MOSEK-class function

class

An interface for the MOSEK solver.

MOSEK()

## S4 method for signature 'MOSEK'
mip_capable(solver)

## S4 method for signature 'MOSEK'
import_solver(solver)

## S4 method for signature 'MOSEK'
name(x)

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

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

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

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

## S4 method for signature '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.