picos.solvers.solver_mosek

Implementation of MOSEKSolver.

Classes

class picos.solvers.solver_mosek.MOSEKSolver(problem)

Bases: Solver

Interface to the MOSEK solver via its low level Optimizer API.

Supports both MOSEK 8 and 9.

The low level API is tedious to interface, but is currently much faster than the high level Fusion API, which would be the prefered interface otherwise.

__init__(problem)

Initialize a MOSEK (Optimizer) solver interface.

Parameters

problem (Problem) – The problem to be solved.

classmethod default_penalty()

Implement default_penalty.

classmethod is_free()

Implement is_free.

classmethod names()

Implement names.

reset_problem()

Implement reset_problem.

classmethod supports(footprint, explain=False)

Implement supports.

classmethod test_availability()

Implement test_availability.

SUPPORTED = <Specification: Optimize AffineExpression, QuadraticExpression subject to DummyConstraint, AffineConstraint, SOCConstraint, RSOCConstraint, ConvexQuadraticConstraint, LMIConstraint using any variables and any options.>

property env

This references a MOSEK environment, which is shared among all MOSEKSolver instances. (The MOSEK documentation states that “[a]ll tasks in the program should share the same environment.”)

property ver

The major version of the available MOSEK library.