<aside> 🧸 MOSEK使用经验

• Linear problems | LP
• nonlinear conic problems with constrains $Ax+b\in\mathcal K$ & QP
• mixed-integer variants of those problems | MIP

</aside>

• Installation

  1. pip - 包管理器/安装包 安装 https://docs.mosek.com/latest/install/installation.html#external-channels

  2. from source https://www.mosek.com/downloads/#:~:text=(details)-,Default Installers,-(Preferred)

     下载文件提供python、C++源码和MOSEK其他功能。

     wget <https://download.mosek.com/stable/10.2.12/mosektoolslinux64x86.tar.bz2>
     tar -xjf mosektoolslinuxaarch64.tar.bz2 -C ~
     

     _OLD_VIRTUAL_PATH="$PATH"
     export MOSEKLM_LICENSE_FILE="/home/hazy/mosek/demo/mosek.lic"
     MOSEKLIB_ENV="/home/hazy/mosek/10.2/tools/platform/linux64x86/bin"
     PATH="$MOSEKLIB_ENV:$VIRTUAL_ENV/"bin":$PATH"
     export PATH
     

     source /venv/bin/activate
     cd ~/mosek/10.2/tools/platform/linux64x86/python/3
     python setup.py build 
     python setup.py install 
     

• License

  %USERPROFILE%\\mosek\\mosek.lic           (Windows)
  $HOME/mosek/mosek.lic                   (Linux, MacOS)
  

• overview

  https://docs.mosek.com/10.2/intro/overview.html

  low-level optimizer API 低级接口

  object-oriented fusion API 面向对象的融合接口

  • optimizer server for remote optimization

    https://docs.mosek.com/latest/opt-server/install-and-run.html

    需要数据库

<aside> 💡

MOSEK理论基础和系统架构

• conic optimization

https://docs.mosek.com/modeling-cookbook/index.html

</aside>