picos.solvers.solver_mosek

Implementation of MOSEKSolver.

Outline

Classes

MOSEKSolver

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

Classes

MOSEKSolver

class picos.solvers.solver_mosek.MOSEKSolver(problem)[source]

Bases: picos.solvers.solver.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)[source]

Initialize a MOSEK (Optimizer) solver interface.

Parameters

problem (Problem) – The problem to be solved.

classmethod default_penalty()[source]

Implement default_penalty.

classmethod names()[source]

Implement names.

reset_problem()[source]

Implement reset_problem.

classmethod supports(footprint)[source]

Implement supports.

classmethod test_availability()[source]

Implement test_availability.

SUPPORTED = <Specification: Optimize AffineExpression, QuadraticExpression subject to 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.