An interface for the MOSEK solver.

MOSEK()

# S4 method for MOSEK
mip_capable(solver)

# S4 method for MOSEK
import_solver(solver)

# S4 method for MOSEK
name(x)

# S4 method for MOSEK,Problem
accepts(object, problem)

# S4 method for MOSEK
block_format(object, problem, constraints, exp_cone_order = NA)

# S4 method for MOSEK,Problem
perform(object, problem)

# S4 method for MOSEK
solve_via_data(
  object,
  data,
  warm_start,
  verbose,
  feastol,
  reltol,
  abstol,
  num_iter,
  solver_opts,
  solver_cache
)

# S4 method for MOSEK,ANY,ANY
invert(object, solution, inverse_data)

Arguments

solver, object, x: A MOSEK object.
problem: A Problem object.
constraints: A list of Constraint objects for which coefficient andd offset data ("G", "h" respectively) is needed
exp_cone_order: A parameter that is only used when a Constraint object describes membership in the exponential cone.
data: Data generated via an apply call.
warm_start: A boolean of whether to warm start the solver.
verbose: A boolean of whether to enable solver verbosity.
feastol: The feasible tolerance.
reltol: The relative tolerance.
abstol: The absolute tolerance.
num_iter: The maximum number of iterations.
solver_opts: A list of Solver specific options
solver_cache: Cache for the solver.
solution: The raw solution returned by the solver.
inverse_data: A list containing data necessary for the inversion.

Methods (by generic)

mip_capable(MOSEK): Can the solver handle mixed-integer programs?
import_solver(MOSEK): Imports the solver.
name(MOSEK): Returns the name of the solver.
accepts(object = MOSEK, problem = Problem): Can MOSEK solve the problem?
block_format(MOSEK): Returns a large matrix "coeff" and a vector of constants "offset" such that every Constraint in "constraints" holds at z in R^n iff "coeff" * z <=_K offset", where K is a product of cones supported by MOSEK and CVXR (zero cone, nonnegative orthant, second order cone, exponential cone). The nature of K is inferred later by accessing the data in "lengths" and "ids".
perform(object = MOSEK, problem = Problem): Returns a new problem and data for inverting the new solution.
solve_via_data(MOSEK): Solve a problem represented by data returned from apply.
invert(object = MOSEK, solution = ANY, inverse_data = ANY): Returns the solution to the original problem given the inverse_data.