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.

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

The latest release of this package and the master branch are to be used with the latest release of Mosek.jl (which uses MOSEK v10).

To use MOSEK v9 (resp. v8), use the v0.12.x (resp. v0.7.x) releases of this package, and the mosekv9 (resp. mosekv8) branch and v1.2.x (resp. v0.9.x) releases of Mosek.jl.

See the following table for a summary:

Use with JuMP

using JuMP
using MosekTools
model = Model(Mosek.Optimizer)
set_attribute(model, "QUIET", true)
set_attribute(model, "INTPNT_CO_TOL_DFEAS", 1e-7)

Options

The parameter QUIET is a special parameter that when set to true disables all Mosek printing output.

All other parameters can be found in the Mosek documentation.

Note that the prefix MSK_IPAR_ (for integer parameters), MSK_DPAR_ (for floating point parameters) or MSK_SPAR_ (for string parameters) are optional. If they are not given, they are inferred from the type of the value. For example, in the example above, as 1e-7 is a floating point number, the parameters name used is MSK_DPAR_INTPNT_CO_TOL_DFEAS.