attribute(model, "MSK_IPAR_OPTIMIZER", Mosek.MSK_OPTIMIZER_INTPNT)
set_attribute(model, "MSK_IPAR_OPTIMIZER", 4)
set_attribute(model, "MSK_IPAR_CACHE_LICENSE", Mosek.MSK_ON)
set_attribute(model, "MSK_IPAR_CACHE_LICENSE", 1)
set_attribute(model, "MSK_IPAR_CACHE_LICENSE", Mosek.MSK_OFF)
set_attribute(model, "MSK_IPAR_CACHE_LICENSE", 0)